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Last-iterate Convergence of Decentralized Optimistic Gradient
  Descent/Ascent in Infinite-horizon Competitive Markov Games

Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Games

8 February 2021
Chen-Yu Wei
Chung-Wei Lee
Mengxiao Zhang
Haipeng Luo
ArXivPDFHTML

Papers citing "Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Games"

50 / 56 papers shown
Title
Properties of Fixed Points of Generalised Extra Gradient Methods Applied to Min-Max Problems
Properties of Fixed Points of Generalised Extra Gradient Methods Applied to Min-Max Problems
Amir Ali Farzin
Yuen-Man Pun
Philipp Braun
Iman Shames
23
0
0
03 Apr 2025
Multi-Step Alignment as Markov Games: An Optimistic Online Gradient Descent Approach with Convergence Guarantees
Multi-Step Alignment as Markov Games: An Optimistic Online Gradient Descent Approach with Convergence Guarantees
Yongtao Wu
Luca Viano
Yihang Chen
Zhenyu Zhu
Kimon Antonakopoulos
Quanquan Gu
V. Cevher
54
0
0
18 Feb 2025
Decentralized Online Learning in General-Sum Stackelberg Games
Decentralized Online Learning in General-Sum Stackelberg Games
Yaolong Yu
Haipeng Chen
27
0
0
06 May 2024
Linear Convergence of Independent Natural Policy Gradient in Games with
  Entropy Regularization
Linear Convergence of Independent Natural Policy Gradient in Games with Entropy Regularization
Youbang Sun
Tao-Wen Liu
P. R. Kumar
Shahin Shahrampour
37
0
0
04 May 2024
$\widetilde{O}(T^{-1})$ Convergence to (Coarse) Correlated Equilibria in
  Full-Information General-Sum Markov Games
O~(T−1)\widetilde{O}(T^{-1})O(T−1) Convergence to (Coarse) Correlated Equilibria in Full-Information General-Sum Markov Games
Weichao Mao
Haoran Qiu
Chen Wang
Hubertus Franke
Zbigniew T. Kalbarczyk
Tamer Basar
30
0
0
02 Feb 2024
Near-Optimal Policy Optimization for Correlated Equilibrium in
  General-Sum Markov Games
Near-Optimal Policy Optimization for Correlated Equilibrium in General-Sum Markov Games
Yang Cai
Haipeng Luo
Chen-Yu Wei
Weiqiang Zheng
26
7
0
26 Jan 2024
Optimistic Policy Gradient in Multi-Player Markov Games with a Single
  Controller: Convergence Beyond the Minty Property
Optimistic Policy Gradient in Multi-Player Markov Games with a Single Controller: Convergence Beyond the Minty Property
Ioannis Anagnostides
Ioannis Panageas
Gabriele Farina
T. Sandholm
33
3
0
19 Dec 2023
Scalable and Independent Learning of Nash Equilibrium Policies in
  $n$-Player Stochastic Games with Unknown Independent Chains
Scalable and Independent Learning of Nash Equilibrium Policies in nnn-Player Stochastic Games with Unknown Independent Chains
Tiancheng Qin
S. Rasoul Etesami
21
2
0
04 Dec 2023
Symmetric Mean-field Langevin Dynamics for Distributional Minimax
  Problems
Symmetric Mean-field Langevin Dynamics for Distributional Minimax Problems
Juno Kim
Kakei Yamamoto
Kazusato Oko
Zhuoran Yang
Taiji Suzuki
34
9
0
02 Dec 2023
Stability and Generalization of the Decentralized Stochastic Gradient
  Descent Ascent Algorithm
Stability and Generalization of the Decentralized Stochastic Gradient Descent Ascent Algorithm
Miaoxi Zhu
Li Shen
Bo Du
Dacheng Tao
23
6
0
31 Oct 2023
Provably Fast Convergence of Independent Natural Policy Gradient for
  Markov Potential Games
Provably Fast Convergence of Independent Natural Policy Gradient for Markov Potential Games
Youbang Sun
Tao-Wen Liu
Ruida Zhou
P. R. Kumar
Shahin Shahrampour
33
11
0
15 Oct 2023
Global Convergence of Policy Gradient Methods in Reinforcement Learning,
  Games and Control
Global Convergence of Policy Gradient Methods in Reinforcement Learning, Games and Control
Shicong Cen
Yuejie Chi
42
1
0
08 Oct 2023
Local and adaptive mirror descents in extensive-form games
Local and adaptive mirror descents in extensive-form games
Côme Fiegel
Pierre Ménard
Tadashi Kozuno
Rémi Munos
Vianney Perchet
Michal Valko
19
2
0
01 Sep 2023
Multi-Player Zero-Sum Markov Games with Networked Separable Interactions
Multi-Player Zero-Sum Markov Games with Networked Separable Interactions
Chanwoo Park
Kaipeng Zhang
Asuman Ozdaglar
30
8
0
13 Jul 2023
Last-Iterate Convergent Policy Gradient Primal-Dual Methods for
  Constrained MDPs
Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPs
Dongsheng Ding
Chen-Yu Wei
Kaipeng Zhang
Alejandro Ribeiro
40
19
0
20 Jun 2023
Zero-sum Polymatrix Markov Games: Equilibrium Collapse and Efficient
  Computation of Nash Equilibria
Zero-sum Polymatrix Markov Games: Equilibrium Collapse and Efficient Computation of Nash Equilibria
Fivos Kalogiannis
Ioannis Panageas
32
8
0
23 May 2023
Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on
  Classical and Recent Developments
Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments
Quoc Tran-Dinh
35
7
0
30 Mar 2023
Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games
  with Bandit Feedback
Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games with Bandit Feedback
Yang Cai
Haipeng Luo
Chen-Yu Wei
Weiqiang Zheng
26
17
0
05 Mar 2023
A Finite-Sample Analysis of Payoff-Based Independent Learning in
  Zero-Sum Stochastic Games
A Finite-Sample Analysis of Payoff-Based Independent Learning in Zero-Sum Stochastic Games
Zaiwei Chen
Kaipeng Zhang
Eric Mazumdar
Asuman Ozdaglar
Adam Wierman
45
6
0
03 Mar 2023
Can We Find Nash Equilibria at a Linear Rate in Markov Games?
