Related papers: Is Learning in Games Good for the Learners?
We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…
Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…
A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…
This paper studies algorithmic decision-making under human's strategic behavior, where a decision maker uses an algorithm to make decisions about human agents, and the latter with information about the algorithm may exert effort…
We study a two-sided market, wherein, price-sensitive heterogeneous customers and servers arrive and join their respective queues. A compatible customer-server pair can then be matched by the platform, at which point, they leave the system.…
Consider a sequence of bits where we are trying to predict the next bit from the previous bits. Assume we are allowed to say 'predict 0' or 'predict 1', and our payoff is +1 if the prediction is correct and -1 otherwise. We will say that at…
This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…
A celebrated result in the interface of online learning and game theory guarantees that the repeated interaction of no-regret players leads to a coarse correlated equilibrium (CCE) -- a natural game-theoretic solution concept. Despite the…
We study a general version of the adversarial online learning problem. We are given a decision set $\mathcal{X}$ in a reflexive Banach space $X$ and a sequence of reward vectors in the dual space of $X$. At each iteration, we choose an…
We consider an N-player multi-armed bandit game where each player chooses one out of M arms for T turns. Each player has different expected rewards for the arms, and the instantaneous rewards are independent and identically distributed or…
In an infinitely repeated general-sum pricing game, independent reinforcement learners may exhibit collusive behavior without any communication, raising concerns about algorithmic collusion. To better understand the learning dynamics, we…
We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and…
We suggest a general method for inferring players' values from their actions in repeated games. The method extends and improves upon the recent suggestion of (Nekipelov et al., EC 2015) and is based on the assumption that players are more…
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…
The increasing prevalence of multi-agent learning systems in society necessitates understanding how to learn effective and safe policies in general-sum multi-agent environments against a variety of opponents, including self-play.…
We study a setting where agents use no-regret learning algorithms to participate in repeated auctions. \citet{kolumbus2022auctions} showed, rather surprisingly, that when bidders participate in second-price auctions using no-regret bidding…
Learning and equilibrium computation in games are fundamental problems across computer science and economics, with applications ranging from politics to machine learning. Much of the work in this area revolves around a simple algorithm…
We study repeated bilateral trade where an adaptive $\sigma$-smooth adversary generates the valuations of sellers and buyers. We provide a complete characterization of the regret regimes for fixed-price mechanisms under different feedback…
Infinitely repeated games can support cooperative outcomes that are not equilibria in the one-shot game. The idea is to make sure that any gains from deviating will be offset by retaliation in future rounds. However, this model of…
We investigate multi-round team competitions between two teams, where each team selects one of its players simultaneously in each round and each player can play at most once. The competition defines an extensive-form game with perfect…