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Despite incredible advances, deep learning has been shown to be susceptible to adversarial attacks. Numerous approaches have been proposed to train robust networks both empirically and certifiably. However, most of them defend against only…

Artificial Intelligence · Computer Science 2023-06-28 Yimu Wang , Dinghuai Zhang , Yihan Wu , Heng Huang , Hongyang Zhang

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…

Computer Science and Game Theory · Computer Science 2024-03-08 Natalie Collina , Eshwar Ram Arunachaleswaran , Michael Kearns

Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

We consider the problem of learning to exploit learning algorithms through repeated interactions in games. Specifically, we focus on the case of repeated two player, finite-action games, in which an optimizer aims to steer a no-regret…

Computer Science and Game Theory · Computer Science 2025-05-29 Yizhou Zhang , Yi-An Ma , Eric Mazumdar

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

Optimization and Control · Mathematics 2025-09-24 Jérôme Taupin , Xavier Leturc , Christophe J. Le Martret

We consider the problem of a learning agent who has to repeatedly play a general sum game against a strategic opponent who acts to maximize their own payoff by optimally responding against the learner's algorithm. The learning agent knows…

Computer Science and Game Theory · Computer Science 2025-02-21 Eshwar Ram Arunachaleswaran , Natalie Collina , Jon Schneider

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

Motivated by applications to data networks where fast convergence is essential, we analyze the problem of learning in generic N-person games that admit a Nash equilibrium in pure strategies. Specifically, we consider a scenario where…

Computer Science and Game Theory · Computer Science 2016-08-01 Johanne Cohen , Amélie Héliou , Panayotis Mertikopoulos

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

We investigate a class of reinforcement learning dynamics where players adjust their strategies based on their actions' cumulative payoffs over time - specifically, by playing mixed strategies that maximize their expected cumulative payoff…

Optimization and Control · Mathematics 2016-02-10 Panayotis Mertikopoulos , William H. Sandholm

Reinforcement learning algorithms, just like any other Machine learning algorithm pose a serious threat from adversaries. The adversaries can manipulate the learning algorithm resulting in non-optimal policies. In this paper, we analyze the…

Machine Learning · Computer Science 2021-03-12 Aqeel Anwar , Arijit Raychowdhury

Modern meta-reinforcement learning (Meta-RL) methods are mainly developed based on model-agnostic meta-learning, which performs policy gradient steps across tasks to maximize policy performance. However, the gradient conflict problem is…

Artificial Intelligence · Computer Science 2022-09-22 Haozhi Wang , Qing Wang , Yunfeng Shao , Dong Li , Jianye Hao , Yinchuan Li

2048 is a single-player stochastic puzzle game. This intriguing and addictive game has been popular worldwide and has attracted researchers to develop game-playing programs. Due to its simplicity and complexity, 2048 has become an…

Machine Learning · Computer Science 2023-01-11 Hung Guei

Deep reinforcement learning (RL) has achieved outstanding results in recent years, which has led a dramatic increase in the number of methods and applications. Recent works are exploring learning beyond single-agent scenarios and…

Computer Science and Game Theory · Computer Science 2020-02-03 Yunlong Lu , Kai Yan

In the pursuit of finding an optimal policy, reinforcement learning (RL) methods generally ignore the properties of learned policies apart from their expected return. Thus, even when successful, it is difficult to characterize which…

Machine Learning · Computer Science 2025-10-10 Yash Jhaveri , Harley Wiltzer , Patrick Shafto , Marc G. Bellemare , David Meger

In reinforcement learning (RL), the term self-play describes a kind of multi-agent learning (MAL) that deploys an algorithm against copies of itself to test compatibility in various stochastic environments. As is typical in MAL, the…

Computer Science and Game Theory · Computer Science 2021-07-08 Anthony DiGiovanni , Ethan C. Zell

High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…

Machine Learning · Computer Science 2019-11-27 Zhiliang Chen

Reinforcement Learning Algorithms (RLA) are useful machine learning tools to understand how decision makers react to signals. It is known that RLA converge towards the pure Nash Equilibria (NE) of finite congestion games and more generally,…

Computer Science and Game Theory · Computer Science 2021-11-15 Benoît Sohet , Yezekael Hayel , Olivier Beaude , Alban Jeandin

In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…

Computer Science and Game Theory · Computer Science 2025-12-10 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet