Policy Regret Minimization in Partially Observable Markov Games

Authors: Lan Sang, Raman Arora, Thanh Nguyen-Tang

Abstract

We study policy regret minimization in partially observable Markov games (POMGs) between a learner and a strategic adaptive adversary who adapts to the learner's past strategies. We develop a model-based optimistic framework that operates on the learner-observable process using *joint* MLE confidence set and introduce an Observable Operator Model-based causal decomposition that disentangles the coupling between the world and the adversary model. Under multi-step weakly revealing observations and a bounded-memory, stationary and posterior-lipschitz adversary and planner stability, we prove an $\mathcal{O}(\sqrt{T})$ policy regret bound. This work advances regret analysis from Markov games to POMGs and provides the first policy regret guarantee under imperfect information against an adaptive opponent.

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