Minimax-Optimal Policy Regret in Partially Observable Markov Games
Raman Arora
Abstract
We study sequential decision-making in partially observable environments against strategic, adaptive opponents, modeled as partially observable Markov games (POMGs). The central challenge is to learn latent dynamics from partial observations while facing an adversary whose behavior depends on the learner's strategy, making standard regret notions inadequate. We prove that an epoch-based optimistic maximum-likelihood algorithm achieves (O(T)) policy regret for fixed problem parameters, with explicit dependence on the horizon, adversary memory, confidence radius, and the aggregate Eluder dimension of the observable-operator class. The algorithm selects one policy per geometrically growing epoch using confidence sets built cumulatively from past data, which keeps the cost of comparing adversary responses across policies logarithmic in (T). We also prove a lower bound matching the (T) and aggregate-Eluder-dimension dependence, up to problem-dependent and logarithmic factors. Finally, we extend the framework to horizon-adaptive guarantees and adversaries with geometric fading memory.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Builds on18
- Model-Based Reinforcement Learning with Value-Targeted RegressionAlex Ayoub, Zeyu Jia, Csaba Szepesvári, Mengdi Wang et al.ICML 2020 · 324 citations
- Learning Near Optimal Policies with Low Inherent Bellman ErrorAndrea Zanette, Alessandro Lazaric, Mykel J. Kochenderfer, Emma BrunskillICML 2020 · 238 citations
- Provable Self-Play Algorithms for Competitive Reinforcement LearningYu Bai, Chi JinICML 2020 · 169 citations
- Reinforcement Learning with General Value Function Approximation: Provably Efficient Approach via Bounded Eluder DimensionRuosong Wang, Ruslan Salakhutdinov, Lin F. YangNeurIPS 2020 · 168 citations
- Sample-Efficient Reinforcement Learning of Undercomplete POMDPsChi Jin, Sham M. Kakade, Akshay Krishnamurthy, Qinghua LiuNeurIPS 2020 · 88 citations
Related papers
- Policy-Regret Minimization in Markov Games with Function ApproximationThanh Nguyen-Tang, Raman AroraICML 2025
- Learning in Markov Games with Adaptive Adversaries: Policy Regret, Fundamental Barriers, and Efficient AlgorithmsThanh Nguyen-Tang, Raman AroraNeurIPS 2024 · 5 citations
- Learning Adversarial Markov Decision Processes with Bandit Feedback and Unknown TransitionChi Jin, Tiancheng Jin, Haipeng Luo, Suvrit Sra et al.ICML 2020 · 117 citations
- Prospective Side Information for Latent MDPsJeongyeol Kwon, Yonathan Efroni, Shie Mannor, Constantine CaramanisICML 2024 · 7 citations
- Sample-Efficient Reinforcement Learning of Partially Observable Markov GamesQinghua Liu, Csaba Szepesvári, Chi JinNeurIPS 2022 · 43 citations
