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Existing studies on provably efficient algorithms for Markov games (MGs) almost exclusively build on the "optimism in the face of uncertainty" (OFU) principle. This work focuses on a different approach of posterior sampling, which is…

Machine Learning · Computer Science 2022-10-06 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Tong Zhang

Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…

Computer Science and Game Theory · Computer Science 2026-02-23 Christine Konicki , Mithun Chakraborty , Michael P. Wellman

We study the problem of learning minimax policies in zero-sum matrix games. Fiegel et al. (2025) recently showed that achieving last-iterate convergence in this setting is harder when the players are uncoupled, by proving a lower bound on…

Machine Learning · Computer Science 2026-04-17 Come Fiegel , Pierre Menard , Tadashi Kozuno , Michal Valko , Vianney Perchet

Fog computing leverages the task offloading capabilities at the network's edge to improve efficiency and enable swift responses to application demands. However, the design of task allocation strategies in a fog computing network is still…

Multiagent Systems · Computer Science 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in $n$-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable…

Computer Science and Game Theory · Computer Science 2022-05-04 Yurong Chen , Xiaotie Deng , Chenchen Li , David Mguni , Jun Wang , Xiang Yan , Yaodong Yang

Mean field games (MFGs) are a promising framework for modeling the behavior of large-population systems. However, solving MFGs can be challenging due to the coupling of forward population evolution and backward agent dynamics. Typically,…

Machine Learning · Computer Science 2024-07-17 Chenyu Zhang , Xu Chen , Xuan Di

In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of…

Computer Science and Game Theory · Computer Science 2023-01-24 Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Machine Learning · Computer Science 2023-01-05 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

We study equilibrium computation with extensive-form correlation in two-player turn-taking stochastic games. Our main results are two-fold: (1) We give an algorithm for computing a Stackelberg extensive-form correlated equilibrium (SEFCE),…

Computer Science and Game Theory · Computer Science 2024-12-24 Hanrui Zhang , Yu Cheng , Vincent Conitzer

Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

Optimization and Control · Mathematics 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

Multiagent Systems · Computer Science 2022-07-11 Kai Cui , Heinz Koeppl

Bayesian games model interactive decision-making where players have incomplete information -- e.g., regarding payoffs and private data on players' strategies and preferences -- and must actively reason and update their belief models (with…

Computer Science and Game Theory · Computer Science 2024-05-24 Zuyuan Zhang , Mahdi Imani , Tian Lan

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…

Machine Learning · Computer Science 2025-02-26 Shinji Ito , Haipeng Luo , Taira Tsuchiya , Yue Wu

Communication compression is essential for scalable distributed training of modern machine learning models, but it often degrades convergence due to the noise it introduces. Error Feedback (EF) mechanisms are widely adopted to mitigate this…

Optimization and Control · Mathematics 2025-11-19 Abdurakhmon Sadiev , Yury Demidovich , Igor Sokolov , Grigory Malinovsky , Sarit Khirirat , Peter Richtárik

In this work, we study potential games and Markov potential games under stochastic cost and bandit feedback. We propose a variant of the Frank-Wolfe algorithm with sufficient exploration and recursive gradient estimation, which provably…

Computer Science and Game Theory · Computer Science 2024-04-11 Jing Dong , Baoxiang Wang , Yaoliang Yu

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Machine Learning · Computer Science 2018-06-08 Chen-Yu Wei , Haipeng Luo

We introduce an online learning algorithm for computing adaptive resource allocation policies against strategic ecological adversaries with unknown behavioral models and partial observability. Our setting addresses a fundamental limitation…

Computational Engineering, Finance, and Science · Computer Science 2026-03-13 Anjali Purathekandy , Deepak N. Subramani

The Counterfactual Regret Minimization (CFR) algorithm and its variants have enabled the development of pokerbots capable of beating the best human players in heads-up (1v1) cash games and competing with them in six-player formats. However,…

Machine Learning · Computer Science 2026-02-24 Narada Maugin , Tristan Cazenave

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…

Computer Science and Game Theory · Computer Science 2024-12-18 Wayne Lin , Georgios Piliouras , Ryann Sim , Antonios Varvitsiotis

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…

Computer Science and Game Theory · Computer Science 2023-11-07 Victor Boone , Panayotis Mertikopoulos