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We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow…

Machine Learning · Computer Science 2023-09-06 Yang Cai , Weiqiang Zheng

First-order methods (FOMs) are arguably the most scalable algorithms for equilibrium computation in large extensive-form games. To operationalize these methods, a distance-generating function, acting as a regularizer for the strategy space,…

Machine Learning · Computer Science 2024-11-01 Zhiyuan Fan , Christian Kroer , Gabriele Farina

A conceptually appealing approach for learning Extensive-Form Games (EFGs) is to convert them to Normal-Form Games (NFGs). This approach enables us to directly translate state-of-the-art techniques and analyses in NFGs to learning EFGs, but…

Machine Learning · Computer Science 2022-10-28 Yu Bai , Chi Jin , Song Mei , Ziang Song , Tiancheng Yu

Iterated regret minimization has been introduced recently by J.Y. Halpern and R. Pass in classical strategic games. For many games of interest, this new solution concept provides solutions that are judged more reasonable than solutions…

Computer Science and Game Theory · Computer Science 2015-05-18 Emmanuel Filiot , Tristan Le Gall , Jean-François Raskin

The congestion game is a powerful model that encompasses a range of engineering systems such as traffic networks and resource allocation. It describes the behavior of a group of agents who share a common set of $F$ facilities and take…

Computer Science and Game Theory · Computer Science 2023-06-27 Jing Dong , Jingyu Wu , Siwei Wang , Baoxiang Wang , Wei Chen

For some well-known games, such as the Traveler's Dilemma or the Centipede Game, traditional game-theoretic solution concepts--and most notably Nash equilibrium--predict outcomes that are not consistent with empirical observations. In this…

Computer Science and Game Theory · Computer Science 2008-10-20 Joseph Y. Halpern , Rafael Pass

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…

Computer Science and Game Theory · Computer Science 2022-06-24 Dustin Morrill , Ryan D'Orazio , Marc Lanctot , James R. Wright , Michael Bowling , Amy Greenwald

Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…

Machine Learning · Computer Science 2022-05-16 Ilai Bistritz , Zhengyuan Zhou , Xi Chen , Nicholas Bambos , Jose Blanchet

Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Christopher Solinas , Revan MacQueen , Kevin Wang , James R. Wright , Nathan R. Sturtevant , Michael Bowling

We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition…

Computer Science and Game Theory · Computer Science 2018-06-07 Ehsan Asadi Kangarshahi , Ya-Ping Hsieh , Mehmet Fatih Sahin , Volkan Cevher

Counterfactual Regret Minimization (CFR) and its variants are widely recognized as effective algorithms for solving extensive-form imperfect information games. Recently, many improvements have been focused on enhancing the convergence speed…

Artificial Intelligence · Computer Science 2024-10-29 Ju Qi , Falin Hei , Ting Feng , Dengbing Yi , Zhemei Fang , Yunfeng Luo

We study the problem of minimizing swap regret in structured normal-form games. Players have a very large (potentially infinite) number of pure actions, but each action has an embedding into $d$-dimensional space and payoffs are given by…

Machine Learning · Computer Science 2025-02-14 Maxwell Fishelson , Robert Kleinberg , Princewill Okoroafor , Renato Paes Leme , Jon Schneider , Yifeng Teng

Counterfactual Regret Minimization (CFR) is the most popular iterative algorithm for solving zero-sum imperfect-information games. Regret-Based Pruning (RBP) is an improvement that allows poorly-performing actions to be temporarily pruned,…

Computer Science and Game Theory · Computer Science 2016-09-13 Noam Brown , Tuomas Sandholm

Recent techniques for approximating Nash equilibria in very large games leverage neural networks to learn approximately optimal policies (strategies). One promising line of research uses neural networks to approximate counterfactual regret…

Computer Science and Game Theory · Computer Science 2022-10-12 Stephen McAleer , Gabriele Farina , Marc Lanctot , Tuomas Sandholm

The existence of simple, uncoupled no-regret dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years that when…

Computer Science and Game Theory · Computer Science 2022-09-05 Andrea Celli , Alberto Marchesi , Gabriele Farina , Nicola Gatti

Extensive-form games (EFGs) model finite sequential interactions between players. The amount of memory required to represent these games is the main bottleneck of algorithms for computing optimal strategies and the size of these strategies…

Computer Science and Game Theory · Computer Science 2020-04-16 Jiri Cermak , Viliam Lisy , Branislav Bosansky

In many real-world scenarios, a team of agents coordinate with each other to compete against an opponent. The challenge of solving this type of game is that the team's joint action space grows exponentially with the number of agents, which…

Artificial Intelligence · Computer Science 2021-05-19 Shuxin Li , Youzhi Zhang , Xinrun Wang , Wanqi Xue , Bo An

We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler…

Computer Science and Game Theory · Computer Science 2025-02-03 Michail Fasoulakis , Evangelos Markakis , Giorgos Roussakis , Christodoulos Santorinaios