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:2409. 01447v3 Announce Type: replace Abstract: We present a finite-sample analysis of decentralized learning in two-player zero-sum matrix games and stochastic games, with a focus on best-response-based learning algorithms.
By Zaiwei Chen, Kaiqing Zhang, Eric Mazumdar, Asuman Ozdaglar, Adam Wierman
arXiv:2607. 14877v1 Announce Type: new Abstract: Reachability is the most fundamental logical objective, yet it is notoriously difficult to learn in reinforcement learning settings: even for Markov decision processes, PAC learning of reachability is impossible without additional assumptions.
By Ali Asadi, Krishnendu Chatterjee, Pavol Kebis
Robust Markov Decision Processes (RMDPs) generalize classical MDPs by allowing uncertainty in transition probabilities and optimizing against their worst-case realization. We consider $(s,a)$-rectangu...
arXiv:2606. 14095v1 Announce Type: new Abstract: We study the sample complexity of learning in average-reward weakly-coupled Markov decision processes (WCMDPs) and Restless Bandits (RBs) under a generative model.
By Tianhao Wu, Matthew Zurek, Weina Wang, Qiaomin Xie
arXiv:2606. 25170v1 Announce Type: cross Abstract: We study PAC learning in tabular discounted Markov decision processes with exogenous i.
By Corentin Pla, Hugo Richard, Marc Abeille, Vianney Perchet