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S. Etesami

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#machine learning Preprint Oct 2026

Fully Online Decentralized Learning in Stochastic Games with Unknown Independent Chains

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...

S. Etesami · 0 citations
#machine learning Preprint Sep 2026

High-Probability Nash Regret for Decentralized Learning in Markov $\alpha$-Potential Games: Episodic and Fully Online Asynchronous Algorithms with Applications to Markov Congestion Games

We study decentralized learning of Nash equilibria (NE) in infinite-horizon discounted Markov games under bandit feedback, focusing on Markov $\alpha$-potential games. We develop KL-projected natural policy gradient (NPG) algorithms in two settings: an episodic setting with frozen policies during sampling and a fully o...

S. Etesami · 1 citation

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