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Performative prediction is a framework that captures distribution shifts that occur during the training of machine learning models due to their deployment. As the trained model is used, data generation causes the model to evolve, leading to…

Machine Learning · Computer Science 2025-11-10 Xue Zheng , Tian Xie , Xuwei Tan , Aylin Yener , Xueru Zhang

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

This paper investigates a class of multi-player discrete games where each player aims to maximize its own utility function. Each player does not know the other players' action sets, their deployed actions or the structures of its own or the…

Optimization and Control · Mathematics 2017-12-05 Zhisheng Hu , Minghui Zhu , Ping Chen , Peng Liu

We study automated intrusion response and formulate the interaction between an attacker and a defender as an optimal stopping game where attack and defense strategies evolve through reinforcement learning and self-play. The game-theoretic…

Computer Science and Game Theory · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler

The reliability of a learning model is key to the successful deployment of machine learning in various applications. However, it is difficult to describe the phenomenon due to the complicated nature of the problems in machine learning. It…

Machine Learning · Computer Science 2025-05-27 Ramin Barati , Reza Safabakhsh , Mohammad Rahmati

This paper presents a new theory, known as robust dynamic pro- gramming, for a class of continuous-time dynamical systems. Different from traditional dynamic programming (DP) methods, this new theory serves as a fundamental tool to analyze…

Optimization and Control · Mathematics 2018-09-18 Tao Bian , Zhong-Ping Jiang

This paper studies the optimistic variant of Fictitious Play for learning in two-player zero-sum games. While it is known that Optimistic FTRL -- a regularized algorithm with a bounded stepsize parameter -- obtains constant regret in this…

Machine Learning · Computer Science 2026-01-15 John Lazarsfeld , Georgios Piliouras , Ryann Sim , Stratis Skoulakis

Constructing effective algorithms to converge to Nash Equilibrium (NE) is an important problem in algorithmic game theory. Prior research generally posits that the upper bound on the convergence rate for games is $O\left(T^{-1/2}\right)$.…

Computer Science and Game Theory · Computer Science 2024-09-06 Qi Ju , Falin Hei , Yuxuan Liu , Zhemei Fang , Yunfeng Luo

Considering the interaction through mutual interference of the different radio devices, the channel selection (CS) problem in decentralized parallel multiple access channels can be modeled by strategic-form games. Here, we show that the CS…

Computer Science and Game Theory · Computer Science 2010-09-28 S. M. Perlaza , H. Tembine , S. Lasaulce , V. Quintero-Florez

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…

Machine Learning · Computer Science 2023-06-08 Debmalya Mandal , Stelios Triantafyllou , Goran Radanovic

Federated learning (FL) is a distributed learning approach where a set of end-user devices participate in the learning process by acting on their isolated local data sets. Here, we process local data sets of users where worst-case…

Machine Learning · Computer Science 2019-12-13 Saeedeh Parsaeefard , Iman Tabrizian , Alberto Leon Garcia

This paper considers mean field games with optimal stopping time (OSMFGs) where agents make optimal exit decisions, the coupled obstacle and Fokker-Planck equations in such models pose challenges versus classic MFGs. This paper proposes a…

Numerical Analysis · Mathematics 2023-10-10 Chengfeng Shen , Yifan Luo , Zhennan Zhou

Many of the successes of machine learning are based on minimizing an averaged loss function. However, it is well-known that this paradigm suffers from robustness issues that hinder its applicability in safety-critical domains. These issues…

Machine Learning · Computer Science 2022-06-09 Alexander Robey , Luiz F. O. Chamon , George J. Pappas , Hamed Hassani

In games with a large number of players where players may have overlapping objectives, the analysis of stable outcomes typically depends on player types. A special case is when a large part of the player population consists of imitation…

Computer Science and Game Theory · Computer Science 2010-06-18 Soumya Paul , R. Ramanujam

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang

The widespread adoption of deep learning models places demands on their robustness. In this paper, we consider the robustness of deep neural networks on videos, which comprise both the spatial features of individual frames extracted by a…

Computer Vision and Pattern Recognition · Computer Science 2020-04-07 Min Wu , Marta Kwiatkowska

Fictitious play is a simple and widely studied adaptive heuristic for playing repeated games. It is well known that fictitious play fails to be Hannan consistent. Several variants of fictitious play including regret matching, generalized…

Computer Science and Game Theory · Computer Science 2017-04-12 Zifan Li , Ambuj Tewari

We investigate convergence of decentralized fictitious play (DFP) in near-potential games, wherein agents preferences can almost be captured by a potential function. In DFP agents keep local estimates of other agents' empirical frequencies,…

Computer Science and Game Theory · Computer Science 2022-01-31 Sarper Aydin , Sina Arefizadeh , Ceyhun Eksin

Reinforcement learning is a general methodology of adaptive optimal control that has attracted much attention in various fields ranging from video game industry to robot manipulators. Despite its remarkable performance demonstrations, plain…

Dynamical Systems · Mathematics 2022-06-14 Pavel Osinenko , Grigory Yaremenko , Ilya Osokin

We study the problem of robust reinforcement learning under adversarial corruption on both rewards and transitions. Our attack model assumes an \textit{adaptive} adversary who can arbitrarily corrupt the reward and transition at every step…

Machine Learning · Computer Science 2021-06-09 Xuezhou Zhang , Yiding Chen , Xiaojin Zhu , Wen Sun