Related papers: Solving Simple Stochastic Games with few Random No…
Explaining the excellent practical performance of the simplex method for linear programming has been a major topic of research for over 50 years. One of the most successful frameworks for understanding the simplex method was given by…
We explain a highly efficient algorithm for playing the simplest type of dots and boxes endgame optimally (by which we mean "in such a way so as to maximise the number of boxes that you take"). The algorithm is sufficiently simple that it…
The semi-random graph process is a single player game in which the player is initially presented an empty graph on $n$ vertices. In each round, a vertex $u$ is presented to the player independently and uniformly at random. The player then…
We present and analyze an algorithm for optimizing smooth and convex or strongly convex objectives using minibatch stochastic gradient estimates. The algorithm is optimal with respect to its dependence on both the minibatch size and minimum…
We study the complexity of optimizing highly smooth convex functions. For a positive integer $p$, we want to find an $\epsilon$-approximate minimum of a convex function $f$, given oracle access to the function and its first $p$ derivatives,…
The best known solutions for $k$-message broadcast in dynamic networks of size $n$ require $\Omega(nk)$ rounds. In this paper, we see if these bounds can be improved by smoothed analysis. We study perhaps the most natural randomized…
We present two new remarkably simple stochastic second-order methods for minimizing the average of a very large number of sufficiently smooth and strongly convex functions. The first is a stochastic variant of Newton's method (SN), and the…
The optimal value computation for turned-based stochastic games with reachability objectives, also known as simple stochastic games, is one of the few problems in $NP \cap coNP$ which are not known to be in $P$. However, there are some…
A combinatorial simplex algorithm is an instance of the simplex method in which the pivoting depends on combinatorial data only. We show that any algorithm of this kind admits a tropical analogue which can be used to solve mean payoff…
We give a simple proof that assuming the Exponential Time Hypothesis (ETH), determining the winner of a Rabin game cannot be done in time $2^{o(k \log k)} \cdot n^{O(1)}$, where $k$ is the number of pairs of vertex subsets involved in the…
The goal of this paper is to show existence of short-time classical solutions to the so called Master Equation of \emph{first order} Mean Field Games, which can be thought of as the limit of the corresponding master equation of a stochastic…
The influential work of Bravo et al. 2018 shows that derivative free play in strongly monotone games has complexity $O(d^2/\varepsilon^3)$, where $\varepsilon$ is the target accuracy on the expected squared distance to the solution. This…
We consider a stochastic continuum armed bandit problem where the arms are indexed by the $\ell_2$ ball $B_{d}(1+\nu)$ of radius $1+\nu$ in $\mathbb{R}^d$. The reward functions $r :B_{d}(1+\nu) \rightarrow \mathbb{R}$ are considered to…
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…
In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists an unique fixed point of the best response operator, where this unique fixed point is the optimal regularized team decision…
One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…
Subtraction games are played with one or more heaps of tokens, with players taking turns removing from a single heap a number of tokens belonging to a specified subtraction set; the last player to move wins. We describe how to compute the…
Stochastic games are a natural model for the synthesis of controllers confronted to adversarial and/or random actions. In particular, $\omega$-regular games of infinite length can represent reactive systems which are not expected to reach a…
We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if the sequence is a realization of a…
In this paper, a stochastic algorithm for the efficient simulation and optimal control of networked wave equations based on the random batch method is proposed and analyzed. The random approximation is constructed by dividing the time…