arXiv Machine Learning

Fully Online Decentralized Learning in Stochastic Games with Unknown Independent Chains

arXiv:2610. 01181v1 Announce Type: new Abstract: We consider stochastic games with independent controlled chains and unknown transition kernels, where players observe only their local states and realized payoffs.

arXiv Machine Learning
Sep 15

High-Probability Nash Regret for Decentralized Learning in Markov $\alpha$-Potential Games: Episodic and Fully Online Asynchronous Algorithms with Applications to Markov Congestion Games

arXiv:2609. 14959v1 Announce Type: new Abstract: We study decentralized learning of Nash equilibria (NE) in infinite-horizon discounted Markov games under bandit feedback, focusing on Markov $\alpha$-potential games.

By S. Rasoul Etesami
arXiv AI
Jul 10

Provably Optimal Learning Algorithms for Assistance Games

arXiv:2607. 08012v1 Announce Type: cross Abstract: This paper studies an online variant of the assistance games framework, where an informed agent and an uninformed agent repeatedly interact over $T$ timesteps to optimize a common reward function.

By Nivasini Ananthakrishnan, Mark Bedaywi, Michael I. Jordan, Stuart Russell, Nika Haghtalab
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.

arXiv Machine Learning
Sep 4

Robust PAC Learning of Concurrent Stochastic Games

The paper presents the first PAC learning framework for general-sum concurrent stochastic games with uncertain transitions, addressing the challenge of Nash equilibrium existence. It introduces data‑driven L¹ confidence sets over transition kernels and a robust CSG solver that computes a social‑welfare optimal ε‑NE, or provides a certificate that no exact NE exists. The algorithm achieves polynomial sample complexity under a minimum reachability condition and is validated on benchmark CSGs with near‑optimal performance.

By Angel Y. He, David Parker
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 AI
Jul 14

Efficient Online Proportional Sampling with Applications to Smoothed Online Learning

arXiv:2607. 10963v1 Announce Type: cross Abstract: We study the problem of efficient online proportional sampling from a high-dimensional domain under a $\sigma$-smoothed adversary, where the sampling distribution is induced by a dynamically evolving weight function defined over a sequence of piecewise-structured partitions.

By Amirmahdi Mirfakhar, Maria-Florina Balcan, Hedyeh Beyhaghi
arXiv Machine Learning
Sep 14

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.

By Philip Jordan, Maryam Kamgarpour
arXiv Machine Learning
Jun 5

Multi-Agent Lipschitz Bandits

arXiv:2602. 16965v2 Announce Type: replace Abstract: We study the decentralized multi-player stochastic bandit problem over a continuous, Lipschitz-structured action space where hard collisions yield zero reward.

By Sourav Chakraborty, Amit Kiran Rege, Claire Monteleoni, Lijun Chen