Can We Find Nash Equilibria at a Linear Rate in Markov Games?
Zhuoqing Song
Jason D. Lee
Zhuoran Yang
29
8
0
03 Mar 2023
Population-size-Aware Policy Optimization for Mean-Field Games
Population-size-Aware Policy Optimization for Mean-Field Games
Pengdeng Li
Xinrun Wang
Shuxin Li
Hau Chan
Bo An
21
2
0
07 Feb 2023
Decentralized model-free reinforcement learning in stochastic games with
  average-reward objective
Decentralized model-free reinforcement learning in stochastic games with average-reward objective
Romain Cravic
Nicolas Gast
B. Gaujal
29
2
0
13 Jan 2023
Adapting to game trees in zero-sum imperfect information games
Adapting to game trees in zero-sum imperfect information games
Côme Fiegel
Pierre Ménard
Tadashi Kozuno
Rémi Munos
Vianney Perchet
Michal Valko
24
9
0
23 Dec 2022
Asynchronous Gradient Play in Zero-Sum Multi-agent Games
Asynchronous Gradient Play in Zero-Sum Multi-agent Games
Ruicheng Ao
Shicong Cen
Yuejie Chi
45
5
0
16 Nov 2022
Symmetric (Optimistic) Natural Policy Gradient for Multi-agent Learning
  with Parameter Convergence
Symmetric (Optimistic) Natural Policy Gradient for Multi-agent Learning with Parameter Convergence
S. Pattathil
Kaipeng Zhang
Asuman Ozdaglar
21
12
0
23 Oct 2022
On the convergence of policy gradient methods to Nash equilibria in
  general stochastic games
On the convergence of policy gradient methods to Nash equilibria in general stochastic games
Angeliki Giannou
Kyriakos Lotidis
P. Mertikopoulos
Emmanouil-Vasileios Vlatakis-Gkaragkounis
29
17
0
17 Oct 2022
Decentralized Policy Gradient for Nash Equilibria Learning of
  General-sum Stochastic Games
Decentralized Policy Gradient for Nash Equilibria Learning of General-sum Stochastic Games
Yan Chen
Taoying Li
16
2
0
14 Oct 2022
Faster Last-iterate Convergence of Policy Optimization in Zero-Sum
  Markov Games
Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov Games
Shicong Cen
Yuejie Chi
S. Du
Lin Xiao
51
35
0
03 Oct 2022
$O(T^{-1})$ Convergence of Optimistic-Follow-the-Regularized-Leader in
  Two-Player Zero-Sum Markov Games
O(T−1)O(T^{-1})O(T−1) Convergence of Optimistic-Follow-the-Regularized-Leader in Two-Player Zero-Sum Markov Games
Yuepeng Yang
Cong Ma
37
14
0
26 Sep 2022
Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Model
Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Model
Gen Li
Yuejie Chi
Yuting Wei
Yuxin Chen
32
18
0
22 Aug 2022
Last-Iterate Convergence with Full and Noisy Feedback in Two-Player
  Zero-Sum Games
Last-Iterate Convergence with Full and Noisy Feedback in Two-Player Zero-Sum Games
Kenshi Abe
Kaito Ariu
Mitsuki Sakamoto
Kenta Toyoshima
Atsushi Iwasaki
28
11
0
21 Aug 2022
Efficiently Computing Nash Equilibria in Adversarial Team Markov Games
Efficiently Computing Nash Equilibria in Adversarial Team Markov Games
Fivos Kalogiannis
Ioannis Anagnostides
Ioannis Panageas
Emmanouil-Vasileios Vlatakis-Gkaragkounis
Vaggos Chatziafratis
S. Stavroulakis
33
13
0
03 Aug 2022
Regret Minimization and Convergence to Equilibria in General-sum Markov
  Games
Regret Minimization and Convergence to Equilibria in General-sum Markov Games
Liad Erez
Tal Lancewicki
Uri Sherman
Tomer Koren
Yishay Mansour
40
25
0
28 Jul 2022
Optimism in Face of a Context: Regret Guarantees for Stochastic
  Contextual MDP
Optimism in Face of a Context: Regret Guarantees for Stochastic Contextual MDP
Orin Levy
Yishay Mansour
13
7
0
22 Jul 2022
Fast Convergence of Optimistic Gradient Ascent in Network Zero-Sum
  Extensive Form Games
Fast Convergence of Optimistic Gradient Ascent in Network Zero-Sum Extensive Form Games
