arXiv AI

Game-Theoretic Foundations for Undiscounted Bisimulation Metrics

The paper establishes a game-theoretic framework for bisimulation metrics in undiscounted reinforcement learning settings, including total- and average-reward problems. By interpreting metric operators as Bellman–Shapley operators of zero-sum turn-based games, it defines unique metrics even when the discount factor equals one. The authors also explore how metric finiteness relates to MDP structure, introduce a flexible action-space modification framework, and provide bounds linking these metrics to optimal value differences and aggregation-based planning guarantees.

arXiv Machine Learning
5d ago

When Is a Game a Markov Decision Process? Correspondences Between Game Theory and Reinforcement Learning

The paper establishes formal theorems linking game theory and reinforcement learning, showing that a game can be viewed as a Markov decision process in three distinct ways—definitional identity, exact reduction, or structural analogy. It systematically maps every standard game class and solution concept to corresponding reinforcement learning models, training procedures, and complexity results. The work also identifies where these correspondences break down, such as non‑stationarity, impossibility of uncoupled convergence to Nash equilibrium, and gaps between coarse correlated and correlated equilibria.

By Eduardo C. Garrido-Merch\'an
arXiv Machine Learning
Jun 16

Learning Policy from a Single Trajectory in Average-Reward Markov Decision Process

arXiv:2606. 16729v1 Announce Type: new Abstract: While there is an extensive body of work characterizing the sample complexity of discounted cumulative-reward MDPs, finite sample analyses for average-reward MDPs have been limited, and most existing works rely on restrictive assumptions such as ergodicity or access to a generative model.

By Jongmin Lee, Ernest K. Ryu, Vaneet Aggarwal
arXiv Machine Learning
Oct 5

Normal-Form Correlation in Markov Games

arXiv:2610.03621v1 Announce Type: cross Abstract: There has been a surge of recent work on correlated equilibrium concepts in Markov games. However, existing results focus on concepts weaker than nor...

By Ioannis Anagnostides, Constantinos Daskalakis, Gabriele Farina, Noah Golowich, Tuomas Sandholm, Brian Hu Zhang
arXiv Machine Learning
Oct 19

Reinforcement Learning in MDPs with Information-Ordered Policies

The paper introduces a framework for reinforcement learning in Markov decision processes where policies are ordered by the information they provide, allowing data from one policy to estimate the performance of others. An epoch‑based algorithm is developed for infinite‑horizon average‑cost MDPs with continuous state and action spaces, achieving regret that scales with the width of the policy class’s information order. The authors apply the framework to lost‑sales inventory, dual‑sourcing, and state‑dependent queueing systems, demonstrating improved regret bounds and empirical performance without requiring global convexity or specific arrival‑rate structures.

By Zhongjun Zhang, Shipra Agrawal, Ilan Lobel, Sean R. Sinclair, Christina Lee Yu