Gap-Dependent Bounds for Two-Player Markov Games

Abstract: As one of the most popular methods in the field of reinforcement learning, Q-learning has received increasing attention. Recently, there have been more theoretical works on the regret bound of algorithms that belong to the Q-learning class in different settings. In this paper, we analyze the cumulative regret when conducting Nash Q-learning algorithm on 2-player turn-based stochastic Markov games (2-TBSG), and propose the very first gap dependent logarithmic upper bounds in the episodic tabular setting. This bound matches the theoretical lower bound only up to a logarithmic term. Furthermore, we extend the conclusion to the discounted game setting with infinite horizon and propose a similar gap dependent logarithmic regret bound. Also, under the linear MDP assumption, we obtain another logarithmic regret for 2-TBSG, in both centralized and independent settings.