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We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Computer Science and Game Theory · Computer Science 2022-10-27 William Brown

We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…

Computer Science and Game Theory · Computer Science 2023-10-17 Tim P. Schulze

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 existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…

Machine Learning · Computer Science 2025-06-05 Adrian Müller , Jon Schneider , Stratis Skoulakis , Luca Viano , Volkan Cevher

We provide several applications of Optimistic Mirror Descent, an online learning algorithm based on the idea of predictable sequences. First, we recover the Mirror Prox algorithm for offline optimization, prove an extension to Holder-smooth…

Machine Learning · Computer Science 2013-11-11 Alexander Rakhlin , Karthik Sridharan

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

Self-play methods based on regret minimization have become the state of the art for computing Nash equilibria in large two-players zero-sum extensive-form games. These methods fundamentally rely on the hierarchical structure of the players'…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

We study the performance of optimistic regret-minimization algorithms for both minimizing regret in, and computing Nash equilibria of, zero-sum extensive-form games. In order to apply these algorithms to extensive-form games, a…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Christian Kroer , Tuomas Sandholm

Different types of dynamics have been studied in repeated game play, and one of them which has received much attention recently consists of those based on "no-regret" algorithms from the area of machine learning. It is known that dynamics…

Computer Science and Game Theory · Computer Science 2016-10-14 Po-An Chen , Chi-Jen Lu

This paper investigates the sublinear regret guarantees of two non-no-regret algorithms in zero-sum games: Fictitious Play, and Online Gradient Descent with constant stepsizes. In general adversarial online learning settings, both…

Machine Learning · Computer Science 2025-06-17 John Lazarsfeld , Georgios Piliouras , Ryann Sim , Andre Wibisono

Regret-based algorithms are highly efficient at finding approximate Nash equilibria in sequential games such as poker games. However, most regret-based algorithms, including counterfactual regret minimization (CFR) and its variants, rely on…

Machine Learning · Computer Science 2021-10-28 Chung-Wei Lee , Christian Kroer , Haipeng Luo

We examine the problem of regret minimization when the learner is involved in a continuous game with other optimizing agents: in this case, if all players follow a no-regret algorithm, it is possible to achieve significantly lower regret…

Computer Science and Game Theory · Computer Science 2023-03-20 Yu-Guan Hsieh , Kimon Antonakopoulos , Volkan Cevher , Panayotis Mertikopoulos

We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…

Machine Learning · Computer Science 2013-02-12 H. Brendan McMahan

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 introduce Robust Multi-Objective Decoding (RMOD), a novel inference-time algorithm that robustly aligns Large Language Models (LLMs) to multiple human objectives (e.g., instruction-following, helpfulness, safety) by maximizing the…

Machine Learning · Computer Science 2026-02-17 Seongho Son , William Bankes , Sangwoong Yoon , Shyam Sundhar Ramesh , Xiaohang Tang , Ilija Bogunovic

We study a two-player zero-sum game in which the row player aims to maximize their payoff against a competing column player, under an unknown payoff matrix estimated through bandit feedback. We propose three algorithms based on the…

Machine Learning · Computer Science 2026-02-20 Elif Yılmaz , Christos Dimitrakakis

We study the problem of learning minimax policies in zero-sum matrix games. Fiegel et al. (2025) recently showed that achieving last-iterate convergence in this setting is harder when the players are uncoupled, by proving a lower bound on…

Machine Learning · Computer Science 2026-04-17 Come Fiegel , Pierre Menard , Tadashi Kozuno , Michal Valko , Vianney Perchet

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the properties that optimal solutions need to have, and devised a…

Data Structures and Algorithms · Computer Science 2026-03-11 Daniele Dell'Erba , Arthur Dumas , Sven Schewe

Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner…

Machine Learning · Statistics 2015-10-01 Junpei Komiyama , Junya Honda , Hiroshi Nakagawa

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

Artificial Intelligence · Computer Science 2025-10-07 Gon Buzaglo , Noah Golowich , Elad Hazan