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The existence of simple, uncoupled no-regret dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years that when…

Computer Science and Game Theory · Computer Science 2022-09-05 Andrea Celli , Alberto Marchesi , Gabriele Farina , Nicola Gatti

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

Machine Learning · Computer Science 2025-02-18 Junpei Komiyama , Nishant A. Mehta , Ali Mortazavi

Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…

Optimization and Control · Mathematics 2021-08-31 Renfei Tan , Qi Su , Bin Wu , Long Wang

We study the problem of online learning in a class of Markov decision processes known as linearly solvable MDPs. In the stationary version of this problem, a learner interacts with its environment by directly controlling the state…

Machine Learning · Computer Science 2017-06-07 Gergely Neu , Vicenç Gómez

We study online learning settings in which experts act strategically to maximize their influence on the learning algorithm's predictions by potentially misreporting their beliefs about a sequence of binary events. Our goal is twofold.…

Machine Learning · Computer Science 2020-07-02 Rupert Freeman , David M. Pennock , Chara Podimata , Jennifer Wortman Vaughan

Making an informed decision -- for example, when choosing a career or housing -- requires knowledge about the available options. Such knowledge is generally acquired through costly trial and error, but this learning process can be disrupted…

Machine Learning · Computer Science 2022-04-15 Sarah H. Cen , Devavrat Shah

We study noncooperative games, in which each player's objective is composed of a sequence of ordered- and potentially conflicting-preferences. Problems of this type naturally model a wide variety of scenarios: for example, drivers at a busy…

Computer Science and Game Theory · Computer Science 2025-07-08 Dong Ho Lee , Lasse Peters , David Fridovich-Keil

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…

Computer Science and Game Theory · Computer Science 2023-05-25 Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

We study the voting problem with two alternatives where voters' preferences depend on a not-directly-observable state variable. While equilibria in the one-round voting mechanisms lead to a good decision, they are usually hard to compute…

Computer Science and Game Theory · Computer Science 2025-05-16 Qishen Han , Grant Schoenebeck , Biaoshuai Tao , Lirong Xia

We consider the interaction among agents engaging in a driving task and we model it as general-sum game. This class of games exhibits a plurality of different equilibria posing the issue of equilibrium selection. While selecting the most…

We address the problem of learning to control an unknown nonlinear dynamical system through sequential interactions. Motivated by high-stakes applications in which mistakes can be catastrophic, such as robotics and healthcare, we study…

Machine Learning · Computer Science 2025-04-14 James Wang , Bruce D. Lee , Ingvar Ziemann , Nikolai Matni

The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of $K$ arms of a slot machine, without any foreknowledge of their payouts, except that they are…

Data Structures and Algorithms · Computer Science 2007-05-23 Varsha Dani , Thomas P. Hayes

Correlated equilibrium generalizes Nash equilibrium by allowing a central coordinator to guide players' actions through shared recommendations, similar to how routing apps guide drivers. We investigate how a coordinator can learn a…

Computer Science and Game Theory · Computer Science 2025-09-16 Zhenlong Fang , Aryan Deshwal , Yue Yu

We study the problem of characterizing optimal learning algorithms for playing repeated games against an adversary with unknown payoffs. In this problem, the first player (called the learner) commits to a learning algorithm against a second…

Computer Science and Game Theory · Computer Science 2024-02-16 Eshwar Ram Arunachaleswaran , Natalie Collina , Jon Schneider

In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…

Machine Learning · Computer Science 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

Algorithms for playing in Stackelberg games have been deployed in real-world domains including airport security, anti-poaching efforts, and cyber-crime prevention. However, these algorithms often fail to take into consideration the…

Computer Science and Game Theory · Computer Science 2024-10-15 Keegan Harris , Zhiwei Steven Wu , Maria-Florina Balcan

Consider a market where a seller owns an item for sale and a buyer wants to purchase it. Each player has private information, known as their type. It can be costly and difficult for the players to reach an agreement through direct…

Computer Science and Game Theory · Computer Science 2024-10-29 Zhikang Fan , Weiran Shen

We study the discrete Bertrand pricing game with a non-increasing demand function. The game has $n \ge 2$ players who simultaneously choose prices from the set $\{1/k, 2/k, \ldots, 1\}$, where $k\in\mathbb{N}$. The player who sets the…

Computer Science and Game Theory · Computer Science 2026-02-26 Arnab Maiti , Junyan Liu , Kevin Jamieson , Lillian J. Ratliff

This paper investigates the sublinear regret guarantees of two non-no-regret algorithms in zero-sum games: Fictitious Play, and Online Gradient Descent with constant stepsizes. In general adversarial online learning settings, both…

Machine Learning · Computer Science 2025-06-17 John Lazarsfeld , Georgios Piliouras , Ryann Sim , Andre Wibisono