Related papers: Finite-Time 4-Expert Prediction Problem
We study sequential decision-making when the agent's internal model class is misspecified. Within the infinite-horizon Berk-Nash framework, stable behavior arises as a fixed point: the agent acts optimally relative to a subjective model,…
We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear) $g$-expectation. We then consider a non-zero-sum…
In this paper, we propose a method for solving a PPAD-complete problem [Papadimitriou, 1994]. Given is the payoff matrix $C$ of a symmetric bimatrix game $(C, C^T)$ and our goal is to compute a Nash equilibrium of $(C, C^T)$. In this paper,…
Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…
We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…
This paper studies the limits of empirical means of open-loop Nash equilibria of linear-quadratic stochastic differential games as the number of players goes to infinity, when the corresponding mean field game is of potential type and may…
Any individual's preference represents his choice in the set of available options. It is said to be complete if the person can compare any pair of available options. We aim to initiate the notion of projected solutions for the generalized…
This paper presents a concurrent learning-based actor-critic-identifier architecture to obtain an approximate feedback-Nash equilibrium solution to an infinite horizon N-player nonzero-sum differential game online, without requiring…
We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…
Designing efficient algorithms to find Nash equilibrium (NE) refinements in sequential games is of paramount importance in practice. Indeed, it is well known that the NE has several weaknesses, since it may prescribe to play sub-optimal…
We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…
We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…
An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…
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…
Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…
We study the problem of prediction with expert advice when the number of experts in question may be extremely large or even infinite. We devise an algorithm that obtains a tight regret bound of $\widetilde{O}(\epsilon T + N + \sqrt{NT})$,…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…
This paper introduces a framework for finite non-cooperative games where each player faces a globally uncertain parameter with no common prior. Every player chooses both a mixed strategy and projects an emergent subjective prior to the…
In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking…