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Related papers: Efficient exploration of zero-sum stochastic games

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We provide a setting and a general approach to fair online learning with stochastic sensitive and non-sensitive contexts. The setting is a repeated game between the Player and Nature, where at each stage both pick actions based on the…

Machine Learning · Computer Science 2021-11-09 Evgenii Chzhen , Christophe Giraud , Gilles Stoltz

In this paper we consider two-person zero-sum risk-sensitive stochastic dynamic games with Borel state and action spaces and bounded reward. The term risk-sensitive refers to the fact that instead of the usual risk neutral optimization…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Ulrich Rieder

Designing protocols enhancing cooperation for multi-agent systems remains a grand challenge. Cheap talk, defined as costless, non-binding communication before formal action, serves as a pivotal solution. However, existing theoretical…

Multiagent Systems · Computer Science 2026-03-03 Zhao Song , Chen Shen , Zhen Wang , The Anh Han

In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with discount factor $\gamma\in(0,1)$ we provide an algorithm that…

Machine Learning · Computer Science 2019-08-30 Aaron Sidford , Mengdi Wang , Lin F. Yang , Yinyu Ye

Cooperative game theory has diverse applications in contemporary artificial intelligence, including domains like interpretable machine learning, resource allocation, and collaborative decision-making. However, specifying a cooperative game…

Computer Science and Game Theory · Computer Science 2024-12-05 Filip Úradník , David Sychrovský , Jakub Černý , Martin Černý

We initiate the study of structured Stackelberg games, a novel form of strategic interaction between a leader and a follower where contextual information can be predictive of the follower's (unknown) type. Motivated by applications such as…

Computer Science and Game Theory · Computer Science 2026-05-18 Maria-Florina Balcan , Kiriaki Fragkia , Keegan Harris

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

Efficient exploration is necessary to achieve good sample efficiency for reinforcement learning in general. From small, tabular settings such as gridworlds to large, continuous and sparse reward settings such as robotic object manipulation…

Machine Learning · Computer Science 2019-06-20 Zhaohan Daniel Guo , Emma Brunskill

Reinforcement-based learning has attracted considerable attention both in modeling human behavior as well as in engineering, for designing measurement- or payoff-based optimization schemes. Such learning schemes exhibit several advantages,…

Machine Learning · Computer Science 2025-11-26 Georgios C. Chasparis

We present a general framework for evolutionary learning to emergent unbiased state representation without any supervision. Evolutionary frameworks such as self-play converge to bad local optima in case of multi-agent reinforcement learning…

Machine Learning · Statistics 2023-02-03 Shohei Ohsawa

Stochastic games are a natural model for the synthesis of controllers confronted to adversarial and/or random actions. In particular, $\omega$-regular games of infinite length can represent reactive systems which are not expected to reach a…

Computer Science and Game Theory · Computer Science 2009-02-17 Florian Horn

We study two-player zero-sum stochastic games, and propose a form of independent learning dynamics called Doubly Smoothed Best-Response dynamics, which integrates a discrete and doubly smoothed variant of the best-response dynamics into…

Computer Science and Game Theory · Computer Science 2023-03-07 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

Inverse game theory is utilized to infer the cost functions of all players based on game outcomes. However, existing inverse game theory methods do not consider the learner as an active participant in the game, which could significantly…

Computer Science and Game Theory · Computer Science 2025-10-20 Jianguo Chen , Jinlong Lei , Biqiang Mu , Yiguang Hong , Hongsheng Qi

Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…

Computer Science and Game Theory · Computer Science 2024-01-24 Denizalp Goktas , Arjun Prakash , Amy Greenwald

This paper develops a unified framework for zero-sum games in which both the pure strategies and the payoff matrices contain complex-valued entries. By leveraging a linear isomorphism between complex and real vector spaces, we extend key…

General Mathematics · Mathematics 2026-05-21 Raneem Madani , Abdel Lisser , Zeno Toffano

This paper considers information sharing in a multi-player repeated game. Every round, each player observes a subset of components of a random vector and then takes a control action. The utility earned by each player depends on the full…

Optimization and Control · Mathematics 2014-12-31 Michael J. Neely

Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…

Machine Learning · Computer Science 2019-10-10 Mridul Agarwal , Vaneet Aggarwal , Arnob Ghosh , Nilay Tiwari

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

For a zero-sum stochastic game which does not satisfy the Isaacs condition, we provide a value function representation for an Isaacs-type equation whose Hamiltonian lies in between the lower and upper Hamiltonians, as a convex combination…

Probability · Mathematics 2016-09-30 Daniel Hernández-Hernández , Mihai Sîrbu

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

Computer Science and Game Theory · Computer Science 2026-01-29 Daniel Ablin , Alon Cohen