Learning in Markov Games: can we exploit a general-sum opponent?Download PDF

Published: 20 May 2022, Last Modified: 05 May 2023UAI 2022 OralReaders: Everyone
Keywords: Markov Games, Stackelberg Games, Multi-agent Reinforcement Learning
TL;DR: The paper shows a lower bound to the problem of online learning in a General-Sum Markov Game, providing an algorithm which nearly-matches the lower bound
Abstract: In this paper, we study the learning problem in two-player general-sum Markov Games. We consider the online setting where we control a single player, playing against an arbitrary opponent to minimize the regret. Previous works only consider the zero-sum Markov Games setting, in which the two agents are completely adversarial. However, in some cases, the two agents may have different reward functions without having conflicting objectives. This involves a stronger notion of regret than the one used in previous works. This class of games, called general-sum Markov Games is far to be well understood and studied. We show that the new regret minimization problem is significantly harder than in standard Markov Decision Processes and zero-sum Markov Games. To do this, we derive a lower bound on the expected regret of any ``good'' learning strategy which shows the constant dependencies with the number of deterministic policies, which is not present in zero-sum Markov Games and Markov Decision Processes. Then we propose a novel optimistic algorithm that nearly matches the proposed lower bound. Proving these results requires overcoming several new challenges that are not present in Markov Decision Processes or zero-sum Markov Games.
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