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Related papers: No-regret Learning in Cournot Games

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In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…

Computer Science and Game Theory · Computer Science 2021-10-19 Yu-Guan Hsieh , Kimon Antonakopoulos , Panayotis Mertikopoulos

This paper examines the long-run behavior of learning with bandit feedback in non-cooperative concave games. The bandit framework accounts for extremely low-information environments where the agents may not even know they are playing a…

Computer Science and Game Theory · Computer Science 2018-10-05 Mario Bravo , David S. Leslie , Panayotis Mertikopoulos

This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback. Since it is difficult to give the explicit model of the utility functions in dynamic environments, the players' action can only be…

Machine Learning · Computer Science 2022-05-17 Wenting Liu , Jinlong Lei , Peng Yi , Yiguang Hong

In this work, we study the interaction of strategic agents in continuous action Cournot games with limited information feedback. Cournot game is the essential market model for many socio-economic systems where agents learn and compete…

Optimization and Control · Mathematics 2020-09-15 Yuanyuan Shi , Baosen Zhang

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

We study the problem of no-regret learning algorithms for general monotone and smooth games and their last-iterate convergence properties. Specifically, we investigate the problem under bandit feedback and strongly uncoupled dynamics, which…

Computer Science and Game Theory · Computer Science 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

We investigate the interplay between passivity, no-regret, and convergence in contractive games for various learning dynamic models and their higher-order variants. Our setting is continuous time. Building on prior work for replicator…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Hassan Abdelraouf , Georgios Piliouras , Jeff S. Shamma

In this work, we introduce a new variant of online gradient descent, which provably converges to Nash Equilibria and simultaneously attains sublinear regret for the class of congestion games in the semi-bandit feedback setting. Our proposed…

Computer Science and Game Theory · Computer Science 2023-06-28 Ioannis Panageas , Stratis Skoulakis , Luca Viano , Xiao Wang , Volkan Cevher

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

Computer Science and Game Theory · Computer Science 2024-12-18 Wayne Lin , Georgios Piliouras , Ryann Sim , Antonios Varvitsiotis

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

Optimization and Control · Mathematics 2018-01-17 Panayotis Mertikopoulos , Zhengyuan Zhou

Understanding the behavior of no-regret dynamics in general $N$-player games is a fundamental question in online learning and game theory. A folk result in the field states that, in finite games, the empirical frequency of play under…

Computer Science and Game Theory · Computer Science 2020-10-21 Lampros Flokas , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Thanasis Lianeas , Panayotis Mertikopoulos , Georgios Piliouras

In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of…

Computer Science and Game Theory · Computer Science 2023-01-24 Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

We introduce an online learning algorithm in the bandit feedback model that, once adopted by all agents of a congestion game, results in game-dynamics that converge to an $\epsilon$-approximate Nash Equilibrium in a polynomial number of…

Computer Science and Game Theory · Computer Science 2024-01-19 Leello Dadi , Ioannis Panageas , Stratis Skoulakis , Luca Viano , Volkan Cevher

No-regret learning has emerged as a powerful tool for solving extensive-form games. This was facilitated by the counterfactual-regret minimization (CFR) framework, which relies on the instantiation of regret minimizers for simplexes at each…

Computer Science and Game Theory · Computer Science 2017-11-10 Gabriele Farina , Christian Kroer , Tuomas Sandholm

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…

Machine Learning · Computer Science 2023-10-19 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

No-regret self-play learning dynamics have become one of the premier ways to solve large-scale games in practice. Accelerating their convergence via improving the regret of the players over the naive $O(\sqrt{T})$ bound after $T$ rounds has…

Machine Learning · Computer Science 2025-02-26 Shinji Ito , Haipeng Luo , Taira Tsuchiya , Yue Wu

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

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…

Computer Science and Game Theory · Computer Science 2023-11-07 Victor Boone , Panayotis Mertikopoulos

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou
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