Towards Model-Free Learning in Dynamic Population Games: An Application to Karma Economies

Many real-world competitive systems require multiple decision-makers to act simultaneously under shared constraints, limited information, and repeated interaction, as in auctions, resource allocation, and security competition. We study multi-turn simultaneous bidding as a controlled testbed for such problems and propose DNQ, a solver-in-the-loop equilibrium supervision framework for training bidding agents. DNQ alternates between trajectory collection, critic-based payoff estimation, equilibrium computation, and policy imitation. At each visited state, a shared critic predicts either pairwise payoff matrices or an exact N-player payoff tensor, an external solver computes equilibrium strategies, and the agents are trained by minimizing the KL divergence between their masked policies and the solver-derived equilibrium targets. We focus on a scalable pairwise formulation that greatly reduces equilibrium-solving cost and training time compared with the exact formulation, while the shared critic amortizes payoff learning across agents and states. Experiments compare the pairwise and exact variants using critic loss, policy entropy, bidding resource usage, and training cost, showing that the pairwise method scales to larger numbers of agents, whereas the exact method becomes computationally impractical as the joint game grows. These results illustrate the trade-off between strategic fidelity and scalability in repeated competitive environments.

The Policy-Space Response Oracles (PSRO) framework scales equilibrium computation to large zero-sum games by iteratively expanding a restricted strategy set using deep reinforcement learning (DRL). A central challenge is to construct, under limited computational budgets, a small strategy population whose induced game well approximates the full game. Existing PSRO variants typically expand the population using best responses to meta-strategies computed from restricted-game payoffs, which can lead to inefficient expansions that provide limited global improvement. We propose to guide population expansion by directly evaluating the post-expansion population quality. Specifically, we adopt Population Exploitability (PE) to measure how well a restricted strategy set represents the full game, and introduce a two-phase exploration--selection framework that explicitly minimizes PE during expansion. We instantiate this framework as Global PSRO, a practical DRL-based algorithm that efficiently generates candidate responses and estimates PE via parameter-sharing conditional neural networks. Experiments across multiple two-player zero-sum games show that Global PSRO achieves lower exploitability and approximates Nash equilibria with significantly fewer policy iterations than prior PSRO methods.

We study decentralized learning of Nash equilibria (NE) in infinite-horizon discounted Markov games under bandit feedback, focusing on Markov $α$-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 online setting in which players receive a single realized cost sample per time step and update their policies asynchronously along a continuing trajectory. We establish finite-time high-probability NE regret bounds of order $\widetilde O(T^{-1/4})$ and $\widetilde O(T^{-2/15})$ for the episodic and fully online settings, respectively, up to fixed approximation terms. Crucially, our bounds eliminate the distribution-mismatch coefficient, which can scale prohibitively with the size of the state space, while accommodating potential approximation, estimation-oracle bias, and transition sensitivity. We further identify a state-wise potential structure that yields sharper guarantees with additive dependence on the potential approximation error $α$. We specialize the framework to independent-resource Markov congestion games (IMCGs), establish their approximate-potential and transition-sensitivity properties, and construct decentralized estimation oracles from realized costs. As an application, we introduce strategic online job scheduling on stochastic machines and obtain a scalable decentralized algorithm for learning stable dispatching policies. Overall, our results provide the first finite-time high-probability NE regret guarantees for fully online asynchronous decentralized learning in Markov $α$-potential games, remove distribution-mismatch coefficients from the regret bounds, accommodate fixed estimation-oracle bias, and provide scalable decentralized learning with finite-time guarantees for IMCGs.