Decentralized Optimistic Hyperpolicy Mirror Descent: Provably No-Regret Learning in Markov Games

TL;DR

This paper introduces DORIS, a decentralized optimistic hyperpolicy mirror descent algorithm that achieves no-regret learning in Markov games with nonstationary opponents, ensuring convergence to equilibrium under certain conditions.

Contribution

The paper proposes DORIS, a novel algorithm for decentralized no-regret learning in Markov games with function approximation, and proves its effectiveness and equilibrium convergence.

Findings

Achieves -regret in general function approximation settings.

Mixture policy of all agents forms an approximate coarse correlated equilibrium.

Applicable to constrained and vector-valued MDPs modeled as zero-sum Markov games.

Abstract

We study decentralized policy learning in Markov games where we control a single agent to play with nonstationary and possibly adversarial opponents. Our goal is to develop a no-regret online learning algorithm that (i) takes actions based on the local information observed by the agent and (ii) is able to find the best policy in hindsight. For such a problem, the nonstationary state transitions due to the varying opponent pose a significant challenge. In light of a recent hardness result \citep{liu2022learning}, we focus on the setting where the opponent's previous policies are revealed to the agent for decision making. With such an information structure, we propose a new algorithm, \underline{D}ecentralized \underline{O}ptimistic hype\underline{R}policy m\underline{I}rror de\underline{S}cent (DORIS), which achieves $\sqrt{K}$-regret in the context of general function approximation, where $K$ is the number of episodes. Moreover, when all the agents adopt DORIS, we prove that their mixture policy constitutes an approximate coarse correlated equilibrium. In particular, DORIS maintains a \textit{hyperpolicy} which is a distribution over the policy space. The hyperpolicy is updated via mirror descent, where the update direction is obtained by an optimistic variant of least-squares policy evaluation. Furthermore, to illustrate the power of our method, we apply DORIS to constrained and vector-valued MDPs, which can be formulated as zero-sum Markov games with a fictitious opponent.