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We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

Extensive-form games with imperfect recall are an important game-theoretic model that allows a compact representation of strategies in dynamic strategic interactions. Practical use of imperfect recall games is limited due to negative…

Computer Science and Game Theory · Computer Science 2017-05-25 Branislav Bosansky , Jiri Cermak , Karel Horak , Michal Pechoucek

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Christopher Solinas , Revan MacQueen , Kevin Wang , James R. Wright , Nathan R. Sturtevant , Michael Bowling

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Computer Science and Game Theory · Computer Science 2020-07-14 Wenshuo Guo , Mihaela Curmei , Serena Wang , Benjamin Recht , Michael I. Jordan

Zero-sum asymmetric games model decision making scenarios involving two competing players who have different information about the game being played. A particular case is that of nested information, where one (informed) player has superior…

Computer Science and Game Theory · Computer Science 2017-11-08 Lichun Li , Jeff S. Shamma

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

Machine Learning · Computer Science 2015-01-27 Ali Jadbabaie , Alexander Rakhlin , Shahin Shahrampour , Karthik Sridharan

We study zero-sum repeated games where the minimizing player has to pay a certain cost each time he changes his action. Our contribution is twofold. First, we show that the value of the game exists in stationary strategies, depending solely…

Optimization and Control · Mathematics 2021-10-29 Yevgeny Tsodikovich , Xavier Venel , Anna Zseleva

We consider two-player games played in real time on game structures with clocks and parity objectives. The games are concurrent in that at each turn, both players independently propose a time delay and an action, and the action with the…

Logic in Computer Science · Computer Science 2008-07-09 Krishnendu Chatterjee , Thomas A. Henzinger , Vinayak Prabhu

It is a common practice in the current literature of electricity markets to use game-theoretic approaches for strategic price bidding. However, they generally rely on the assumption that the strategic bidders have prior knowledge of rival…

Computer Science and Game Theory · Computer Science 2024-04-05 Arega Getaneh Abate , Dorsa Majdi , Jalal Kazempour , Maryam Kamgarpour

We investigate the interplay between passivity, no-regret, and convergence in contractive games for various learning dynamic models and their higher-order variants. Our setting is continuous time. Building on prior work for replicator…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Hassan Abdelraouf , Georgios Piliouras , Jeff S. Shamma

Zero-determinant strategies are a class of memory-one strategies in repeated games which unilaterally enforce linear relationships between payoffs. It has long been unclear for what stage games zero-determinant strategies exist. We provide…

Physics and Society · Physics 2022-07-12 Masahiko Ueda

Self-serving, rational agents sometimes cooperate to their mutual benefit. The two-player iterated prisoner's dilemma game is a model for including the emergence of cooperation. It is generally believed that there is no simple ultimatum…

Computer Science and Game Theory · Computer Science 2024-11-08 Jin-Li Guo

In game theory, imperfect-recall decision problems model situations in which an agent forgets information it held before. They encompass games such as the ``absentminded driver'' and team games with limited communication. In this paper, we…

Computer Science and Game Theory · Computer Science 2026-02-18 Emanuel Tewolde , Brian Hu Zhang , Ioannis Anagnostides , Tuomas Sandholm , Vincent Conitzer

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

Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…

Computer Science and Game Theory · Computer Science 2022-03-24 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

Strategy iteration is a technique frequently used for two-player games in order to determine the winner or compute payoffs, but to the best of our knowledge no general framework for strategy iteration has been considered. Inspired by…

Logic in Computer Science · Computer Science 2022-12-14 Paolo Baldan , Richard Eggert , Barbara König , Tommaso Padoan

Solving strategic games with huge action space is a critical yet under-explored topic in economics, operations research and artificial intelligence. This paper proposes new learning algorithms for solving two-player zero-sum normal-form…

So far, the theory of equilibrium selection in the infinitely repeated prisoner's dilemma is insensitive to communication possibilities. To address this issue, we incorporate the assumption that communication reduces -- but does not…

Theoretical Economics · Economics 2023-04-25 Maximilian Andres

In this paper, we propose a probabilistic game-theoretic model to study the properties of the worst-case regret of the greedy strategy under complete (Knightian) uncertainty. In a game between a decision-maker (DM) and an adversarial agent…

Computer Science and Game Theory · Computer Science 2025-02-12 Kristijan Atanasov , Mehmet Ismail , Frederik Mallmann-Trenn