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In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

Computer Science and Game Theory · Computer Science 2025-05-22 Nanxiang Zhou , Jing Dong , Baoxiang Wang

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…

Computer Science and Game Theory · Computer Science 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

We consider a class of concave continuous games in which the corresponding admissible strategy profile of each player underlies affine coupling constraints. We propose a novel algorithm that leads the relevant population dynamic toward Nash…

Computer Science and Game Theory · Computer Science 2019-10-22 Ezra Tampubolon , Holger Boche

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

Generating adversarial examples (AEs) can be formulated as an optimization problem. Among various optimization-based attacks, the gradient-based PGD and the momentum-based MI-FGSM have garnered considerable interest. However, all these…

Machine Learning · Computer Science 2025-12-17 Wei Tao , Sheng Long , Xin Liu , Wei Li , Qing Tao

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…

Machine Learning · Computer Science 2020-03-20 Kartik Ahuja , Karthikeyan Shanmugam , Kush R. Varshney , Amit Dhurandhar

In this paper, we provide exponential rates of convergence to the interior Nash equilibrium for continuous-time dual-space game dynamics such as mirror descent (MD) and actor-critic (AC). We perform our analysis in $N$-player continuous…

Optimization and Control · Mathematics 2022-02-04 Bolin Gao , Lacra Pavel

In this paper we study two-player bilinear zero-sum games with constrained strategy spaces. An instance of natural occurrences of such constraints is when mixed strategies are used, which correspond to a probability simplex constraint. We…

Computer Science and Game Theory · Computer Science 2022-06-10 Andre Wibisono , Molei Tao , Georgios Piliouras

Research in adversarial learning follows a cat and mouse game between attackers and defenders where attacks are proposed, they are mitigated by new defenses, and subsequently new attacks are proposed that break earlier defenses, and so on.…

Machine Learning · Computer Science 2020-11-13 Ambar Pal , René Vidal

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

Precision matrix estimation is a fundamental topic in multivariate statistics and modern machine learning. This paper proposes an adversarially perturbed precision matrix estimation framework, motivated by recent developments in adversarial…

Methodology · Statistics 2026-03-25 Yiling Xie

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-07-04 Panayotis Mertikopoulos , Ya-Ping Hsieh , Volkan Cevher

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Machine Learning · Computer Science 2020-04-06 Adrian Rivera Cardoso , Jacob Abernethy , He Wang , Huan Xu

Reinforcement learning algorithms for mean-field games offer a scalable framework for optimizing policies in large populations of interacting agents. Existing methods often depend on online interactions or access to system dynamics,…

Machine Learning · Computer Science 2024-10-24 Axel Brunnbauer , Julian Lemmel , Zahra Babaiee , Sophie Neubauer , Radu Grosu

In recent years, attention has been focused on the relationship between black-box optimiza- tion problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for…

Machine Learning · Computer Science 2018-05-15 Megumi Miyashita , Shiro Yano , Toshiyuki Kondo

We address payoff-based decentralized learning in infinite-horizon zero-sum Markov games. In this setting, each player makes decisions based solely on received rewards, without observing the opponent's strategy or actions nor sharing…

Computer Science and Game Theory · Computer Science 2025-02-11 Reda Ouhamma , Maryam Kamgarpour

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…

Optimization and Control · Mathematics 2023-09-08 Yuanhanqing Huang , Jianghai Hu

This letter investigates the convergence and concentration properties of the Stochastic Mirror Descent (SMD) algorithm utilizing biased stochastic subgradients. We establish the almost sure convergence of the algorithm's iterates under the…

Optimization and Control · Mathematics 2024-07-09 Anik Kumar Paul , Arun D Mahindrakar , Rachel K Kalaimani