Playing Markov Games Without Observing Payoffs
Abstract
Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated symmetric two-player matrix games without observing payoffs, as long as the opponent’s actions are observed. Extending this capability to the Markovian setting remains an open problem. In this paper, we introduce and formalize a new class of zero-sum symmetric Markov games, which extends the notion of symmetry from matrix games to the Markovian setting. We prove that a learner observing only the opponent's action sequence, without access to payoff information can successfully compete against an adversary possessing complete knowledge of the game. We formalize three distinct notions of symmetry in this domain and reveal a surprising structural hierarchy: the most holistic definitions of symmetry impose restrictive constraints that actually simplify the learning landscape, whereas the ``simplest'' definition represents the most general and challenging setting. We provide polynomial-time algorithms for all three settings that achieve sublinear regret. Crucially, we demonstrate that despite the complex Markovian dynamics, a simple strategy of locally mimicking the opponent's actions suffices to guarantee robustness. This finding significantly broadens the class of games where robust learning is possible under severe informational disadvantage, proving that knowledge of the transition laws is not required to force a draw.