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The linear bandit problem has been studied for many years in both stochastic and adversarial settings. Designing an algorithm that can optimize the environment without knowing the loss type attracts lots of interest. \citet{LeeLWZ021}…

Machine Learning · Computer Science 2023-07-19 Fang Kong , Canzhe Zhao , Shuai Li

Extensive-form games (EFGs) provide a powerful framework for modeling sequential decision making, capturing strategic interaction under imperfect information, chance events, and temporal structure. Most positive algorithmic and theoretical…

Computer Science and Game Theory · Computer Science 2026-05-26 Rui Zheng , Ryann Sim , Antonios Varvitsiotis

We present a novel control-theoretic understanding of online optimization and learning in games, via the notion of passivity. Passivity is a fundamental concept in control theory, which abstracts energy conservation and dissipation in…

Machine Learning · Computer Science 2021-06-16 Yun Kuen Cheung , Georgios Piliouras

A zero-sum two person Perfect Information Stochastic game (PISG) under limiting average payoff has a value and both the maximiser and the minimiser have optimal pure stationary strategies. Firstly we form the matrix of undiscounted payoffs…

Optimization and Control · Mathematics 2023-02-15 K. G. Bakshi , S. Sinha

The offline datasets for imitation learning (IL) in multi-agent games typically contain player trajectories exhibiting diverse strategies, which necessitate measures to prevent learning algorithms from acquiring undesirable behaviors.…

Multiagent Systems · Computer Science 2025-02-17 Shiqi Lei , Kanghoon Lee , Linjing Li , Jinkyoo Park

Grim-trigger strategies are a fundamental mechanism for sustaining equilibria in iterated games: the players cooperate along an agreed path, and as soon as one player deviates, the others form a coalition to play him down to his minmax…

Computer Science and Game Theory · Computer Science 2017-12-29 Dietmar Berwanger , R. Ramanujam

Model checking of strategic ability under imperfect information is known to be hard. The complexity results range from NP-completeness to undecidability, depending on the precise setup of the problem. No less importantly, fixpoint…

Multiagent Systems · Computer Science 2017-03-14 Wojciech Jamroga , Michał Knapik , Damian Kurpiewski

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

Model-Free Reinforcement Learning (RL) algorithms either learn how to map states to expected rewards or search for policies that can maximize a certain performance function. Model-Based algorithms instead, aim to learn an approximation of…

Machine Learning · Computer Science 2024-11-19 Juan Cardenas-Cartagena , Massimiliano Falzari , Marco Zullich , Matthia Sabatelli

This paper aims to solve the optimal strategy against a well-known adaptive algorithm, the Hedge algorithm, in a finitely repeated $2\times 2$ zero-sum game. In the literature, related theoretical results are very rare. To this end, we make…

Optimization and Control · Mathematics 2023-12-18 Xinxiang Guo , Yifen Mu

Understanding an agent's goals from its behavior is fundamental to aligning AI systems with human intentions. Existing goal recognition methods typically rely on an optimal goal-oriented policy representation, which may differ from the…

Artificial Intelligence · Computer Science 2026-02-17 Osher Elhadad , Felipe Meneguzzi , Reuth Mirsky

We study mechanisms of synchronisation, coordination, and equilibrium selection in two-player coordination games on multilayer networks. We apply the approach from evolutionary game theory with three possible update rules: the replicator…

Physics and Society · Physics 2023-08-22 Tomasz Raducha , Maxi San Miguel

We consider the problem of efficiently learning to play single-leader multi-follower Stackelberg games when the leader lacks knowledge of the lower-level game. Such games arise in hierarchical decision-making problems involving…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Anna Maddux , Marko Maljkovic , Nikolas Geroliminis , Maryam Kamgarpour

We study a two-player dynamic Stackelberg game where the follower's intention is unknown to the leader. Classical formulations of the Stackelberg equilibrium (SE) assume that the follower's best response (BR) function is known to the…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Cayetana Salinas-Rodriguez , Jonathan Rogers , Sarah H. Q. Li

Inverse reinforcement learning (IRL) learns a reward function and a corresponding policy that best fit the demonstration data of an expert. However, in the current IRL setting, the learner is isolated from the expert and can only passively…

Machine Learning · Computer Science 2026-05-12 Yue Mao , Shicheng Liu , Siyuan Xu , Minghui Zhu

We develop an Integral Transformation Method (ITM) for the study of suitable optimal control and differential game models. This allows for a solution to such dynamic problems to be found through solving a family of optimization problems…

Theoretical Economics · Economics 2025-01-06 Raouf Boucekkine , Giorgio Fabbri , Salvatore Federico , Fausto Gozzi , Ted Loch-Temzelides , Cristiano Ricci

Adaptivity to the difficulties of a problem is a key property in sequential decision-making problems to broaden the applicability of algorithms. Follow-the-regularized-leader (FTRL) has recently emerged as one of the most promising…

Machine Learning · Computer Science 2024-02-14 Taira Tsuchiya , Shinji Ito , Junya Honda

We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy…

Optimization and Control · Mathematics 2019-03-19 Galit Ashkenazi-Golan , Catherine Rainer , Eilon Solan

A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always…

Optimization and Control · Mathematics 2025-07-15 Jiajia Yu , Xiuyuan Cheng , Jian-Guo Liu , Hongkai Zhao

Imitation learning (IL) aims to learn an optimal policy from demonstrations. However, such demonstrations are often imperfect since collecting optimal ones is costly. To effectively learn from imperfect demonstrations, we propose a novel…

Machine Learning · Computer Science 2019-01-31 Yueh-Hua Wu , Nontawat Charoenphakdee , Han Bao , Voot Tangkaratt , Masashi Sugiyama
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