<p dir="ltr">Current artificial intelligence (AI) systems are proficient at tasks in a closed-world setting where the rules are often rigid. However, in real-world applications, the environment is usually open and dynamic. In this work, we investigate the effects of such dynamic environments on AI systems and develop ways to mitigate those effects. Central to our exploration is the concept of \textit{novelties}. Novelties encompass structural changes, unanticipated events, and environmental shifts that can confound traditional AI systems. We categorize novelties based on their representation, anticipation, and impact on agents, laying the groundwork for systematic detection and adaptation strategies. We explore novelties in the context of stochastic games. Decision-making in stochastic games exercises many aspects of the same reasoning capabilities needed by AI agents acting in the real world. A multi-agent stochastic game allows for infinitely many ways to introduce novelty. We propose an extension of the deep reinforcement learning (DRL) paradigm to develop agents that can detect and adapt to novelties in these environments. To address the sample efficiency challenge in DRL, we introduce a hybrid approach that combines fixed-policy methods with traditional DRL techniques, offering enhanced performance in complex decision-making tasks. We present a novel method for detecting anticipated novelties in multi-agent games, leveraging information theory to discern patterns indicative of collusion among players. Finally, we introduce DABLER, a pioneering deep reinforcement learning architecture that dynamically adapts to changing environmental conditions through broad learning approaches and environment recognition. Our findings underscore the importance of developing AI systems equipped to navigate the uncertainties of the open world, offering promising pathways for advancing AI research and application in real-world settings.</p>