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
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 29

Learning Chance-Constrained MDPs with Bellman Distributional Certificates

The paper introduces a new approach to learning chance-constrained Markov decision processes (CCMDPs) using a Bellman distributional certificate. It provides both model-based and model-free algorithms with theoretical guarantees, including matching upper and lower bounds for tabular discounted CCMDPs with bounded successor support. Numerical experiments on synthetic CCMDPs and an IEEE 14-bus energy storage benchmark demonstrate the safety and effectiveness of the proposed methods.

By Chenbei Lu, Hongyu Yi