We develop provably efficient reinforcement learning algorithms for two-player zero-sum Markov games in which the two players simultaneously take actions. To incorporate function approximation, we consider a family of Markov games where the reward function and transition kernel possess a linear structure. Both the offline and online settings of the problems are considered. In the offline setting, we control both players and the goal is to find the Nash Equilibrium efficiently by minimizing the worst-case duality gap. In the online setting, we control a single player to play against an arbitrary opponent and the goal is to minimize the regret. For both settings, we propose an optimistic variant of the least-squares minimax value iteration algorithm. We show that our algorithm is computationally efficient and provably achieves an O( √ d 3 H 3 T) upper bound on the duality gap and regret, without requiring additional assumptions on the sampling model.We highlight that our setting requires overcoming several new challenges that are absent in Markov decision processes or turn-based Markov games. In particular, to achieve optimism in simultaneous-move Marko games, we construct both upper and lower confidence bounds of the value function, and then compute the optimistic policy by solving a general-sum matrix game with these bounds as the payoff matrices. As finding the Nash Equilibrium of such a general-sum game is computationally hard, our algorithm instead solves for a Coarse Correlated Equilibrium (CCE), which can be obtained efficiently via linear programming. To our best knowledge, such a CCE-based scheme for implementing optimism has not appeared in the literature and might be of interest in its own right.
The prevalence of data-parallel applications has made near-data scheduling an important problem. An example is the map task scheduling in the map-reduce framework. Wang et. al. [13] was the first to identify its capacity region and proposed a throughput-optimal algorithm based on MaxWeight. However, the study of the algorithm's delay performance revealed that it is only heavy-traffic optimal for a very special traffic scenario, where all traffic concentrates on a subset of servers. We propose a simple "local-tasks first" priority algorithm and show that it is throughput-optimal and heavy-traffic optimal for all traffic scenarios, i.e., it asymptotically minimizes the average delay as the arrival rate vector approaches the boundary of the capacity region. So far, it is the only known heavy-traffic optimal algorithm for this setting. As the algorithm is based on pre-determined priority, a direct application of the Lyapunov drift technique does not work. The main proof ideas are the construction of an ideal load decomposition and the separate treatment of two subsystems based on their ideal load. To the best of our knowledge, this is the only setup of affinity scheduling where a simple priority algorithm is shown to be heavy-traffic optimal. Simulation shows that our algorithm also significantly outperforms existing algorithms at loads away from the boundary of the capacity region.
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