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Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on…

Computer Science and Game Theory · Computer Science 2018-09-11 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We propose the first regret-based approach to the Graphical Bilinear Bandits problem, where $n$ agents in a graph play a stochastic bilinear bandit game with each of their neighbors. This setting reveals a combinatorial NP-hard problem that…

Machine Learning · Computer Science 2022-10-13 Geovani Rizk , Igor Colin , Albert Thomas , Rida Laraki , Yann Chevaleyre

We investigate a repeated two-player zero-sum game setting where the column player is also a designer of the system, and has full control on the design of the payoff matrix. In addition, the row player uses a no-regret algorithm to…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Nick Bishop , Long Tran-Thanh

We study the problem of minimizing swap regret in structured normal-form games. Players have a very large (potentially infinite) number of pure actions, but each action has an embedding into $d$-dimensional space and payoffs are given by…

Machine Learning · Computer Science 2025-02-14 Maxwell Fishelson , Robert Kleinberg , Princewill Okoroafor , Renato Paes Leme , Jon Schneider , Yifeng Teng

The Nash Equilibrium (NE) assumes rational play in imperfect-information Extensive-Form Games (EFGs) but fails to ensure optimal strategies for off-equilibrium branches of the game tree, potentially leading to suboptimal outcomes in…

Computer Science and Game Theory · Computer Science 2025-08-12 Hang Ren , Xiaozhen Sun , Tianzi Ma , Jiajia Zhang , Xuan Wang

In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

Computer Science and Game Theory · Computer Science 2025-05-22 Nanxiang Zhou , Jing Dong , Baoxiang Wang

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

We introduce DREAM, a deep reinforcement learning algorithm that finds optimal strategies in imperfect-information games with multiple agents. Formally, DREAM converges to a Nash Equilibrium in two-player zero-sum games and to an…

Machine Learning · Computer Science 2020-12-01 Eric Steinberger , Adam Lerer , Noam Brown

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…

Discrete Mathematics · Computer Science 2014-09-23 Andrew Mastin , Patrick Jaillet , Sang Chin

Counterfactual regret minimization (CFR) is a family of iterative algorithms that are the most popular and, in practice, fastest approach to approximately solving large imperfect-information games. In this paper we introduce novel CFR…

Computer Science and Game Theory · Computer Science 2019-02-22 Noam Brown , Tuomas Sandholm

Characterizing the performance of no-regret dynamics in multi-player games is a foundational problem at the interface of online learning and game theory. Recent results have revealed that when all players adopt specific learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-11-28 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm , Manolis Zampetakis

We consider a number of questions related to tradeoffs between reward and regret in repeated gameplay between two agents. To facilitate this, we introduce a notion of $\textit{generalized equilibrium}$ which allows for asymmetric regret…

Computer Science and Game Theory · Computer Science 2023-12-19 William Brown , Jon Schneider , Kiran Vodrahalli

In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…

Computer Science and Game Theory · Computer Science 2021-10-19 Yu-Guan Hsieh , Kimon Antonakopoulos , Panayotis Mertikopoulos

In two-player zero-sum games, the learning dynamic based on optimistic Hedge achieves one of the best-known regret upper bounds among strongly-uncoupled learning dynamics. With an appropriately chosen learning rate, the social and…

Machine Learning · Computer Science 2025-10-14 Taira Tsuchiya

No-regret learning has been widely used to compute a Nash equilibrium in two-person zero-sum games. However, there is still a lack of regret analysis for network stochastic zero-sum games, where players competing in two subnetworks only…

Optimization and Control · Mathematics 2022-05-31 Shijie Huang , Jinlong Lei , Yiguang Hong

We show that Optimistic Hedge -- a common variant of multiplicative-weights-updates with recency bias -- attains ${\rm poly}(\log T)$ regret in multi-player general-sum games. In particular, when every player of the game uses Optimistic…

Machine Learning · Computer Science 2023-01-26 Constantinos Daskalakis , Maxwell Fishelson , Noah Golowich

We argue that the existing regret matchings for Nash equilibrium approximation conduct "jumpy" strategy updating when the probabilities of future plays are set to be proportional to positive regret measures. We propose a geometrical regret…

Computer Science and Game Theory · Computer Science 2020-01-24 Sizhong Lan

We study a general version of the adversarial online learning problem. We are given a decision set $\mathcal{X}$ in a reflexive Banach space $X$ and a sequence of reward vectors in the dual space of $X$. At each iteration, we choose an…

Machine Learning · Computer Science 2016-06-07 Maximilian Balandat , Walid Krichene , Claire Tomlin , Alexandre Bayen

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

Counterfactual regret minimization is a family of algorithms of no-regret learning dynamics capable of solving large-scale imperfect information games. We propose implementing this algorithm as a series of dense and sparse matrix and vector…

Computer Science and Game Theory · Computer Science 2024-12-03 Juho Kim