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Title: Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexity
Model-based reinforcement learning (RL), which finds an optimal policy using an empirical model, has long been recognized as one of the cornerstones of RL. It is especially suitable for multi-agent RL (MARL), as it naturally decouples the learning and the planning phases, and avoids the non-stationarity problem when all agents are improving their policies simultaneously using samples. Though intuitive and widely-used, the sample complexity of model-based MARL algorithms has been investigated relatively much less often. In this paper, we aim to address the fundamental open question about the sample complexity of model-based MARL. We study arguably the most basic MARL setting: two-player discounted zero-sum Markov games, given only access to a generative model of state transition. We show that model-based MARL achieves a near optimal sample complexity for finding the Nash equilibrium (NE) \emph{value} up to some additive error. We also show that this method is near-minimax optimal with a tight dependence on the horizon and the number of states. Our results justify the efficiency of this simple model-based approach in the multi-agent RL setting.  more » « less
Award ID(s):
1703574
NSF-PAR ID:
10276099
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Advances in neural information processing systems
Volume:
33
ISSN:
1049-5258
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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