Related papers: Non-myopic learning in repeated stochastic games

Traditional reinforcement learning and planning typically requires vast amounts of data and training to develop effective policies. In contrast, large language models (LLMs) exhibit strong generalization and zero-shot capabilities, but…

We investigate the repeated prisoner's dilemma game where both players alternately use reinforcement learning to obtain their optimal memory-one strategies. We theoretically solve the simultaneous Bellman optimality equations of…

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

Two-player (antagonistic) games on (possibly stochastic) graphs are a prevalent model in theoretical computer science, notably as a framework for reactive synthesis. Optimal strategies may require randomisation when dealing with inherently…

Adversarial training, a special case of multi-objective optimization, is an increasingly prevalent machine learning technique: some of its most notable applications include GAN-based generative modeling and self-play techniques in…

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

An adversarial bandit problem with memory constraints is studied where only the statistics of a subset of arms can be stored. A hierarchical learning policy that requires only a sublinear order of memory space in terms of the number of arms…

This paper aims to solve the optimal strategy against a well-known adaptive algorithm, the Hedge algorithm, in a finitely repeated $2\times 2$ zero-sum game. In the literature, related theoretical results are very rare. To this end, we make…

We consider a class of restless multi-armed bandit (RMAB) problems with unknown arm dynamics. At each time, a player chooses an arm out of N arms to play, referred to as an active arm, and receives a random reward from a finite set of…

Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…

Predicting and modeling human behavior and finding trends within human decision-making processes is a major problem of social science. Rock Paper Scissors (RPS) is the fundamental strategic question in many game theory problems and…

Methods like multi-agent reinforcement learning struggle to scale with growing population size. Mean-field games (MFGs) are a game-theoretic approach that can circumvent this by finding a solution for an abstract infinite population, which…

The study of learning in games typically assumes that each player always has access to all of their actions. However, in many practical scenarios, players' available actions might be restricted due to exogenous stochasticity. To model this…

We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the…

We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained during execution of one task has value for the execution of…

Efficient allocation is important in nature and human society, where individuals frequently compete for limited resources. The Minority Game (MG) is perhaps the simplest toy model to address this issue. However, most previous solutions…

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

The stochastic multi-armed bandit problem is a well-known model for studying the exploration-exploitation trade-off. It has significant possible applications in adaptive clinical trials, which allow for dynamic changes in the treatment…