When Is a Game a Markov Decision Process? Correspondences Between Game Theory and Reinforcement Learning
AI 摘要
arXiv:2610.41962v1 Announce Type: cross Abstract: Reinforcement learning and game theory describe the same object from two sides. Game theory says what a rational outcome of a strategic interaction is; reinforcement learning says how an agent could reach one through experience. The two literatures nevertheless keep separate vocabularies for identical structures, and the treatments that bridge them present the correspondence as analogy rather than theorem. This monograph supplies the theorems. A game is a Markov decision process in three distinct senses, and every table entry is labelled with the one that applies: a definitional identity, an exact reduction carried by a value- and solution-preserving map, or a structural analogy that fails under identifiable conditions. We take every standard class of game, from normal-form through repeated, stochastic, partially observable, extensive-form with imperfect information, Bayesian, graphical, Stackelberg, potential, coalitional, mean-field and evolutionary games, and identify for each the decision-theoretic model that reinforcement learning already studies under another name. The same treatment is applied to solution concepts: Nash equilibrium and the fixed point of the Bellman optimality operator, quantal response equilibrium and the soft Bellman operator, the Shapley value and credit assignment, Blackwell approachability and no-regret learning. We map each model class onto the training procedures sound for it and record the complexity of the associated solution problems. A final part collects the correspondences that do not hold: the non-stationarity that invalidates the independent-learner reduction, the impossibility results that forbid uncoupled convergence to Nash equilibrium, and the gap between the coarse correlated equilibria that no-regret self-play reaches and the correlated equilibria it is credited with.