Related papers: Time-Dependent Blackwell Approachability and Appli…
We study the problem of sequential prediction of categorical data and discuss a generalisation of Blackwell's algorithm on 0-1 data. The arguments are based on Blackwell's approachability results given in Blackwell, D. (1956): An Analog of…
This paper considers a discrete-time decision problem wherein a decision maker has to track, on average, a sequence of inputs selected from a convex set $\mathcal X \subset \mathbb{R}^d$ by choosing actions from a possibly non-convex…
Reachability games are two-player games played on a graph, where the objective of $\texttt{REACH}$ player is to reach the target set whereas the objective of $\texttt{SAFE}$ player is to stay away from the target set. Reachability games…
The Colonel Blotto game, introduced by Borel in the 1920s, is often used for modeling various real-life settings, such as elections, lobbying, etc. The game is based on the allocation of limited resources by players to a set of fields. Each…
We present the last of a series of three academic essays which deal with the question of how and why to build a generalized player model. We propose that a general player model needs parameters for subjective experience of play, including:…
We analyze incomplete-information games where an oracle publicly shares information with players. One oracle dominates another if, in every game, it can match the set of equilibrium outcomes induced by the latter. Distinct characterizations…
Admissibility has been studied for games of infinite duration with Boolean objectives. We extend here this study to games of infinite duration with quantitative objectives. First, we show that, un- der the assumption that optimal worst-case…
We consider a trader who wants to direct his portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a black-box algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and…
Understanding the strategic behavior of miners in a blockchain is of great importance for its proper operation. A common model for mining games considers an infinite time horizon, with players optimizing asymptotic average objectives.…
Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…
The convergence of online learning algorithms in games under self-play is a fundamental question in game theory and machine learning. Among various notions of convergence, last-iterate convergence is particularly desirable, as it reflects…
The problem of controlling a finite state Markov chain in the presence of an adversary so as to ensure desired performance levels for a vector of objectives is cast in the framework of Blackwell approachability. Relying on an elementary two…
We present a causality-based algorithm for solving two-player reachability games represented by logical constraints. These games are a useful formalism to model a wide array of problems arising, e.g., in program synthesis. Our technique for…
We provide a unifying view of a large family of previous imitation learning algorithms through the lens of moment matching. At its core, our classification scheme is based on whether the learner attempts to match (1) reward or (2)…
We study online learnability of a wide class of problems, extending the results of (Rakhlin, Sridharan, Tewari, 2010) to general notions of performance measure well beyond external regret. Our framework simultaneously captures such…
We study multiplayer Blackwell games, which are repeated games where the payoff of each player is a bounded and Borel-measurable function of the infinite stream of actions played by the players during the game. These games are an extension…
The literature on ranking from ordinal data is vast, and there are several ways to aggregate overall preferences from pairwise comparisons between objects. In particular, it is well known that any Nash equilibrium of the zero sum game…
It was shown in Flesch and Solan (2022) with a rather involved proof that all two-player stochastic games with finite state and action spaces and shift-invariant payoffs admit an $\epsilon$-equilibrium, for every $\epsilon>0$. Their proof…
We study the well-motivated problem of online distribution shift in which the data arrive in batches and the distribution of each batch can change arbitrarily over time. Since the shifts can be large or small, abrupt or gradual, the length…
In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of…