arXiv · 2102.08903
Provably Efficient Policy Optimization for Two-Player Zero-Sum Markov Games
Abstract
Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such algorithms. We present a new policy optimization algorithm with function approximation and prove that under standard regularity conditions on the Markov game and the function approximation class, our algorithm finds a near-optimal policy within a polynomial number of samples and iterations. To our knowledge, this is the first provably efficient policy optimization algorithm with function approximation that solves two-player zero-sum Markov games.
Explore related subjects
Keep this discovery
Yulai Zhao, Yuandong Tian, Jason D. Lee, Simon S. Du. 2021-02-17. Provably Efficient Policy Optimization for Two-Player Zero-Sum Markov Games. https://arxiv.org/abs/2102.08903
Cite the original work for its findings. Save a collection to share your selection of sources.