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We study a sequential decision-making model where a set of items is repeatedly matched to the same set of agents over multiple rounds. The objective is to determine a sequence of matchings that either maximizes the utility of the least…
We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…
I study adversarial attacks against stochastic bandit algorithms. At each round, the learner chooses an arm, and a stochastic reward is generated. The adversary strategically adds corruption to the reward, and the learner is only able to…
Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…
We study the problem of optimizing a graph-structured objective function under \emph{adversarial} uncertainty. This problem can be modeled as a two-persons zero-sum game between an Engineer and Nature. The Engineer controls a subset of the…
Experiments on the ultimatum game have revealed that humans are remarkably fond of fair play. When asked to share an amount of money, unfair offers are rare and their acceptance rate small. While empathy and spatiality may lead to the…
We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…
Social learning is learning through the observation of or interaction with other individuals; it is critical in the understanding of the collective behaviors of humans in social physics. We study the learning process of agents in a restless…
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'…
Shortest-path games are two-player zero-sum games played on a graph equipped with integer weights. One player, that we call Min, wants to reach a target set of states while minimising the total weight, and the other one has an antagonistic…
It is well-known that for infinitely repeated games, there are computable strategies that have best responses, but no computable best responses. These results were originally proved for either specific games (e.g., Prisoner's dilemma), or…
When subjected to automated decision-making, decision subjects may strategically modify their observable features in ways they believe will maximize their chances of receiving a favorable decision. In many practical situations, the…
We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…
Evolutionary game theory assumes that players replicate a highly scored player's strategy through genetic inheritance. However, when learning occurs culturally, it is often difficult to recognize someone's strategy just by observing the…
We study the problem of adapting to a known sub-rational opponent during online play while remaining robust to rational opponents. We focus on large imperfect-information (zero-sum) games, which makes it impossible to inspect the whole game…
In this note, we consider repeated play of a finite game using learning rules whose period-by-period behavior probabilities or empirical distributions converge to some notion of equilibria of the stage game. Our primary focus is on…
Economic ensembles can be modeled as networks of interacting agents whose be-haviors are described in terms of game theory. The evolutionary paradigm has been applied to two-person games to discover strategies in this context.…
This paper aims to put forward the concept that learning to take safe actions in unknown environments, even with probability one guarantees, can be achieved without the need for an unbounded number of exploratory trials, provided that one…
The model of a non-Bayesian agent who faces a repeated game with incomplete information against Nature is an appropriate tool for modeling general agent-environment interactions. In such a model the environment state (controlled by Nature)…
This paper investigates mixed strategies in dynamic games with perfect information. We present an example to show that a player may obtain higher payoff by playing mixed strategy. By contrast, the main result of the paper shows that every…