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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…

Machine Learning · Computer Science 2026-04-20 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Michal Valko , Vianney Perchet

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 study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

Computer Science and Game Theory · Computer Science 2016-09-15 Patricia Bouyer , Nicolas Markey , Daniel Stan

We study an optimal targeting problem for super-modular games with binary actions and finitely many players. The considered problem consists in the selection of a subset of players of minimum size such that, when the actions of these…

Computer Science and Game Theory · Computer Science 2020-09-22 Giacomo Como , Stéphane Durand , Fabio Fagnani

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

Modeling strategic conflict from a game theoretical perspective involves dealing with epistemic uncertainty. Payoff uncertainty models are typically restricted to simple probability models due to computational restrictions. Recent…

Computer Science and Game Theory · Computer Science 2019-05-13 Juan Leni , John Levine , John Quigley

This work studies the problem of learning episodic Markov Decision Processes with known transition and bandit feedback. We develop the first algorithm with a ``best-of-both-worlds'' guarantee: it achieves $\mathcal{O}(log T)$ regret when…

Machine Learning · Computer Science 2020-11-03 Tiancheng Jin , Haipeng Luo

We present a new approach to solving games with a countably or uncountably infinite number of players. Such games are often used to model multiagent systems with a large number of agents. The latter are frequently encountered in economics,…

Computer Science and Game Theory · Computer Science 2025-01-17 Carlos Martin , Tuomas Sandholm

Stochastic games have become a prevalent framework for studying long-term multi-agent interactions, especially in the context of multi-agent reinforcement learning. In this work, we comprehensively investigate the concept of constant-memory…

Computer Science and Game Theory · Computer Science 2025-10-16 Fengming Zhu , Fangzhen Lin

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

Optimization and Control · Mathematics 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…

Computer Science and Game Theory · Computer Science 2022-07-08 Lucas Baudin , Rida Laraki

We introduce Cautious Optimism, a framework for substantially faster regularized learning in general games. Cautious Optimism, as a variant of Optimism, adaptively controls the learning pace in a dynamic, non-monotone manner to accelerate…

Machine Learning · Computer Science 2025-11-17 Ashkan Soleymani , Georgios Piliouras , Gabriele Farina

In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…

Optimization and Control · Mathematics 2022-04-06 Yuanhanqing Huang , Jianghai Hu

We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and…

Machine Learning · Computer Science 2017-11-06 Elad Hazan , Karan Singh , Cyril Zhang

Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

Monte-Carlo counterfactual regret minimization (MCCFR) is the state-of-the-art algorithm for solving sequential games that are too large for full tree traversals. It works by using gradient estimates that can be computed via sampling.…

Computer Science and Game Theory · Computer Science 2020-02-21 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

Understanding and predicting the behavior of large-scale multi-agents in games remains a fundamental challenge in multi-agent systems. This paper examines the role of heterogeneity in equilibrium formation by analyzing how smooth…

Computer Science and Game Theory · Computer Science 2025-07-24 Die Hu , Shuyue Hu , Chunjiang Mu , Shiqi Fan , Chen Chu , Jinzhuo Liu , Zhen Wang

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

Generating payoff matrices of normal-form games at random, we calculate the frequency of games with a unique pure strategy Nash equilibrium in the ensemble of $n$-player, $m$-strategy games. These are perfectly predictable as they must…

Theoretical Economics · Economics 2020-11-03 Samuel C. Wiese , Torsten Heinrich
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