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In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…

Computer Science and Game Theory · Computer Science 2021-10-19 Yu-Guan Hsieh , Kimon Antonakopoulos , Panayotis Mertikopoulos

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

Artificial Intelligence · Computer Science 2025-10-07 Gon Buzaglo , Noah Golowich , Elad Hazan

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

Characterizing the performance of no-regret dynamics in multi-player games is a foundational problem at the interface of online learning and game theory. Recent results have revealed that when all players adopt specific learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-11-28 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm , Manolis Zampetakis

This paper addresses the problem of steering a discrete-time linear dynamical system from an initial Gaussian distribution to a final distribution in a game-theoretic setting. One of the two players strives to minimize a quadratic payoff,…

Optimization and Control · Mathematics 2020-03-09 Venkata Ramana Makkapati , Tanmay Rajpurohit , Kazuhide Okamoto , Panagiotis Tsiotras

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…

Computer Science and Game Theory · Computer Science 2022-02-11 Niklas Lauffer , Mahsa Ghasemi , Abolfazl Hashemi , Yagiz Savas , Ufuk Topcu

No-regret learners seek to minimize the difference between the loss they cumulated through the actions they played, and the loss they would have cumulated in hindsight had they consistently modified their behavior according to some strategy…

Computer Science and Game Theory · Computer Science 2023-11-09 Gabriele Farina , Charilaos Pipis

The long-run behavior of multi-agent learning - and, in particular, no-regret learning - is relatively well-understood in potential games, where players have aligned interests. By contrast, in harmonic games - the strategic counterpart of…

Computer Science and Game Theory · Computer Science 2024-12-31 Davide Legacci , Panayotis Mertikopoulos , Christos H. Papadimitriou , Georgios Piliouras , Bary S. R. Pradelski

Understanding the behavior of no-regret dynamics in general $N$-player games is a fundamental question in online learning and game theory. A folk result in the field states that, in finite games, the empirical frequency of play under…

Computer Science and Game Theory · Computer Science 2020-10-21 Lampros Flokas , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Thanasis Lianeas , Panayotis Mertikopoulos , Georgios Piliouras

We consider the problem of efficiently learning to play single-leader multi-follower Stackelberg games when the leader lacks knowledge of the lower-level game. Such games arise in hierarchical decision-making problems involving…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Anna Maddux , Marko Maljkovic , Nikolas Geroliminis , Maryam Kamgarpour

We develop an algorithmic framework for solving convex optimization problems using no-regret game dynamics. By converting the problem of minimizing a convex function into an auxiliary problem of solving a min-max game in a sequential…

Machine Learning · Computer Science 2023-02-21 Jun-Kun Wang , Jacob Abernethy , Kfir Y. Levy

Evolutionary game theory provides a mathematical foundation for cross-disciplinary fertilization, especially for integrating ideas from artificial intelligence and game theory. Such integration offers a transparent and rigorous approach to…

Physics and Society · Physics 2023-05-31 Xingru Chen , Feng Fu

Learning and computation of equilibria are central problems in game theory, theory of computation, and artificial intelligence. In this work, we introduce proximal regret, a new notion of regret based on proximal operators that lies…

Computer Science and Game Theory · Computer Science 2025-11-06 Yang Cai , Constantinos Daskalakis , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

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

The orienteering problem is a well-studied and fundamental problem in transportation science. In the problem, we are given a graph with prizes on the nodes and lengths on the edges, together with a budget on the overall tour length. The…

Optimization and Control · Mathematics 2024-07-04 Eduardo Álvarez-Miranda , Markus Sinnl , Kübra Tanınmış

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

In modern advertising platforms, learning algorithms are deployed by budget-constrained bidders to maximize their accumulated value. These algorithms often offer classical utility guarantees like no-regret, i.e., the agent's utility is at…

Computer Science and Game Theory · Computer Science 2026-02-23 Giannis Fikioris , Robert Kleinberg , Yoav Kolumbus , Yishay Mansour , Eva Tardos

We extend the classic regret minimization framework for approximating equilibria in normal-form games by greedily weighing iterates based on regrets observed at runtime. Theoretically, our method retains all previous convergence rate…

Computer Science and Game Theory · Computer Science 2022-04-12 Hugh Zhang , Adam Lerer , Noam Brown

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti