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A seminal result in game theory is von Neumann's minmax theorem, which states that zero-sum games admit an essentially unique equilibrium solution. Classical learning results build on this theorem to show that online no-regret dynamics…

Computer Science and Game Theory · Computer Science 2021-11-08 Tanner Fiez , Ryann Sim , Stratis Skoulakis , Georgios Piliouras , Lillian Ratliff

Learning in zero-sum games studies a situation where multiple agents competitively learn their strategy. In such multi-agent learning, we often see that the strategies cycle around their optimum, i.e., Nash equilibrium. When a game…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

We show that natural classes of regularized learning algorithms with a form of recency bias achieve faster convergence rates to approximate efficiency and to coarse correlated equilibria in multiplayer normal form games. When each player in…

Computer Science and Game Theory · Computer Science 2015-12-14 Vasilis Syrgkanis , Alekh Agarwal , Haipeng Luo , Robert E. Schapire

In this paper we investigate the Follow the Regularized Leader dynamics in sequential imperfect information games (IIG). We generalize existing results of Poincar\'e recurrence from normal-form games to zero-sum two-player imperfect…

The predominant paradigm in evolutionary game theory and more generally online learning in games is based on a clear distinction between a population of dynamic agents that interact given a fixed, static game. In this paper, we move away…

Computer Science and Game Theory · Computer Science 2020-12-16 Stratis Skoulakis , Tanner Fiez , Ryann Sim , Georgios Piliouras , Lillian Ratliff

Machine learning techniques for the solution of inverse problems have become an attractive approach in the last decade, while their theoretical foundations are still in their infancy. In this chapter we want to pursue the study of…

Numerical Analysis · Mathematics 2025-12-10 Martin Burger , Samira Kabri , Gitta Kutyniok , Yunseok Lee , Lukas Weigand

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

We consider a repeated sequential game between a learner, who plays first, and an opponent who responds to the chosen action. We seek to design strategies for the learner to successfully interact with the opponent. While most previous…

Machine Learning · Computer Science 2020-07-13 Pier Giuseppe Sessa , Ilija Bogunovic , Maryam Kamgarpour , Andreas Krause

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

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

We study the problem of training a principal in a multi-agent general-sum game using reinforcement learning (RL). Learning a robust principal policy requires anticipating the worst possible strategic responses of other agents, which is…

Machine Learning · Computer Science 2022-12-21 Eric Zhao , Alexander R. Trott , Caiming Xiong , Stephan Zheng

We consider a scenario in which two reinforcement learning agents repeatedly play a matrix game against each other and update their parameters after each round. The agents' decision-making is transparent to each other, which allows each…

Artificial Intelligence · Computer Science 2021-08-23 Adrian Hutter

Replicator dynamics, the continuous-time analogue of Multiplicative Weights Updates, is the main dynamic in evolutionary game theory. In simple evolutionary zero-sum games, such as Rock-Paper-Scissors, replicator dynamic is periodic…

Computer Science and Game Theory · Computer Science 2019-10-04 Victor Boone , Georgios Piliouras

Zero-sum games are a fundamental setting for adversarial training and decision-making in multi-agent learning (MAL). Existing methods often ensure convergence to (approximate) Nash equilibria by introducing a form of regularization. Yet,…

Multiagent Systems · Computer Science 2026-02-10 Tuo Zhang , Leonardo Stella

This paper considers games where the utilities for agents are the sum of a term proportional to a social utility, and another term that is an individual cost or reward. The agents are assumed to be irrational in their perception of the…

Computer Science and Game Theory · Computer Science 2026-05-21 Ashok Krishnan K. S. , Helene Le Cadre , Ana Busic

We study a wide class of non-convex non-concave min-max games that generalizes over standard bilinear zero-sum games. In this class, players control the inputs of a smooth function whose output is being applied to a bilinear zero-sum game.…

Optimization and Control · Mathematics 2019-10-30 Lampros Flokas , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Georgios Piliouras

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…

Machine Learning · Computer Science 2015-11-24 Moritz Hardt , Nimrod Megiddo , Christos Papadimitriou , Mary Wootters

Many learning algorithms are known to converge to an equilibrium for specific classes of games if the same learning algorithm is adopted by all agents. However, when the agents are self-interested, a natural question is whether agents have…

Computer Science and Game Theory · Computer Science 2024-02-15 Shivam Bajaj , Pranoy Das , Yevgeniy Vorobeychik , Vijay Gupta

Learning algorithms are often used to make decisions in sequential decision-making environments. In multi-agent settings, the decisions of each agent can affect the utilities/losses of the other agents. Therefore, if an agent is good at…

Computer Science and Game Theory · Computer Science 2024-07-09 Angelos Assos , Yuval Dagan , Constantinos Daskalakis
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