Fast adaptive learning in repeated stochastic games by game abstraction

An agent must learn and adapt quickly when playing against other agents. This process is challenging in particular when playing in stochastic environments against other learning agents. In this paper, we introduce a fast and adaptive learning algorithm for repeated stochastic games (FAL-SG). FAL-SG utilizes lossy game abstraction to reduce the state space of the game and facilitate learning and adapting rapidly. We analyze FAL-SG's performance by proving bounds on the abstraction loss and prediction mistakes and show that FAL-SG satisfies three criteria prescribed for multiagent learning algorithms. We successfully establish the robustness and scalability of FAL-SG with extensive theoretical and experimental results.