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.
In this thesis, we investigate the problem of decision-making in large two-player zero-sum games using Monte Carlo sampling and regret minimization methods. We demonstrate four major contributions. The first is Monte Carlo Counterfactual Regret Minimization (MC-CFR): a generic family of sample-based algorithms that compute near-optimal equilibrium strategies. Secondly, we develop a theory for applying counterfactual regret minimization to a generic subset of imperfect recall games as well as a lossy abstraction mechanism for reducing the size of very large games. Thirdly, we describe Monte Carlo Minimax Search (MCMS): an adversarial search algorithm based on *-Minimax that uses sparse sampling. We then present variance reduction techniques that can be used in these settings, with a focused application to Monte Carlo Tree Search (MCTS). We thoroughly evaluate our algorithms in practice using several different domains and sampling strategies.