Yes, but not on the same console 

If you look under Game Stats and then go to private matches, you will see that there are some recent matches including AI players. (AI can make up all of a single team, or be mixed with Human players. AI difficulty and leader on multiplayer are also customizable.)

---

A Halo Wars Story: Once upon a time, there was a light bridge. On that light bridge, there were many covenant. When the UNSC turned the bridge off, the covenant fell. The End.