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This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…

Machine Learning · Computer Science 2022-07-26 Runyu Zhang , Qinghua Liu , Huan Wang , Caiming Xiong , Na Li , Yu Bai

This article discusses two contributions to decision-making in complex partially observable stochastic games. First, we apply two state-of-the-art search techniques that use Monte-Carlo sampling to the task of approximating a…

Computer Science and Game Theory · Computer Science 2014-01-21 Marc Ponsen , Steven de Jong , Marc Lanctot

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

Monte Carlo Counterfactual Regret Minimization (MCCFR) has emerged as a cornerstone algorithm for solving extensive-form games, but its integration with deep neural networks introduces scale-dependent challenges that manifest differently…

Artificial Intelligence · Computer Science 2026-01-29 Zakaria El Jaafari

Self-play methods based on regret minimization have become the state of the art for computing Nash equilibria in large two-players zero-sum extensive-form games. These methods fundamentally rely on the hierarchical structure of the players'…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

Discounted-sum games provide a formal model for the study of reinforcement learning, where the agent is enticed to get rewards early since later rewards are discounted. When the agent interacts with the environment, she may regret her…

Computer Science and Game Theory · Computer Science 2018-11-20 Michaël Cadilhac , Guillermo A. Pérez , Marie van den Bogaard

Regret minimization is a powerful method for finding Nash equilibria in Normal-Form Games (NFGs) and Extensive-Form Games (EFGs), but it typically guarantees convergence only for the average strategy. However, computing the average strategy…

Computer Science and Game Theory · Computer Science 2025-09-18 Hang Ren , Yulin Wu , Shuhan Qi , Jiajia Zhang , Xiaozhen Sun , Tianzi Ma , Xuan Wang

We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…

Machine Learning · Computer Science 2022-04-13 Constantinos Daskalakis , Noah Golowich

Dynamic discrete choice (DDC) models have found widespread application in marketing. However, estimating these becomes challenging in "big data" settings with high-dimensional state-action spaces. To address this challenge, this paper…

Econometrics · Economics 2026-01-06 Ahmed Khwaja , Sonal Srivastava

We propose ABCs (Adaptive Branching through Child stationarity), a best-of-both-worlds algorithm combining Boltzmann Q-learning (BQL), a classic reinforcement learning algorithm for single-agent domains, and counterfactual regret…

Machine Learning · Computer Science 2024-02-20 Luca D'Amico-Wong , Hugh Zhang , Marc Lanctot , David C. Parkes

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

Artificial Intelligence · Computer Science 2025-10-07 Gon Buzaglo , Noah Golowich , Elad Hazan

Conversational recommender systems (CRSs) aim to provide recommendation services via natural language conversations. Although a number of approaches have been proposed for developing capable CRSs, they typically rely on sufficient training…

Computation and Language · Computer Science 2024-06-21 Xiaolei Wang , Kun Zhou , Xinyu Tang , Wayne Xin Zhao , Fan Pan , Zhao Cao , Ji-Rong Wen

In game theory, imperfect-recall decision problems model situations in which an agent forgets information it held before. They encompass games such as the ``absentminded driver'' and team games with limited communication. In this paper, we…

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

Counterfactual Risk Minimization (CRM) is a framework for dealing with the logged bandit feedback problem, where the goal is to improve a logging policy using offline data. In this paper, we explore the case where it is possible to deploy…

Machine Learning · Computer Science 2023-05-26 Houssam Zenati , Eustache Diemert , Matthieu Martin , Julien Mairal , Pierre Gaillard

We develop an algorithmic framework for solving convex optimization problems using no-regret game dynamics. By converting the problem of minimizing a convex function into an auxiliary problem of solving a min-max game in a sequential…

Machine Learning · Computer Science 2023-02-21 Jun-Kun Wang , Jacob Abernethy , Kfir Y. Levy

We show for the first time, to our knowledge, that it is possible to reconcile in online learning in zero-sum games two seemingly contradictory objectives: vanishing time-average regret and non-vanishing step sizes. This phenomenon, that we…

Computer Science and Game Theory · Computer Science 2019-05-14 James P. Bailey , Georgios Piliouras

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…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

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

Many alignment methods, including reinforcement learning from human feedback (RLHF), rely on the Bradley-Terry reward assumption, which is not always sufficient to capture the full range and complexity of general human preferences. We…

Machine Learning · Computer Science 2025-10-15 Yixin Liu , Argyris Oikonomou , Weiqiang Zheng , Yang Cai , Arman Cohan
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