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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

Counterfactual regret minimization (CFR) is a popular method to deal with decision-making problems of two-player zero-sum games with imperfect information. Unlike existing studies that mostly explore for solving larger scale problems or…

Machine Learning · Computer Science 2020-09-15 Huale Li , Xuan Wang , Fengwei Jia , Yifan Li , Yulin Wu , Jiajia Zhang , Shuhan Qi

Inspired by the remarkable success of large neural networks, there has been significant interest in understanding the generalization performance of over-parameterized models. Substantial efforts have been invested in characterizing how…

Machine Learning · Computer Science 2024-01-12 Haoyuan Sun , Khashayar Gatmiry , Kwangjun Ahn , Navid Azizan

We study the problem of minimizing swap regret in structured normal-form games. Players have a very large (potentially infinite) number of pure actions, but each action has an embedding into $d$-dimensional space and payoffs are given by…

Machine Learning · Computer Science 2025-02-14 Maxwell Fishelson , Robert Kleinberg , Princewill Okoroafor , Renato Paes Leme , Jon Schneider , Yifeng Teng

Blackwell approachability is a framework for reasoning about repeated games with vector-valued payoffs. We introduce predictive Blackwell approachability, where an estimate of the next payoff vector is given, and the decision maker tries to…

Computer Science and Game Theory · Computer Science 2021-03-09 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We study how to learn $\epsilon$-optimal strategies in zero-sum imperfect information games (IIG) with trajectory feedback. In this setting, players update their policies sequentially based on their observations over a fixed number of…

Computer Science and Game Theory · Computer Science 2023-09-06 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Rémi Munos , Vianney Perchet , Michal Valko

We consider the problem of minimizing a smooth convex function by reducing the optimization to computing the Nash equilibrium of a particular zero-sum convex-concave game. Zero-sum games can be solved using online learning dynamics, where a…

Machine Learning · Computer Science 2018-11-16 Jun-Kun Wang , Jacob Abernethy

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

Counterfactual Regret Minimization (CFR)} is the popular method for finding approximate Nash equilibrium in two-player zero-sum games with imperfect information. CFR solves games by travsersing the full game tree iteratively, which limits…

Artificial Intelligence · Computer Science 2022-01-04 Huale Li , Xuan Wang , Zengyue Guo , Jiajia Zhang , Shuhan Qi

The dual formulation of empirical risk minimization with f-divergence regularization (ERM-fDR) is introduced. The solution of the dual optimization problem to the ERM-fDR is connected to the notion of normalization function introduced as an…

Machine Learning · Statistics 2025-08-06 Francisco Daunas , Iñaki Esnaola , Samir M. Perlaza

We provide several applications of Optimistic Mirror Descent, an online learning algorithm based on the idea of predictable sequences. First, we recover the Mirror Prox algorithm for offline optimization, prove an extension to Holder-smooth…

Machine Learning · Computer Science 2013-11-11 Alexander Rakhlin , Karthik Sridharan

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,…

Multiagent Systems · Computer Science 2026-02-10 Tuo Zhang , Leonardo Stella

Last-iterate convergence has received extensive study in two player zero-sum games starting from bilinear, convex-concave up to settings that satisfy the MVI condition. Typical methods that exhibit last-iterate convergence for the…

Computer Science and Game Theory · Computer Science 2023-10-05 Yi Feng , Hu Fu , Qun Hu , Ping Li , Ioannis Panageas , Bo Peng , Xiao Wang

Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…

Computer Science and Game Theory · Computer Science 2023-12-27 Jibang Wu , Haifeng Xu , Fan Yao

We study two-player general sum repeated finite games where the rewards of each player are generated from an unknown distribution. Our aim is to find the egalitarian bargaining solution (EBS) for the repeated game, which can lead to much…

Machine Learning · Computer Science 2019-06-05 Aristide Tossou , Christos Dimitrakakis , Jaroslaw Rzepecki , Katja Hofmann

Bargaining games, where agents attempt to agree on how to split utility, are an important class of games used to study economic behavior, which motivates a study of online learning algorithms in these games. In this work, we tackle when…

Computer Science and Game Theory · Computer Science 2025-07-08 Serafina Kamp , Reese Liebman , Benjamin Fish

We investigate a class of reinforcement learning dynamics where players adjust their strategies based on their actions' cumulative payoffs over time - specifically, by playing mixed strategies that maximize their expected cumulative payoff…

Optimization and Control · Mathematics 2016-02-10 Panayotis Mertikopoulos , William H. Sandholm

No-regret learning dynamics play a central role in game theory, enabling decentralized convergence to equilibrium for concepts such as Coarse Correlated Equilibrium (CCE) or Correlated Equilibrium (CE). In this work, we improve the…

Computer Science and Game Theory · Computer Science 2025-11-05 Asrin Efe Yorulmaz , Tamer Başar

Characterizing the performance of no-regret dynamics in multi-player games is a foundational problem at the interface of online learning and game theory. Recent results have revealed that when all players adopt specific learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-11-28 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm , Manolis Zampetakis

Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…

Computer Science and Game Theory · Computer Science 2019-02-07 Trevor Davis , Kevin Waugh , Michael Bowling