Georgios Piliouras
Lillian J. Ratliff
Ryann Sim
Stratis Skoulakis
MLT
11
3
0
18 Jul 2022
A Survey of Decision Making in Adversarial Games
A Survey of Decision Making in Adversarial Games
Xiuxian Li
Min Meng
Yiguang Hong
Jie-bin Chen
AAML
29
12
0
16 Jul 2022
Policy Optimization for Markov Games: Unified Framework and Faster
  Convergence
Policy Optimization for Markov Games: Unified Framework and Faster Convergence
Runyu Zhang
Qinghua Liu
Haiquan Wang
Caiming Xiong
Na Li
Yu Bai
21
26
0
06 Jun 2022
Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov Games
Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov Games
Sihan Zeng
Thinh T. Doan
J. Romberg
60
22
0
27 May 2022
Tight Last-Iterate Convergence of the Extragradient and the Optimistic
  Gradient Descent-Ascent Algorithm for Constrained Monotone Variational
  Inequalities
Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalities
Yang Cai
Argyris Oikonomou
Weiqiang Zheng
19
15
0
20 Apr 2022
Independent Natural Policy Gradient Methods for Potential Games:
  Finite-time Global Convergence with Entropy Regularization
Independent Natural Policy Gradient Methods for Potential Games: Finite-time Global Convergence with Entropy Regularization
Shicong Cen
Fan Chen
Yuejie Chi
33
15
0
12 Apr 2022
Finite-Time Analysis of Natural Actor-Critic for POMDPs
Finite-Time Analysis of Natural Actor-Critic for POMDPs
Semih Cayci
Niao He
R. Srikant
22
1
0
20 Feb 2022
Independent Policy Gradient for Large-Scale Markov Potential Games:
  Sharper Rates, Function Approximation, and Game-Agnostic Convergence
Independent Policy Gradient for Large-Scale Markov Potential Games: Sharper Rates, Function Approximation, and Game-Agnostic Convergence
Dongsheng Ding
Chen-Yu Wei
Kaipeng Zhang
M. Jovanović
22
69
0
08 Feb 2022
Near-Optimal Learning of Extensive-Form Games with Imperfect Information
Near-Optimal Learning of Extensive-Form Games with Imperfect Information
Yunru Bai
Chi Jin
Song Mei
Tiancheng Yu
21
26
0
03 Feb 2022
Finite-Sample Analysis of Decentralized Q-Learning for Stochastic Games
Finite-Sample Analysis of Decentralized Q-Learning for Stochastic Games
Zuguang Gao
Qianqian Ma
Tamer Bacsar
J. Birge
OffRL
22
7
0
15 Dec 2021
Doubly Optimal No-Regret Online Learning in Strongly Monotone Games with
  Bandit Feedback
Doubly Optimal No-Regret Online Learning in Strongly Monotone Games with Bandit Feedback
Wenjia Ba
Tianyi Lin
Jiawei Zhang
Zhengyuan Zhou
19
9
0
06 Dec 2021
MDPGT: Momentum-based Decentralized Policy Gradient Tracking
MDPGT: Momentum-based Decentralized Policy Gradient Tracking
Zhanhong Jiang
Xian Yeow Lee
Sin Yong Tan
Kai Liang Tan
Aditya Balu
Young M. Lee
C. Hegde
S. Sarkar
8
7
0
06 Dec 2021
Independent Learning in Stochastic Games
Independent Learning in Stochastic Games
Asuman Ozdaglar
M. O. Sayin
Kaipeng Zhang
16
22
0
23 Nov 2021
V-Learning -- A Simple, Efficient, Decentralized Algorithm for
  Multiagent RL
V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RL
Chi Jin
Qinghua Liu
Yuanhao Wang
Tiancheng Yu
OffRL
26
131
0
27 Oct 2021
On Improving Model-Free Algorithms for Decentralized Multi-Agent
  Reinforcement Learning
On Improving Model-Free Algorithms for Decentralized Multi-Agent Reinforcement Learning
Weichao Mao
Lin F. Yang
Kaipeng Zhang
Tamer Bacsar
33
57
0
12 Oct 2021
Provably Efficient Reinforcement Learning in Decentralized General-Sum
  Markov Games
Provably Efficient Reinforcement Learning in Decentralized General-Sum Markov Games
Weichao Mao
Tamer Basar
23
66
0
12 Oct 2021
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