arXiv Machine Learning

Online Learning in Stabilized Linear Dynamical Games with Adversarial Disturbances

The paper investigates online learning for multiple strategic agents interacting within a shared linear dynamical system that experiences adversarial disturbances. Each agent aims to minimize its own convex loss while observing the full state, and the study extends the stabilizing-baseline approach from nonstochastic online control to this multi‑agent setting. By employing online gradient descent with memory under state‑only and aggregate‑input feedback, the authors establish sublinear, near‑optimal per‑agent regret bounds and, in the common‑interest case, demonstrate equilibrium‑tracking guarantees via a time‑varying potential game framework.

arXiv AI
Sep 21

Taming the Adversary: A Cost-to-Disturbance Ratio Approach to Adversarial Reinforcement Learning

The paper introduces CoDRA, a cost-to-disturbance ratio approach for adversarial reinforcement learning that balances controller performance and disturbance exposure without extra penalty terms. CoDRA uses a self‑normalized actor–critic update, scaling value terms by a stop‑gradient normalization constant derived from the current batch. Experiments on MuJoCo pendulum tasks show that CoDRA achieves the lowest cost across a range of forces and masses, outperforming other methods especially on the more challenging InvertedDoublePendulum environment.

By Taeho Lee, Donghwan Lee
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
Oct 7

Learning from Unreliable Trajectories: Adversarially-Robust Federated Q-Learning

The paper introduces Robust Async-Fed-Q, an epoch‑based federated Q‑learning algorithm that combines variance‑reduced Bellman operator estimation with robust server aggregation. It provides high‑probability finite‑time guarantees showing that honest agents retain sample‑efficiency benefits even when some agents act adversarially, with the adversarial impact diminishing as honest data grows. The authors also present matching lower bounds, extend the framework to single‑trajectory sampling and heterogeneous coverage, and improve communication complexity for asynchronous federated Q‑learning.

By Sreejeet Maity, Aritra Mitra
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
Aug 17

What preferences can - and cannot - predict in multi-agent online learning

arXiv:2608. 13810v1 Announce Type: cross Abstract: We examine the interplay between ordinal, preference-based solution concepts in games and the long-run behavior of game dynamics, asking in particular to what extent the combinatorial data of a game -- its preference graph -- determine the outcomes of no-regret learning dynamics -- such as follow-the-regularized-leader (FTRL).

By Omar Abbadi, Rida Laraki, Panayotis Mertikopoulos
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