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Regret minimization has played a key role in online learning, equilibrium computation in games, and reinforcement learning (RL). In this paper, we describe a general model-free RL method for no-regret learning based on repeated…

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

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

In addressing the challenge of exponential scaling with the number of agents we adopt a cluster-based representation to approximately solve asymmetric games of very many players. A cluster groups together agents with a similar "strategic…

Computer Science and Game Theory · Computer Science 2012-06-18 Sevan G. Ficici , David C. Parkes , Avi Pfeffer

In the context of multi-player, general-sum games, there is an increasing interest in solution concepts modeling some form of communication among players, since they can lead to socially better outcomes with respect to Nash equilibria, and…

Computer Science and Game Theory · Computer Science 2019-10-15 Andrea Celli , Alberto Marchesi , Tommaso Bianchi , Nicola Gatti

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…

Artificial Intelligence · Computer Science 2020-06-15 Edward Lockhart , Marc Lanctot , Julien Pérolat , Jean-Baptiste Lespiau , Dustin Morrill , Finbarr Timbers , Karl Tuyls

We study the problem of guaranteeing low regret in repeated games against an opponent with unknown membership in one of several classes. We add the constraint that our algorithm is non-exploitable, in that the opponent lacks an incentive to…

Computer Science and Game Theory · Computer Science 2022-07-05 Anthony DiGiovanni , Ambuj Tewari

In this paper, we present the Federated Upper Confidence Bound Value Iteration algorithm ($\texttt{Fed-UCBVI}$), a novel extension of the $\texttt{UCBVI}$ algorithm (Azar et al., 2017) tailored for the federated learning framework. We prove…

Machine Learning · Computer Science 2024-10-31 Safwan Labbi , Daniil Tiapkin , Lorenzo Mancini , Paul Mangold , Eric Moulines

We introduce DREAM, a deep reinforcement learning algorithm that finds optimal strategies in imperfect-information games with multiple agents. Formally, DREAM converges to a Nash Equilibrium in two-player zero-sum games and to an…

Machine Learning · Computer Science 2020-12-01 Eric Steinberger , Adam Lerer , Noam Brown

In this paper, we provide a novel and simple algorithm, Clairvoyant Multiplicative Weights Updates (CMWU) for regret minimization in general games. CMWU effectively corresponds to the standard MWU algorithm but where all agents, when…

Computer Science and Game Theory · Computer Science 2022-06-30 Georgios Piliouras , Ryann Sim , Stratis Skoulakis

Value function factorization methods have become a dominant approach for cooperative multiagent reinforcement learning under a centralized training and decentralized execution paradigm. By factorizing the optimal joint action-value function…

Machine Learning · Computer Science 2023-02-14 Yongsheng Mei , Hanhan Zhou , Tian Lan

A celebrated connection in the interface of online learning and game theory establishes that players minimizing swap regret converge to correlated equilibria (CE) -- a seminal game-theoretic solution concept. Despite the long history of…

Computer Science and Game Theory · Computer Science 2024-11-05 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm

This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…

Machine Learning · Computer Science 2016-08-30 Ian Gemp , Sridhar Mahadevan

Existing value-factorized based Multi-Agent deep Reinforce-ment Learning (MARL) approaches are well-performing invarious multi-agent cooperative environment under thecen-tralized training and decentralized execution(CTDE) scheme,where all…

Artificial Intelligence · Computer Science 2019-11-19 Runsheng Yu , Zhenyu Shi , Xinrun Wang , Rundong Wang , Buhong Liu , Xinwen Hou , Hanjiang Lai , Bo An

The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…

Computer Science and Game Theory · Computer Science 2024-02-21 David Sychrovský , Michal Šustr , Elnaz Davoodi , Michael Bowling , Marc Lanctot , Martin Schmid

Gradient descent is arguably one of the most popular online optimization methods with a wide array of applications. However, the standard implementation where agents simultaneously update their strategies yields several undesirable…

Computer Science and Game Theory · Computer Science 2019-07-11 James P. Bailey , Gauthier Gidel , Georgios Piliouras

Effective action abstraction is crucial in tackling challenges associated with large action spaces in Imperfect Information Extensive-Form Games (IIEFGs). However, due to the vast state space and computational complexity in IIEFGs, existing…

Computer Science and Game Theory · Computer Science 2024-03-08 Boning Li , Zhixuan Fang , Longbo Huang

This paper considers repeated games in which one player has more information about the game than the other players. In particular, we investigate repeated two-player zero-sum games where only the column player knows the payoff matrix A of…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Long Tran-Thanh , Tri-Dung Nguyen , Alain B. Zemkoho

Offline learning of strategies takes data efficiency to its extreme by restricting algorithms to a fixed dataset of state-action trajectories. We consider the problem in a mixed-motive multiagent setting, where the goal is to solve a game…

Artificial Intelligence · Computer Science 2026-03-03 Austin A. Nguyen , Michael P. Wellman

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

Computer Science and Game Theory · Computer Science 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha