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We present a novel control-theoretic understanding of online optimization and learning in games, via the notion of passivity. Passivity is a fundamental concept in control theory, which abstracts energy conservation and dissipation in…

Machine Learning · Computer Science 2021-06-16 Yun Kuen Cheung , Georgios Piliouras

Last-iterate convergence of learning dynamics in games has attracted significant recent attention. In two-player zero-sum games with bandit feedback, where only the loss of the selected action pair is observed, Fiegel et al. (2025) show a…

Machine Learning · Computer Science 2026-05-12 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

We study online learning and equilibrium computation in games with polyhedral decision sets, a property shared by both normal-form games and extensive-form games (EFGs), when the learning agent is restricted to using a best-response oracle.…

Computer Science and Game Theory · Computer Science 2023-12-07 Darshan Chakrabarti , Gabriele Farina , Christian Kroer

We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…

Machine Learning · Computer Science 2025-06-27 Alexander Appel , Vanessa Kosoy

Regret minimization has played a key role in online learning, equilibrium computation in games, and reinforcement learning (RL). In this paper, we describe a general model-free RL method for no-regret learning based on repeated…

It is a common practice in the current literature of electricity markets to use game-theoretic approaches for strategic price bidding. However, they generally rely on the assumption that the strategic bidders have prior knowledge of rival…

Computer Science and Game Theory · Computer Science 2024-04-05 Arega Getaneh Abate , Dorsa Majdi , Jalal Kazempour , Maryam Kamgarpour

We propose the first regret-based approach to the Graphical Bilinear Bandits problem, where $n$ agents in a graph play a stochastic bilinear bandit game with each of their neighbors. This setting reveals a combinatorial NP-hard problem that…

Machine Learning · Computer Science 2022-10-13 Geovani Rizk , Igor Colin , Albert Thomas , Rida Laraki , Yann Chevaleyre

The widespread deployment of Machine Learning systems everywhere raises challenges, such as dealing with interactions or competition between multiple learners. In that goal, we study multi-agent sequential decision-making by considering…

Computer Science and Game Theory · Computer Science 2025-10-28 Antoine Scheid , Etienne Boursier , Alain Durmus , Eric Moulines , Michael I. Jordan

A considerable chasm has been looming for decades between theory and practice in zero-sum game solving through first-order methods. Although a convergence rate of $T^{-1}$ has long been established, the most effective paradigm in practice…

Computer Science and Game Theory · Computer Science 2026-02-18 Brian Hu Zhang , Ioannis Anagnostides , Tuomas Sandholm

Reinforcement learning (RL) has traditionally been understood from an episodic perspective; the concept of non-episodic RL, where there is no restart and therefore no reliable recovery, remains elusive. A fundamental question in…

Machine Learning · Computer Science 2021-05-31 Shuang Liu , Hao Su

Unsupervised skill discovery aims to learn diverse and distinguishable behaviors in open-ended reinforcement learning. For existing methods, they focus on improving diversity through pure exploration, mutual information optimization, and…

Machine Learning · Computer Science 2025-06-27 He Zhang , Ming Zhou , Shaopeng Zhai , Ying Sun , Hui Xiong

In increasingly different contexts, it happens that a human player has to interact with artificial players who make decisions following decision-making algorithms. How should the human player play against these algorithms to maximize his…

Computer Science and Game Theory · Computer Science 2022-02-22 Maurizio D 'Andrea

Motivated by alternating learning dynamics in two-player games, a recent work by Cevher et al.(2024) shows that $o(\sqrt{T})$ alternating regret is possible for any $T$-round adversarial Online Linear Optimization (OLO) problem, and left as…

Machine Learning · Computer Science 2025-06-19 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

Learning to play zero-sum games is a fundamental problem in game theory and machine learning. While significant progress has been made in minimizing external regret in the self-play settings or with full-information feedback, real-world…

Machine Learning · Computer Science 2026-02-09 Shinji Ito , Haipeng Luo , Arnab Maiti , Taira Tsuchiya , Yue Wu

We consider regret minimization in low-rank MDPs with fixed transition and adversarial losses. Previous work has investigated this problem under either full-information loss feedback with unknown transitions (Zhao et al., 2024), or bandit…

Machine Learning · Computer Science 2024-11-12 Haolin Liu , Zakaria Mhammedi , Chen-Yu Wei , Julian Zimmert

No-regret learning has a long history of being closely connected to game theory. Recent works have devised uncoupled no-regret learning dynamics that, when adopted by all the players in normal-form games, converge to various equilibrium…

Computer Science and Game Theory · Computer Science 2024-04-24 Weichao Mao , Haoran Qiu , Chen Wang , Hubertus Franke , Zbigniew Kalbarczyk , Tamer Başar

We study nonstationary Online Linear Programming (OLP), where $n$ orders arrive sequentially with reward-resource consumption pairs that form a sequence of independent, but not necessarily identically distributed, random vectors. At the…

Data Structures and Algorithms · Computer Science 2026-03-17 Haoran Xu , Owen Shen , Peter Glynn , Yinyu Ye , Patrick Jaillet

The behavior of no-regret learning algorithms is well understood in two-player min-max (i.e, zero-sum) games. In this paper, we investigate the behavior of no-regret learning in min-max games with dependent strategy sets, where the strategy…

Computer Science and Game Theory · Computer Science 2022-04-15 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

A natural goal in multiagent learning besides finding equilibria is to learn rationalizable behavior, where players learn to avoid iteratively dominated actions. However, even in the basic setting of multiplayer general-sum games, existing…

Machine Learning · Computer Science 2022-10-21 Yuanhao Wang , Dingwen Kong , Yu Bai , Chi Jin

Many online decision problems over combinatorial actions are addressed via convex relaxations, leading to online convex optimization with piecewise linear objectives and induced polyhedral structure. We show that regret in such problems is…