Related papers: Zeroth-Order Learning in Continuous Games via Resi…

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Non-cooperative games serve as a powerful framework for capturing the interactions among self-interested players and have broad applicability in modeling a wide range of practical scenarios, ranging from power management to drug delivery.…

We study the problem of no-regret learning algorithms for general monotone and smooth games and their last-iterate convergence properties. Specifically, we investigate the problem under bandit feedback and strongly uncoupled dynamics, which…

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Last-iterate convergence of learning dynamics in games has attracted significant recent attention. In two-player zero-sum games with bandit feedback, where only the loss of the selected action pair is observed, Fiegel et al. (2025) show a…

This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback. Since it is difficult to give the explicit model of the utility functions in dynamic environments, the players' action can only be…

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

We revisit the problem of learning in two-player zero-sum Markov games, focusing on developing an algorithm that is uncoupled, convergent, and rational, with non-asymptotic convergence rates. We start from the case of stateless matrix game…

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

We study a version of the classical zero-sum matrix game with unknown payoff matrix and bandit feedback, where the players only observe each others actions and a noisy payoff. This generalizes the usual matrix game, where the payoff matrix…

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

Zeroth-order optimization (ZO) algorithms have been recently used to solve black-box or simulation-based learning and control problems, where the gradient of the objective function cannot be easily computed but can be approximated using the…

This paper considers an online multi-player resource-sharing game with bandit feedback. Multiple players choose from a finite collection of resources in a time slotted system. In each time slot, each resource brings a random reward that is…

We examine the long-run behavior of multi-agent online learning in games that evolve over time. Specifically, we focus on a wide class of policies based on mirror descent, and we show that the induced sequence of play (a) converges to Nash…

This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

This paper investigates distributed zeroth-order feedback optimization in multi-agent systems with coupled constraints, where each agent operates its local action vector and observes only zeroth-order information to minimize a global cost…

We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the…