The Problem
A robot learning to navigate a room is a single-agent RL problem. A soccer team is not. AlphaStar vs StarCraft opponents is not. A marketplace of bidding agents is not. Two cars negotiating a four-way stop is not. Many-on-many real-world problems are not.
In every multi-agent setting, from the perspective of any one agent, the other agents are part of the environment. As they learn and change their behavior, the environment becomes non-stationary. The Markov property — "next state depends only on current state and my action" — gets violated because the next state also depends on what the other agents chose, and their policies are moving targets.
This breaks tabular convergence proofs (Q-learning's guarantee assumes a stationary environment). It breaks naive deep RL too: agents chase each other in loops, never converge to a stable policy. You need multi-agent-specific techniques: centralized training / decentralized execution, counterfactual baselines, league play, self-play.
2026 applications: robot swarms, traffic routing, autonomous vehicle fleets, market simulators, multi-agent LLM systems (the Multi-Agent Systems & Swarms course), and any game with more than one intelligent player.
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