Multi-agent reinforcement learning: A selective overview of theories and algorithms

K Zhang, Z Yang, T Başar - Handbook of reinforcement learning and …, 2021 - Springer
Recent years have witnessed significant advances in reinforcement learning (RL), which
has registered tremendous success in solving various sequential decision-making problems …

On gradient descent ascent for nonconvex-concave minimax problems

T Lin, C Jin, M Jordan - International Conference on …, 2020 - proceedings.mlr.press
We consider nonconvex-concave minimax problems, $\min_ {\mathbf {x}}\max_ {\mathbf
{y}\in\mathcal {Y}} f (\mathbf {x},\mathbf {y}) $, where $ f $ is nonconvex in $\mathbf {x} $ but …

Independent policy gradient methods for competitive reinforcement learning

C Daskalakis, DJ Foster… - Advances in neural …, 2020 - proceedings.neurips.cc
We obtain global, non-asymptotic convergence guarantees for independent learning
algorithms in competitive reinforcement learning settings with two agents (ie, zero-sum …

What is local optimality in nonconvex-nonconcave minimax optimization?

C Jin, P Netrapalli, M Jordan - International conference on …, 2020 - proceedings.mlr.press
Minimax optimization has found extensive applications in modern machine learning, in
settings such as generative adversarial networks (GANs), adversarial training and multi …

Solving a class of non-convex min-max games using iterative first order methods

M Nouiehed, M Sanjabi, T Huang… - Advances in …, 2019 - proceedings.neurips.cc
Recent applications that arise in machine learning have surged significant interest in solving
min-max saddle point games. This problem has been extensively studied in the convex …

Gendice: Generalized offline estimation of stationary values

R Zhang, B Dai, L Li, D Schuurmans - arXiv preprint arXiv:2002.09072, 2020 - arxiv.org
An important problem that arises in reinforcement learning and Monte Carlo methods is
estimating quantities defined by the stationary distribution of a Markov chain. In many real …

Efficient methods for structured nonconvex-nonconcave min-max optimization

J Diakonikolas, C Daskalakis… - … Conference on Artificial …, 2021 - proceedings.mlr.press
The use of min-max optimization in the adversarial training of deep neural network
classifiers, and the training of generative adversarial networks has motivated the study of …

Fast extra gradient methods for smooth structured nonconvex-nonconcave minimax problems

S Lee, D Kim - Advances in Neural Information Processing …, 2021 - proceedings.neurips.cc
Modern minimax problems, such as generative adversarial network and adversarial training,
are often under a nonconvex-nonconcave setting, and developing an efficient method for …

Sublinear convergence rates of extragradient-type methods: A survey on classical and recent developments

Q Tran-Dinh - arXiv preprint arXiv:2303.17192, 2023 - arxiv.org
The extragradient (EG), introduced by GM Korpelevich in 1976, is a well-known method to
approximate solutions of saddle-point problems and their extensions such as variational …

Global convergence and variance reduction for a class of nonconvex-nonconcave minimax problems

J Yang, N Kiyavash, N He - Advances in Neural Information …, 2020 - proceedings.neurips.cc
Nonconvex minimax problems appear frequently in emerging machine learning
applications, such as generative adversarial networks and adversarial learning. Simple …