We propose the first online quantum algorithm for solving zero-sum games with O(1) regret under the game setting. Moreover, our quantum algorithm computes an ε-approximate Nash equilibrium of an m×n matrix zero-sum game in quantum time O(m+n/ε2.5). Our algorithm uses standard quantum inputs and generates classical outputs with succinct descriptions, facilitating end-to-end applications. Technically, our online quantum algorithm "quantizes" classical algorithms based on the optimistic multiplicative weight update method. At the heart of our algorithm is a fast quantum multi-sampling procedure for the Gibbs sampling problem, which may be of independent interest.
@article{arxiv.2304.14197,
title = {Logarithmic-Regret Quantum Learning Algorithms for Zero-Sum Games},
author = {Minbo Gao and Zhengfeng Ji and Tongyang Li and Qisheng Wang},
journal= {arXiv preprint arXiv:2304.14197},
year = {2024}
}
Comments
35 pages, 1 table, 4 algorithms. Close to the conference version. Corrected the contraints of the norm of A in Theorem 1.1 due to an error found in [v1, Theorem B.8]