12 accepted papers
We investigate learning the equilibria in non-stationary multi-agent systems and address the challenges that differentiate multi-agent learning from single-agent learning. Specifically, we focus on games with bandit feedback, where testing an equilibrium can result in substantial regret even when th…
Off-policy dynamic programming (DP) techniques such as $Q$-learning have proven to be important in sequential decision-making problems. In the presence of function approximation, however, these techniques often diverge due to the absence of Bellman completeness in the function classes considered, a…
In multiplayer games, self-interested behavior among the players can harm the social welfare. Tax mechanisms are a common method to alleviate this issue and induce socially optimal behavior. In this work, we take the initial step of learning the optimal tax that can maximize social welfare with limi…
This paper investigates when one can efficiently recover an approximate Nash Equilibrium (NE) in offline congestion games. The existing dataset coverage assumption in offline general-sum games inevitably incurs a dependency on the number of actions, which can be exponentially large in congestion gam…
In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of uncertainty principle for congestion games with (semi-)bandi…
We study algorithms using randomized value functions for exploration in reinforcement learning. This type of algorithms enjoys appealing empirical performance. We show that when we use 1) a single random seed in each episode, and 2) a Bernstein-type magnitude of noise, we obtain a worst-case $\widet…
This paper presents a systematic study on gap-dependent sample complexity in offline reinforcement learning. Prior works showed when the density ratio between an optimal policy and the behavior policy is upper bounded (single policy coverage), then the agent can achieve an $O\left(\frac{1}{\epsilon^…
This paper considers offline multi-agent reinforcement learning. We propose the strategy-wise concentration principle which directly builds a confidence interval for the joint strategy, in contrast to the point-wise concentration principle which builds a confidence interval for each point in the joi…
We study what dataset assumption permits solving offline two-player zero-sum Markov games. In stark contrast to the offline single-agent Markov decision process, we show that the single strategy concentration assumption is insufficient for learning the Nash equilibrium (NE) strategy in offline two-p…
The empirical success of multi-agent reinforcement learning is encouraging, while few theoretical guarantees have been revealed. In this work, we prove that the plug-in solver approach, probably the most natural reinforcement learning algorithm, achieves minimax sample complexity for turn-based stoc…
We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches, which are often computationally intractable, our algorithm dri…
It is believed that a model-based approach for reinforcement learning (RL) is the key to reduce sample complexity. However, the understanding of the sample optimality of model-based RL is still largely missing, even for the linear case. This work considers sample complexity of finding an $\epsilon$-…