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Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexity
Kaiqing Zhang · Sham Kakade · Tamer Basar · Lin Yang

Mon Dec 07 08:10 PM -- 08:20 PM (PST) @ Orals & Spotlights: Reinforcement Learning
in Orals & Spotlights Track 04: Reinforcement Learning »
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 sample complexity of $\tilde \cO(|\cS||\cA||\cB|(1-\gamma)^{-3}\epsilon^{-2})$ for finding the Nash equilibrium (NE) \emph{value} up to some $\epsilon$ error, and the $\epsilon$-NE \emph{policies}, where $\gamma$ is the discount factor, and $\cS,\cA,\cB$ denote the state space, and the action spaces for the two agents. We also show that this method is near-minimax optimal with a tight dependence on $1-\gamma$ and $|\cS|$ by providing a lower bound of $\Omega(|\cS|(|\cA|+|\cB|)(1-\gamma)^{-3}\epsilon^{-2})$. Our results justify the efficiency of this simple model-based approach in the multi-agent RL setting.

Author Information

Kaiqing Zhang (University of Illinois at Urbana-Champaign (UIUC))
Sham Kakade (University of Washington & Microsoft Research)
Tamer Basar (University of Illinois at Urbana-Champaign)
Lin Yang (UCLA)

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