arXiv Machine Learning

Independent Learning of Nash Equilibria in Partially Observable Markov Potential Games with Decoupled Dynamics

The paper investigates learning Nash equilibria in partially observable Markov games (POMGs) where agents cannot fully observe the state. By focusing on a subclass with independent state transitions and a Markov potential game structure, the authors propose an independent learning algorithm that allows agents to converge to an approximate Nash equilibrium using only their own observations and actions, without communication. Under a filter stability assumption, finite‑history policies are shown to approximate the POMG sufficiently, enabling a surrogate near‑potential Markov game and yielding quasi‑polynomial sample and computational complexity.

arXiv Machine Learning
Aug 31

Aspiration-based Perturbed Learning Automata in Games with Noisy Utility Measurements. Part A: Stochastic Stability in Non-zero-Sum Games

The paper introduces aspiration-based perturbed learning automata (APLA), a payoff‑based learning scheme that incorporates an aspiration factor to reinforce action selection in distributed multi‑player games. It presents a stochastic stability analysis of APLA in positive‑utility games with noisy observations, establishing that the infinite‑dimensional Markov chain induced by the dynamics can be reduced to a finite‑dimensional one. This work extends previous results beyond potential and coordination games to generic non‑zero‑sum games, with a second part focusing on weakly acyclic games.

By Georgios C. Chasparis
arXiv Machine Learning
Sep 2

NashDreamer: Model-Based Reinforcement Learning for Zero-Sum Imperfect-Information Games

NashDreamer is a new model-based reinforcement learning framework designed for two-player zero-sum imperfect-information games. It introduces a centralized Multi-Agent Recurrent State-Space Model that separates environment dynamics from player strategy effects, enabling the use of any policy gradient algorithm while preserving convergence guarantees to Nash equilibria. Experiments on four benchmark games show that NashDreamer achieves significantly better sample efficiency than model-free baselines early in training, and the authors analyze its optimization landscape, noting a potential vulnerability to posterior collapse in stochastic settings.

By Tom\'a\v{s} Hole\v{c}ek, Viliam Lis\'y
arXiv AI
Sep 2

Provably Efficient Federated Reinforcement Learning with Linear Function Approximation and Logarithmic Communication Cost

The paper introduces Fed‑LSVI, a federated online reinforcement learning algorithm that uses linear function approximation in episodic Markov decision processes. It achieves a regret bound of ≥O(√{Md^3H^4T}) while only exchanging compressed sufficient statistics, thereby meeting privacy constraints. The method reduces communication cost to logarithmic in the number of episodes, a marked improvement over previous approaches that required linear communication.

By Zihang Liang, Haochen Zhang, Lingzhou Xue
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
Hugging Face Trending Papers
Sep 3

Robust PAC Learning of Concurrent Stochastic Games

We introduce the first Probably Approximately Correct (PAC) learning framework for general-sum concurrent stochastic games (CSGs) with transition uncertainty, while addressing the challenge of Nash equilibrium (NE) existence. Our algorithm maintains data-driven $L^1$ confidence sets over transition kernels and solves a robust CSG to compute a social-welfare optimal $\varepsilon$-NE, using a robust MDP-based exploration mechanism to drive joint state-action coverage.