Related papers: Optimistic Regret Minimization for Extensive-Form …
This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…
Feedback delays are inevitable in real-world multi-agent learning. They are known to severely degrade performance, and the convergence rate under delayed feedback is still unclear, even for bilinear games. This paper derives the rate of…
Blackwell approachability is a framework for reasoning about repeated games with vector-valued payoffs. We introduce predictive Blackwell approachability, where an estimate of the next payoff vector is given, and the decision maker tries to…
Counterfactual regret minimization (CFR) is a popular method to deal with decision-making problems of two-player zero-sum games with imperfect information. Unlike existing studies that mostly explore for solving larger scale problems or…
We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical…
In recent years, empirical game-theoretic analysis (EGTA) has emerged as a powerful tool for analyzing games in which an exact specification of the utilities is unavailable. Instead, EGTA assumes access to an oracle, i.e., a simulator,…
This paper studies a variant of two-player zero-sum matrix games, where, at each timestep, the row player selects row $i$, the column player selects column $j$, and the row player receives a noisy reward with expected value $A_{i,j}$, along…
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…
Function approximation is a powerful approach for structuring large decision problems that has facilitated great achievements in the areas of reinforcement learning and game playing. Regression counterfactual regret minimization (RCFR) is a…
Parallelization has played an instrumental role in the field of artificial intelligence (AI), drastically reducing the time taken to train and evaluate large AI models. In contrast to its impact in the broader field of AI, applying…
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…
We study online learning in two-player uninformed Markov games, where the opponent's actions and policies are unobserved. In this setting, Tian et al. (2021) show that achieving no-external-regret is impossible without incurring an…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
We suggest a general method for inferring players' values from their actions in repeated games. The method extends and improves upon the recent suggestion of (Nekipelov et al., EC 2015) and is based on the assumption that players are more…
We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…
We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of…
This paper investigates the sublinear regret guarantees of two non-no-regret algorithms in zero-sum games: Fictitious Play, and Online Gradient Descent with constant stepsizes. In general adversarial online learning settings, both…
Modeling strategic conflict from a game theoretical perspective involves dealing with epistemic uncertainty. Payoff uncertainty models are typically restricted to simple probability models due to computational restrictions. Recent…
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…
This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…