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arXiv 2002.10620cs.LGstat.ML

On Reinforcement Learning for Turn-based Zero-sum Markov Games

MIT(麻省理工学院);Cornell University(康奈尔大学)

Devavrat Shah, Varun Somani, Qiaomin Xie, Zhi Xu

英文摘要:

We consider the problem of finding Nash equilibrium for two-player turn-based zero-sum games. Inspired by the AlphaGo Zero (AGZ) algorithm, we develop a Reinforcement Learning based approach. Specifically, we propose Explore-Improve-Supervise (EIS) method that combines "exploration", "policy improvement"' and "supervised learning" to find the value function and policy associated with Nash equilibrium. We identify sufficient conditions for convergence and correctness for such an approach. For a concrete instance of EIS where random policy is used for "exploration", Monte-Carlo Tree Search is used for "policy improvement" and Nearest Neighbors is used for "supervised learning", we establish that this method finds an $\varepsilon$-approximate value function of Nash equilibrium in $\widetilde{O}(\varepsilon^{-(d+4)})$ steps when the underlying state-space of the game is continuous and $d$-dimensional. This is nearly optimal as we establish a lower bound of $\widetildeΩ(\varepsilon^{-(d+2)})$ for any policy.

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