Noise cancelling headphones.
Creative visualisation that trains you to use the noise ad a way of getting work done.
Of course there is reasonable hours... ask them to use headphones after certain hours. There is probably something in the dorms acceptable behaviour policy that can help.
If the humm of an old airconditioner or fan isn't loud enough to cancel out the noise then they are plainly playing the music too loud.
Then there is fight fire with fire.. Play your own music loud enough to cover his music. At least then you choose the selection of music you listen to.
Alex