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We study a repeated contracting setting in which a Principal adaptively chooses amongst $k$ Agents at each of $T$ rounds. The Agents are non-myopic, and so a mechanism for the Principal induces a $T$-round extensive form game amongst the…

Computer Science and Game Theory · Computer Science 2024-02-28 Natalie Collina , Varun Gupta , Aaron Roth

A recent line of work has established uncoupled learning dynamics such that, when employed by all players in a game, each player's \emph{regret} after $T$ repetitions grows polylogarithmically in $T$, an exponential improvement over the…

Computer Science and Game Theory · Computer Science 2022-10-18 Gabriele Farina , Ioannis Anagnostides , Haipeng Luo , Chung-Wei Lee , Christian Kroer , Tuomas Sandholm

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

Optimization and Control · Mathematics 2018-01-17 Panayotis Mertikopoulos , Zhengyuan Zhou

Simple adaptive procedures that converge to correlated equilibria are known to exist for normal form games (Hart and Mas-Colell 2000), but no such analogue exists for extensive-form games. Leveraging inspiration from Zinkevich et al.…

Computer Science and Game Theory · Computer Science 2022-07-15 Hugh Zhang

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

Machine Learning · Computer Science 2026-03-30 Alberto Rumi , Andrew Jacobsen , Nicolò Cesa-Bianchi , Fabio Vitale

This paper studies the optimistic variant of Fictitious Play for learning in two-player zero-sum games. While it is known that Optimistic FTRL -- a regularized algorithm with a bounded stepsize parameter -- obtains constant regret in this…

Machine Learning · Computer Science 2026-01-15 John Lazarsfeld , Georgios Piliouras , Ryann Sim , Stratis Skoulakis

Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…

Computer Science and Game Theory · Computer Science 2019-02-07 Trevor Davis , Kevin Waugh , Michael Bowling

A celebrated connection in the interface of online learning and game theory establishes that players minimizing swap regret converge to correlated equilibria (CE) -- a seminal game-theoretic solution concept. Despite the long history of…

Computer Science and Game Theory · Computer Science 2024-11-05 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm

We study the limiting behavior of the mixed strategies that result from optimal no-regret learning strategies in a repeated game setting where the stage game is any 2 by 2 competitive game. We consider optimal no-regret algorithms that are…

Computer Science and Game Theory · Computer Science 2022-03-03 Vidya Muthukumar , Soham Phade , Anant Sahai

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

In this paper, we establish efficient and uncoupled learning dynamics so that, when employed by all players in multiplayer perfect-recall imperfect-information extensive-form games, the trigger regret of each player grows as $O(\log T)$…

Computer Science and Game Theory · Computer Science 2023-09-20 Ioannis Anagnostides , Gabriele Farina , Tuomas Sandholm

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

We show that learning algorithms satisfying a $\textit{low approximate regret}$ property experience fast convergence to approximate optimality in a large class of repeated games. Our property, which simply requires that each learner has…

Computer Science and Game Theory · Computer Science 2016-12-19 Dylan J. Foster , Zhiyuan Li , Thodoris Lykouris , Karthik Sridharan , Eva Tardos

Two-player zero-sum games of infinite duration and their quantitative versions are used in verification to model the interaction between a controller (Eve) and its environment (Adam). The question usually addressed is that of the existence…

Computer Science and Game Theory · Computer Science 2021-10-29 Paul Hunter , Guillermo A. Pérez , Jean-François Raskin

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

The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Aren Karapetyan , Anastasios Tsiamis , Efe C. Balta , Andrea Iannelli , John Lygeros

No-regret learning dynamics ensure that a learner asymptotically achieves an average reward no worse than that of any fixed strategy. This no-regret guarantee does not determine the value of the asymptotic average reward. Indeed, it is…

Systems and Control · Electrical Eng. & Systems 2026-03-04 Hassan Abdelraouf , Jeff S. Shamma

In this paper we establish efficient and \emph{uncoupled} learning dynamics so that, when employed by all players in a general-sum multiplayer game, the \emph{swap regret} of each player after $T$ repetitions of the game is bounded by…

Computer Science and Game Theory · Computer Science 2022-10-07 Ioannis Anagnostides , Gabriele Farina , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Tuomas Sandholm

Counterfactual Regret Minimization (CFR) is an efficient no-regret learning algorithm for decision problems modeled as extensive games. CFR's regret bounds depend on the requirement of perfect recall: players always remember information…

Computer Science and Game Theory · Computer Science 2012-05-04 Marc Lanctot , Richard Gibson , Neil Burch , Martin Zinkevich , Michael Bowling

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi