Related papers: Policy Regret in Repeated Games

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

Policy learning in modern operations environments faces a fundamental tension between limited operational data and the large, often continuous, state and action spaces over which good decisions must be identified and deployed. We study…

We introduce an online learning algorithm for computing adaptive resource allocation policies against strategic ecological adversaries with unknown behavioral models and partial observability. Our setting addresses a fundamental limitation…

In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…

We study online learning and equilibrium computation in games with polyhedral decision sets, a property shared by both normal-form games and extensive-form games (EFGs), when the learning agent is restricted to using a best-response oracle.…

The long-run behavior of multi-agent learning - and, in particular, no-regret learning - is relatively well-understood in potential games, where players have aligned interests. By contrast, in harmonic games - the strategic counterpart of…

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

This paper examines the convergence of no-regret learning in Cournot games with continuous actions. Cournot games are the essential model for many socio-economic systems, where players compete by strategically setting their output quantity.…

In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

We study online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…

Calibrated strategies can be obtained by performing strategies that have no internal regret in some auxiliary game. Such strategies can be constructed explicitly with the use of Blackwell's approachability theorem, in an other auxiliary…

We study a generalization of the online binary prediction with expert advice framework where at each round, the learner is allowed to pick $m\geq 1$ experts from a pool of $K$ experts and the overall utility is a modular or submodular…

We study route choice in a repeated routing game where an uncertain state of nature determines link latency functions, and agents receive private route recommendation. The state is sampled in an i.i.d. manner in every round from a publicly…

Publishers who publish their content on the web act strategically, in a behavior that can be modeled within the online learning framework. Regret, a central concept in machine learning, serves as a canonical measure for assessing the…

Motivated by applications to online advertising and recommender systems, we consider a game-theoretic model with delayed rewards and asynchronous, payoff-based feedback. In contrast to previous work on delayed multi-armed bandits, we focus…

Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

We consider the problem of learning personalized decision policies from observational bandit feedback data across multiple heterogeneous data sources. In our approach, we introduce a novel regret analysis that establishes finite-sample…

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…