Related papers: No-regret learning and mixed Nash equilibria: They…

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…

In this paper, we introduce a class of learning dynamics for general quantum games, that we call "follow the quantum regularized leader" (FTQL), in reference to the classical "follow the regularized leader" (FTRL) template for learning in…

Learning and equilibrium computation in games are fundamental problems across computer science and economics, with applications ranging from politics to machine learning. Much of the work in this area revolves around a simple algorithm…

The Nash Equilibrium (NE) assumes rational play in imperfect-information Extensive-Form Games (EFGs) but fails to ensure optimal strategies for off-equilibrium branches of the game tree, potentially leading to suboptimal outcomes in…

Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

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…

Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

Zero-sum games are a fundamental setting for adversarial training and decision-making in multi-agent learning (MAL). Existing methods often ensure convergence to (approximate) Nash equilibria by introducing a form of regularization. Yet,…

To establish last-iterate convergence for Counterfactual Regret Minimization (CFR) algorithms in learning a Nash equilibrium (NE) of extensive-form games (EFGs), recent studies reformulate learning an NE of the original EFG as learning the…

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

Adversarial training is a standard technique for training adversarially robust models. In this paper, we study adversarial training as an alternating best-response strategy in a 2-player zero-sum game. We prove that even in a simple…

We consider a common case of the combinatorial semi-bandit problem, the $m$-set semi-bandit, where the learner exactly selects $m$ arms from the total $d$ arms. In the adversarial setting, the best regret bound, known to be…

We study a general version of the adversarial online learning problem. We are given a decision set $\mathcal{X}$ in a reflexive Banach space $X$ and a sequence of reward vectors in the dual space of $X$. At each iteration, we choose an…

This paper examines the convergence behaviour of simultaneous best-response dynamics in random potential games. We provide a theoretical result showing that, for two-player games with sufficiently many actions, the dynamics converge quickly…

The finitely repeated Prisoners' Dilemma is a good illustration of the discrepancy between the strategic behaviour suggested by a game-theoretic analysis and the behaviour often observed among human players, where cooperation is maintained…

No-regret self-play learning dynamics have become one of the premier ways to solve large-scale games in practice. Accelerating their convergence via improving the regret of the players over the naive $O(\sqrt{T})$ bound after $T$ rounds has…

In repeated games, strategies are often evaluated by their ability to guarantee the performance of the single best action that is selected in hindsight, a property referred to as \emph{Hannan consistency}, or \emph{no-regret}. However, the…

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…