Related papers: Sample-Efficient Learning of Correlated Equilibria…

Multi-task learning in contextual bandits has attracted significant research interest due to its potential to enhance decision-making across multiple related tasks by leveraging shared structures and task-specific heterogeneity. In this…

This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback. Since it is difficult to give the explicit model of the utility functions in dynamic environments, the players' action can only be…

The sequence form, owing to its compact and holistic strategy representation, has demonstrated significant efficiency in computing normal-form perfect equilibria for two-player extensive-form games with perfect recall. Nevertheless, the…

We show that learning algorithms satisfying a $\textit{low approximate regret}$ property experience fast convergence to approximate optimality in a large class of repeated games. Our property, which simply requires that each learner has…

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

The paper is concerned with distributed learning in large-scale games. The well-known fictitious play (FP) algorithm is addressed, which, despite theoretical convergence results, might be impractical to implement in large-scale settings due…

In imperfect information games, the evaluation of a game state not only depends on the observable world but also relies on hidden parts of the environment. As accessing the obstructed information trivialises state evaluations, one approach…

We investigate multi-agent imitation learning (IL) within the framework of mean field games (MFGs), considering the presence of time-varying correlated signals. Existing MFG IL algorithms assume demonstrations are sampled from Mean Field…

We examine the problem of efficiently learning coarse correlated equilibria (CCE) in polyhedral games, that is, normal-form games with an exponentially large number of actions per player and an underlying combinatorial structure. Prominent…

Entropy maximization and free energy minimization are general physical principles for modeling the dynamics of various physical systems. Notable examples include modeling decision-making within the brain using the free-energy principle,…

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

Game theory provides essential analysis in many applications of strategic interactions. However, the question of how to construct a game model and what is its fidelity is seldom addressed. In this work, we consider learning in a class of…

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…

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

We consider a wireless communication system in which $N$ transmitter-receiver pairs want to communicate with each other. Each transmitter transmits data at a certain rate using a power that depends on the channel gain to its receiver. If a…

We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

A celebrated result in the interface of online learning and game theory guarantees that the repeated interaction of no-regret players leads to a coarse correlated equilibrium (CCE) -- a natural game-theoretic solution concept. Despite the…

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 this paper, we contribute to the Extreme Bandit problem, a variant of Multi-Armed Bandits in which the learner seeks to collect the largest possible reward. We first study the concentration of the maximum of i.i.d random variables under…