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A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed…

Machine Learning · Computer Science 2019-12-02 Ryan D'Orazio , Dustin Morrill , James R. Wright

We develop a new theoretical framework, the \emph{envelope complexity}, to analyze the minimax regret with logarithmic loss functions and derive a Bayesian predictor that adaptively achieves the minimax regret over high-dimensional…

Machine Learning · Statistics 2018-10-16 Kohei Miyaguchi , Kenji Yamanishi

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

Machine Learning · Computer Science 2026-05-22 Ioannis Anagnostides , Gabriele Farina , Maxwell Fishelson , Haipeng Luo , Jon Schneider

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 apply Blackwell optimality to repeated games. An equilibrium whose strategy profile is sequentially rational for all high enough discount factors simultaneously is a Blackwell (subgame-perfect, perfect public, etc.) equilibrium. The bite…

Theoretical Economics · Economics 2025-01-13 Costas Cavounidis , Sambuddha Ghosh , Johannes Hörner , Eilon Solan , Satoru Takahashi

Iterated regret minimization has been introduced recently by J.Y. Halpern and R. Pass in classical strategic games. For many games of interest, this new solution concept provides solutions that are judged more reasonable than solutions…

Computer Science and Game Theory · Computer Science 2015-05-18 Emmanuel Filiot , Tristan Le Gall , Jean-François Raskin

The complexity of computing equilibrium refinements has been at the forefront of algorithmic game theory research, but it has remained open in the seminal class of potential games; we close this fundamental gap in this paper. We first show…

Computer Science and Game Theory · Computer Science 2026-02-11 Ioannis Anagnostides , Maria-Florina Balcan , Kiriaki Fragkia , Tuomas Sandholm , Emanuel Tewolde , Brian Hu Zhang

The CFR framework has been a powerful tool for solving large-scale extensive-form games in practice. However, the theoretical rate at which past CFR-based algorithms converge to the Nash equilibrium is on the order of $O(T^{-1/2})$, where…

Computer Science and Game Theory · Computer Science 2019-02-14 Gabriele Farina , Christian Kroer , Noam Brown , Tuomas Sandholm

Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…

Computer Science and Game Theory · Computer Science 2026-02-23 Christine Konicki , Mithun Chakraborty , Michael P. Wellman

We study the problem of computing an Extensive-Form Perfect Equilibrium (EFPE) in 2-player games. This equilibrium concept refines the Nash equilibrium requiring resilience w.r.t. a specific vanishing perturbation (representing mistakes of…

Computer Science and Game Theory · Computer Science 2016-11-16 Gabriele Farina , Nicola Gatti

Regret minimization methods are a powerful tool for learning approximate Nash equilibrium (NE) in two-player zero-sum imperfect information extensive-form games (IIEGs). We consider the problem in the interactive bandit-feedback setting…

Machine Learning · Computer Science 2023-08-21 Linjian Meng , Yang Gao

To establish last-iterate convergence for Counterfactual Regret Minimization (CFR) algorithms in learning a Nash equilibrium (NE) of extensive-form games (EFGs), recent studies reformulate learning an NE of the original EFG as learning the…

Computer Science and Game Theory · Computer Science 2025-03-19 Linjian Meng , Youzhi Zhang , Zhenxing Ge , Shangdong Yang , Tianyu Ding , Wenbin Li , Tianpei Yang , Bo An , Yang Gao

We consider the problem of online learning and its application to solving minimax games. For the online learning problem, Follow the Perturbed Leader (FTPL) is a widely studied algorithm which enjoys the optimal $O(T^{1/2})$ worst-case…

Machine Learning · Computer Science 2020-06-16 Arun Sai Suggala , Praneeth Netrapalli

In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

Computer Science and Game Theory · Computer Science 2025-05-22 Nanxiang Zhou , Jing Dong , Baoxiang Wang

This paper investigates the challenge of learning in black-box games, where the underlying utility function is unknown to any of the agents. While there is an extensive body of literature on the theoretical analysis of algorithms for…

Machine Learning · Computer Science 2024-11-15 Minbiao Han , Fengxue Zhang , Yuxin Chen

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

We study the application of iterative first-order methods to the problem of computing equilibria of large-scale two-player extensive-form games. First-order methods must typically be instantiated with a regularizer that serves as a…

Computer Science and Game Theory · Computer Science 2021-10-14 Gabriele Farina , Christian Kroer , Tuomas Sandholm

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

$\Phi$-equilibria -- and the associated notion of $\Phi$-regret -- are a powerful and flexible framework at the heart of online learning and game theory, whereby enriching the set of deviations $\Phi$ begets stronger notions of rationality.…

A major open question in algorithmic game theory is whether normal-form correlated equilibria (NFCE) can be computed efficiently in succinct games such as extensive-form games [DFF+25,6PR24,FP23,HvS08,VSF08,PR08]. Motivated by this…

Computer Science and Game Theory · Computer Science 2025-07-16 Vincent Cheval , Florian Horn , Soumyajit Paul , Mahsa Shirmohammadi