Multi-agent reinforcement learning (MARL) is a widely used Artificial Intelligence (AI) technique. However, current studies and applications need to address its scalability, non-stationarity, and trustworthiness. This paper aims to review methods and applications and point out research trends and visionary prospects for the next decade. First, this paper summarizes the basic methods and application scenarios of MARL. Second, this paper outlines the corresponding research methods and their limitations on safety, robustness, generalization, and ethical constraints that need to be addressed in the practical applications of MARL. In particular, we believe that trustworthy MARL will become a hot research topic in the next decade. In addition, we suggest that considering human interaction is essential for the practical application of MARL in various societies. Therefore, this paper also analyzes the challenges while MARL is applied to human-machine interaction.