We address the problem of controlling and simulating interactions between multiple physics-based characters, using short unlabeled motion clips. We propose Adversarial Interaction Priors (AIP), a multi-agents generative adversarial imitation learning (MAGAIL) approach, which extends recent deep reinforcement learning (RL) works aiming at imitating single character example motions. The main contribution of this work is to extend the idea of motion imitation of a single character to interaction imitation between multiple characters. Our method uses a control policy for each character to imitate interactive behaviors provided by short example motion clips, and associates a discriminator for each character, which is trained on actor-specific interactive motion clips. The discriminator returns interaction rewards that measure the similarity between generated behaviors and demonstrated ones in the reference motion clips. The policies and discriminators are trained in a multi-agent adversarial reinforcement learning procedure, to improve the quality of the behaviors generated by each agent. The initial results show the effectiveness of our method on the interactive task of shadowboxing between two fighters.