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Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…
Regret Matching+ (RM+) and its variants are important algorithms for solving large-scale games. However, a theoretical understanding of their success in practice is still a mystery. Moreover, recent advances on fast convergence in games are…
Lipschitz games, in which there is a limit $\lambda$ (the Lipschitz value of the game) on how much a player's payoffs may change when some other player deviates, were introduced about 10 years ago by Azrieli and Shmaya. They showed via the…
We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-varying primal-dual version of an accelerated mirror-descent…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
In this paper, we study the problem of learning in quantum games - and other classes of semidefinite games - with scalar, payoff-based feedback. For concreteness, we focus on the widely used matrix multiplicative weights (MMW) algorithm…
Online safe reinforcement learning (RL) plays a key role in dynamic environments, with applications in autonomous driving, robotics, and cybersecurity. The objective is to learn optimal policies that maximize rewards while satisfying safety…
This paper introduces an innovative adaptive scoring framework for children with Neurodevelopmental Disorders (NDD) that is attributed to the integration of multiple metrics, such as spatial attention patterns, temporal engagement, and game…
Cooperation in the evolutionary snowdrift game with a self-questioning updating mechanism is studied on annealed and quenched small-world networks with directed couplings. Around the payoff parameter value $r=0.5$, we find a size-invariant…
We analyze the stability of a nonlinear dynamical model describing the noncooperative strategic interactions among the agents of a finite collection of populations. Each agent selects one strategy at a time and revises it repeatedly…
We consider payoff-based learning of a generalized Nash equilibrium (GNE) in multi-agent systems. Our focus is on games with jointly convex constraints of a linear structure and strongly monotone pseudo-gradients. We present a convergent…
The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…
While score-based generative models have emerged as powerful priors for solving inverse problems, directly integrating them into optimization algorithms such as ADMM remains nontrivial. Two central challenges arise: i) the mismatch between…
This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…
We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires…
While using shaped rewards can be beneficial when solving sparse reward tasks, their successful application often requires careful engineering and is problem specific. For instance, in tasks where the agent must achieve some goal state,…
Adaptive momentum methods have recently attracted a lot of attention for training of deep neural networks. They use an exponential moving average of past gradients of the objective function to update both search directions and learning…
We study the problem of sensor scheduling for an intrusion detection task. We model this as a two-player zero-sum game over a graph, where the defender (Player 1) seeks to identify the optimal strategy for scheduling sensor orientations to…
We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler…