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Counterfactual regret minimization (CFR) is a family of iterative algorithms that are the most popular and, in practice, fastest approach to approximately solving large imperfect-information games. In this paper we introduce novel CFR…

Computer Science and Game Theory · Computer Science 2019-02-22 Noam Brown , Tuomas Sandholm

We propose the first model-free algorithm that achieves low regret performance for decentralized learning in two-player zero-sum tabular stochastic games with infinite-horizon average-reward objective. In decentralized learning, the…

Machine Learning · Computer Science 2023-01-16 Romain Cravic , Nicolas Gast , Bruno Gaujal

We develop an algorithmic framework for solving convex optimization problems using no-regret game dynamics. By converting the problem of minimizing a convex function into an auxiliary problem of solving a min-max game in a sequential…

Machine Learning · Computer Science 2023-02-21 Jun-Kun Wang , Jacob Abernethy , Kfir Y. Levy

In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

Computer Science and Game Theory · Computer Science 2025-05-22 Nanxiang Zhou , Jing Dong , Baoxiang Wang

No-regret learning has a long history of being closely connected to game theory. Recent works have devised uncoupled no-regret learning dynamics that, when adopted by all the players in normal-form games, converge to various equilibrium…

Computer Science and Game Theory · Computer Science 2024-04-24 Weichao Mao , Haoran Qiu , Chen Wang , Hubertus Franke , Zbigniew Kalbarczyk , Tamer Başar

Regret minimization has played a key role in online learning, equilibrium computation in games, and reinforcement learning (RL). In this paper, we describe a general model-free RL method for no-regret learning based on repeated…

Achieving the no-regret property for Reinforcement Learning (RL) problems in continuous state and action-space environments is one of the major open problems in the field. Existing solutions either work under very specific assumptions or…

Machine Learning · Computer Science 2024-11-01 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restelli

We consider the recently proposed reinforcement learning (RL) framework of Contextual Markov Decision Processes (CMDP), where the agent interacts with a (potentially adversarial) sequence of episodic tabular MDPs. In addition, a context…

Machine Learning · Computer Science 2020-06-19 Aditya Modi , Ambuj Tewari

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

Counterfactual Regret Minimization(CFR) has shown its success in Texas Hold'em poker. We apply this algorithm to another popular incomplete information game, Mahjong. Compared to the poker game, Mahjong is much more complex with many…

Artificial Intelligence · Computer Science 2023-07-25 Shiheng Wang

Counterfactual Regret Minimization (CRF) is a fundamental and effective technique for solving Imperfect Information Games (IIG). However, the original CRF algorithm only works for discrete state and action spaces, and the resulting strategy…

Artificial Intelligence · Computer Science 2018-12-31 Hui Li , Kailiang Hu , Zhibang Ge , Tao Jiang , Yuan Qi , Le Song

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

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…

Computer Science and Game Theory · Computer Science 2024-12-31 Davide Legacci , Panayotis Mertikopoulos , Christos H. Papadimitriou , Georgios Piliouras , Bary S. R. Pradelski

In two-player zero-sum games, if both players minimize their average external regret, then the average of the strategy profiles converges to a Nash equilibrium. For n-player general-sum games, however, theoretical guarantees for regret…

Computer Science and Game Theory · Computer Science 2013-05-02 Richard Gibson

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

Counterfactual regret minimization (CFR) is an effective algorithm for solving extensive games with imperfect information (IIEGs). However, CFR is only allowed to be applied in known environments, where the transition function of the chance…

Computer Science and Game Theory · Computer Science 2024-10-30 Chen Qiu , Xuan Wang , Tianzi Ma , Yaojun Wen , Jiajia Zhang

A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed…

Machine Learning · Computer Science 2019-12-02 Ryan D'Orazio , Dustin Morrill , James R. Wright

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

Machine Learning · Computer Science 2025-06-17 Liad Erez , Tal Lancewicki , Uri Sherman , Tomer Koren , Yishay Mansour

Regret matching (RM) -- and its modern variants -- is a foundational online algorithm that has been at the heart of many AI breakthrough results in solving benchmark zero-sum games, such as poker. Yet, surprisingly little is known so far in…

Computer Science and Game Theory · Computer Science 2025-11-18 Ioannis Anagnostides , Emanuel Tewolde , Brian Hu Zhang , Ioannis Panageas , Vincent Conitzer , Tuomas Sandholm

We study online learning problems in which the learner has extra knowledge about the adversary's behaviour, i.e., in game-theoretic settings where opponents typically follow some no-external regret learning algorithms. Under this…

Machine Learning · Computer Science 2023-02-15 Le Cong Dinh , Tri-Dung Nguyen , Alain Zemkoho , Long Tran-Thanh