Decentralized Bandit Learning of Markov Perfect Equilibria
Felix H\"oferH. Mete Soner
Oct 2026
Machine Learning
Abstract
We study decentralized bandit learning in discounted infinite-horizon, general-sum Markov games with continuous actions. Agents observe the public state, but only their own realized rewards, and use simultaneous perturbation stochastic approximation to update their actions. Under strong monotonicity of the negative running-reward gradients and sufficiently small time steps, we prove that the fully decentralized procedure converges almost surely to the unique stationary Markov perfect equilibrium. We obtain an $O(n^{-1/2})$ convergence rate and present a natural extension to episodic finite-horizon learning.
This paper investigates developing real-world perception for active agents, proposes Gibson Environment for this purpose, and showcases a set of perceptual tasks learned therein.
F. Xia, Amir Zamir, Zhi-Yang He et al.· 2018 IEEE/CVF Conference on...· 1,069 citations· ⚡112
The results indicate that software engineering work practices are chosen opportunistically, adapted and configured to provide value under the constrains imposed by the startup context.
Nicolò Paternoster, Carmine Giardino, M. Unterkalmsteiner et al.· Information and Software Tec...· 394 citations· ⚡54
The possibility of inferring high-dimensional data inference in a model that consists of a prior and an auxiliary differentiable constraint given some additional information is considered, thereby allowing a range of potential applications in adapting models to new domains and tasks.
Alexandros Graikos, Esmeralda S. Whitammer, N. Jojic et al.· Neural Information Processin...· 316 citations· ⚡15
It is proved that any global minimizer of the trajectory balance objective can define a policy that samples exactly from the target distribution, and empirically demonstrate the benefits of the trajectories balance objective for GFlowNet convergence, diversity of generated samples, and robustness to long action sequenc...
Esmeralda S. Whitammer, Moksh Jain, Emmanuel Bengio et al.· Neural Information Processin...· 302 citations· ⚡60
An algorithm is proposed which leverages disentangled semantic factors to generate adversarial perturbation by altering controlled semantic attributes to fool the learner towards various "adversarial" targets.
Haonan Qiu, Chaowei Xiao, Lei Yang et al.· arXiv.org· 208 citations· ⚡17
This work proposes a HALO that directly maximizes the utility of generations instead of maximizing the log-likelihood of preferences, and suggests that the best loss depends on the inductive biases most appropriate for a given setting, an oft-overlooked consideration.
Assistant Professor Benjamin Lindquist studies how engineers deliberately injected randomness into early AI, giving rise to deep-learning models that sometimes hallucinate.
