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Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

Machine Learning · Computer Science 2026-05-22 Ioannis Anagnostides , Gabriele Farina , Maxwell Fishelson , Haipeng Luo , Jon Schneider

This paper considers repeated games in which one player has more information about the game than the other players. In particular, we investigate repeated two-player zero-sum games where only the column player knows the payoff matrix A of…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Long Tran-Thanh , Tri-Dung Nguyen , Alain B. Zemkoho

Several works have shown unconditional hardness (via integrality gaps) of computing equilibria using strong hierarchies of convex relaxations. Such results however only apply to the problem of computing equilibria that optimize a certain…

Computational Complexity · Computer Science 2018-06-26 Pravesh K. Kothari , Ruta Mehta

Online gradient descent (OGD) is well known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single-agent setting, it achieves an optimal regret of $\Theta(\log T)$ for strongly convex cost functions; and…

Computer Science and Game Theory · Computer Science 2024-04-01 Michael I. Jordan , Tianyi Lin , Zhengyuan Zhou

We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…

Optimization and Control · Mathematics 2023-02-07 Michael I. Jordan , Tianyi Lin , Manolis Zampetakis

We study online learning problems in which the learner has extra knowledge about the adversary's behaviour, i.e., in game-theoretic settings where opponents typically follow some no-external regret learning algorithms. Under this…

Machine Learning · Computer Science 2023-02-15 Le Cong Dinh , Tri-Dung Nguyen , Alain Zemkoho , Long Tran-Thanh

Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…

Machine Learning · Computer Science 2022-05-16 Ilai Bistritz , Zhengyuan Zhou , Xi Chen , Nicholas Bambos , Jose Blanchet

No-regret learning has a long history of being closely connected to game theory. Recent works have devised uncoupled no-regret learning dynamics that, when adopted by all the players in normal-form games, converge to various equilibrium…

Computer Science and Game Theory · Computer Science 2024-04-24 Weichao Mao , Haoran Qiu , Chen Wang , Hubertus Franke , Zbigniew Kalbarczyk , Tamer Başar

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…

Machine Learning · Computer Science 2021-05-06 Jiaqi Yang , Wei Hu , Jason D. Lee , Simon S. Du

Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…

Machine Learning · Computer Science 2023-10-19 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

In this paper, we investigate the problem of \textit{episodic reinforcement learning} with quantum oracles for state evolution. To this end, we propose an \textit{Upper Confidence Bound} (UCB) based quantum algorithmic framework to…

Machine Learning · Computer Science 2023-02-20 Bhargav Ganguly , Yulian Wu , Di Wang , Vaneet Aggarwal

Games are natural models for multi-agent machine learning settings, such as generative adversarial networks (GANs). The desirable outcomes from algorithmic interactions in these games are encoded as game theoretic equilibrium concepts, e.g.…

Computer Science and Game Theory · Computer Science 2022-02-25 Gabriel P. Andrade , Rafael Frongillo , Georgios Piliouras

Current fault-tolerant quantum compilers allocate error budgets uniformly during resource estimation, causing suboptimal physical resource overhead. We optimize this allocation using a potential game formulation, where Nash Equilibrium…

Quantum Physics · Physics 2026-04-20 Asif Akhtab Ronggon , Tasnuva Farheen

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…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

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

In this paper, we consider Riemannian online convex optimization with dynamic regret. First, we propose two novel algorithms, namely the Riemannian Online Optimistic Gradient Descent (R-OOGD) and the Riemannian Adaptive Online Optimistic…

Optimization and Control · Mathematics 2023-08-31 Xi Wang , Deming Yuan , Yiguang Hong , Zihao Hu , Lei Wang , Guodong Shi

This paper examines the convergence of no-regret learning in Cournot games with continuous actions. Cournot games are the essential model for many socio-economic systems, where players compete by strategically setting their output quantity.…

Computer Science and Game Theory · Computer Science 2020-02-12 Yuanyuan Shi , Baosen Zhang

We study the applicability of quantum algorithms in computational game theory and generalize some results related to Subtraction games, which are sometimes referred to as one-heap Nim games. In quantum game theory, a subset of Subtraction…

Quantum Physics · Physics 2020-06-15 Dmitry Kravchenko , Kamil Khadiev , Danil Serov , Ruslan Kapralov
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