Related papers: Adapting to game trees in zero-sum imperfect infor…
We study the problem of designing adaptive multi-armed bandit algorithms that perform optimally in both the stochastic setting and the adversarial setting simultaneously (often known as a best-of-both-world guarantee). A line of recent…
We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…
We study best-response type learning dynamics for zero-sum polymatrix games under two information settings. The two settings are distinguished by the type of information that each player has about the game and their opponents' strategy. The…
We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…
We study the problem of adapting to a known sub-rational opponent during online play while remaining robust to rational opponents. We focus on large imperfect-information (zero-sum) games, which makes it impossible to inspect the whole game…
We present solutions to a continuous patrolling game played on network. In this zero-sum game, an Attacker chooses a time and place to attack a network for a fixed amount of time. A Patroller patrols the network with the aim of intercepting…
We consider the problem of online learning and its application to solving minimax games. For the online learning problem, Follow the Perturbed Leader (FTPL) is a widely studied algorithm which enjoys the optimal $O(T^{1/2})$ worst-case…
Learning to perform perfect tracking tasks based on measurement data is desirable in the controller design of systems operating repetitively. This motivates the present paper to seek an optimization-based design approach for iterative…
We study the long-term behavior of the fictitious play process in repeated extensive-form games of imperfect information with perfect recall. Each player maintains incorrect beliefs that the moves at all information sets, except the one at…
We consider imperfect information stochastic games where we require the players to use pure (i.e. non randomised) strategies. We consider reachability, safety, B\"uchi and co-B\"uchi objectives, and investigate the existence of…
We consider online imitation learning (OIL), where the task is to find a policy that imitates the behavior of an expert via active interaction with the environment. We aim to bridge the gap between the theory and practice of policy…
We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…
AI algorithms for imperfect-information games are typically compared using performance metrics on individual games, making it difficult to assess robustness across game choices. Card games are a natural domain for imperfect information due…
Financial markets investors are involved in many games -- they must interact with other agents to achieve their goals. Among them are those directly connected with their activity on markets but one cannot neglect other aspects that…
For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some…
State-of-the-art methods for solving 2-player zero-sum imperfect information games rely on linear programming or regret minimization, though not on dynamic programming (DP) or heuristic search (HS), while the latter are often at the core of…
Game-theoretic agents must make plans that optimally gather information about their opponents. These problems are modeled by partially observable stochastic games (POSGs), but planning in fully continuous POSGs is intractable without heavy…
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…
We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…
In this paper, we investigate how randomness and uncertainty influence learning in games. Specifically, we examine a perturbed variant of the dynamics of "follow-the-regularized-leader" (FTRL), where the players' payoff observations and…