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We consider stochastic games with independent controlled chains and unknown transition kernels, where players observe only their local states and realized payoffs. We develop a fully online, decentralized, and uncoordinated mirror-descent algorithm that operates in the dual space of occupancy measures for approximating...
The results provide the first finite-time high-probability NE regret guarantees for fully online asynchronous decentralized learning in Markov $\alpha$-potential games, remove distribution-mismatch coefficients from the regret bounds, accommodate fixed estimation-oracle bias, and provide scalable decentralized learning...
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