Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function representing discounted return. In this paper, we examine the role of these policy gradient and actor-critic algorithms in partially-observable multiagent environments. We show several candidate policy update rules and relate them to a foundation of regret minimization and multiagent learning techniques for the one-shot and tabular cases, leading to previously unknown convergence guarantees. We apply our method to model-free multiagent reinforcement learning in adversarial sequential decision problems (zero-sum imperfect information games), using RL-style function approximation. We evaluate on commonly used benchmark Poker domains, showing performance against fixed policies and empirical convergence to approximate Nash equilibria in self-play with rates similar to or better than a baseline model-free algorithm for zero sum games, without any domain-specific state space reductions.
We focus our attention to the setting of zero-sum games, where @math . In this case, polynomial algorithms exist for finding optimal policies in finite tasks for the two-player case. The guarantees that Nash equilibrium provides are less clear for the @math -player case, and finding one is hard @cite_97 . Despite this, regret minimization approaches are known to filter out dominated actions, and have empirically found good ( competition-winning) strategies in this setting @cite_39 @cite_3 @cite_28 .
@cite_28 @cite_97 @cite_3 @cite_39
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In two-player zero-sum games, if both players minimize their average external regret, then the average of the strategy profiles converges to a Nash equilibrium. For n-player general-sum games, however, theoretical guarantees for regret minimization are less understood. Nonetheless, Counterfactual Regret Minimization (CFR), a popular regret minimization algorithm for extensive-form games, has generated winning three-player Texas Hold'em agents in the Annual Computer Poker Competition (ACPC). In this paper, we provide the first set of theoretical properties for regret minimization algorithms in non-zero-sum games by proving that solutions eliminate iterative strict domination. We formally define in extensive-form games, show that CFR avoids iteratively strictly dominated actions and strategies, and demonstrate that removing iteratively dominated actions is enough to win a mock tournament in a small poker game. In addition, for two-player non-zero-sum games, we bound the worst case performance and show that in practice, regret minimization can yield strategies very close to equilibrium. Our theoretical advancements lead us to a new modification of CFR for games with more than two players that is more efficient and may be used to generate stronger strategies than previously possible. Furthermore, we present a new three-player Texas Hold'em poker agent that was built using CFR and a novel game decomposition method. Our new agent wins the three-player events of the 2012 ACPC and defeats the winning three-player programs from previous competitions while requiring less resources to generate than the 2011 winner. Finally, we show that our CFR modification computes a strategy of equal quality to our new agent in a quarter of the time of standard CFR using half the memory. We show for the first time, to our knowledge, that it is possible to reconcile in online learning in zero-sum games two seemingly contradictory objectives: vanishing time-average regret and non-vanishing step sizes. This phenomenon, that we coin fast and furious" learning in games, sets a new benchmark about what is possible both in max-min optimization as well as in multi-agent systems. Our analysis does not depend on introducing a carefully tailored dynamic. Instead we focus on the most well studied online dynamic, gradient descent. Similarly, we focus on the simplest textbook class of games, two-agent two-strategy zero-sum games, such as Matching Pennies. Even for this simplest of benchmarks the best known bound for total regret, prior to our work, was the trivial one of @math , which is immediately applicable even to a non-learning agent. Based on a tight understanding of the geometry of the non-equilibrating trajectories in the dual space we prove a regret bound of @math matching the well known optimal bound for adaptive step sizes in the online setting. This guarantee holds for all fixed step-sizes without having to know the time horizon in advance and adapt the fixed step-size accordingly. As a corollary, we establish that even with fixed learning rates the time-average of mixed strategies, utilities converge to their exact Nash equilibrium values. This paper addresses the control of a team of autonomous agents pursuing a smart evader in a non-accurately mapped terrain. By describing the problem as a partial information Markov game, we are able to integrate map-learning and pursuit. We propose receding horizon control policies, in which the pursuers and the evader try to respectively maximize and minimize the probability of capture at the next time instant. Since this probability is conditioned to distinct observations for each team, the resulting game is nonzero-sum. When the evader has access to the pursuers' information, we show that a Nash solution to the one-step nonzero-sum game always exists. Moreover, we propose a method to compute the Nash equilibrium policies by solving an equivalent zero-sum matrix game. A simulation example shows the feasibility of the proposed approach. A recent sequence of results established that computing Nash equilibria in normal form games is a PPAD-complete problem even in the case of two players [11,6,4]. By extending these techniques we prove a general theorem, showing that, for a far more general class of families of succinctly representable multiplayer games, the Nash equilibrium problem can also be reduced to the two-player case. In view of empirically successful algorithms available for this problem, this is in essence a positive result — even though, due to the complexity of the reductions, it is of no immediate practical significance. We further extend this conclusion to extensive form games and network congestion games, two classes which do not fall into the same succinct representation framework, and for which no positive algorithmic result had been known.