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We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…

Machine Learning · Computer Science 2021-01-13 Constantinos Daskalakis , Dylan J. Foster , Noah Golowich

Recently, in [K.R. Apt and S. Simon: Well-founded extensive games with perfect information, TARK21], we studied well-founded games, a natural extension of finite extensive games with perfect information in which all plays are finite. We…

Computer Science and Game Theory · Computer Science 2023-07-18 Krzysztof R. Apt , Sunil Simon

Feedback delays are inevitable in real-world multi-agent learning. They are known to severely degrade performance, and the convergence rate under delayed feedback is still unclear, even for bilinear games. This paper derives the rate of…

Machine Learning · Computer Science 2026-02-20 Yuma Fujimoto , Kenshi Abe , Kaito Ariu

In this paper, the generalized Nash equilibrium (GNE) seeking problem for continuous games with coupled affine inequality constraints is investigated in a partial-decision information scenario, where each player can only access its…

Computer Science and Game Theory · Computer Science 2022-07-29 Min Meng , Xiuxian Li

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…

Computer Science and Game Theory · Computer Science 2013-10-22 M. Sadegh Talebi

Min-max formulations have attracted great attention in the ML community due to the rise of deep generative models and adversarial methods, while understanding the dynamics of gradient algorithms for solving such formulations has remained a…

Machine Learning · Computer Science 2020-03-05 Guojun Zhang , Yaoliang Yu

We study the problem of learning minimax policies in zero-sum matrix games. Fiegel et al. (2025) recently showed that achieving last-iterate convergence in this setting is harder when the players are uncoupled, by proving a lower bound on…

Machine Learning · Computer Science 2026-04-17 Come Fiegel , Pierre Menard , Tadashi Kozuno , Michal Valko , Vianney Perchet

Decision-making individuals often imitate their highest-earning fellows rather than optimize their own utilities, due to bounded rationality and incomplete information. Perpetual fluctuations between decisions have been reported as the…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Yiheng Fu , Pouria Ramazi

While classic work in convex-concave min-max optimization relies on average-iterate convergence results, the emergence of nonconvex applications such as training Generative Adversarial Networks has led to renewed interest in last-iterate…

Optimization and Control · Mathematics 2019-10-29 Jacob Abernethy , Kevin A. Lai , Andre Wibisono

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

Optimization and Control · Mathematics 2023-01-23 Shicong Cen , Yuting Wei , Yuejie Chi

When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…

Computer Science and Game Theory · Computer Science 2025-06-03 Mel Krusniak , Forrest Laine

We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…

Computer Science and Game Theory · Computer Science 2024-03-08 Natalie Collina , Eshwar Ram Arunachaleswaran , Michael Kearns

The extragradient method has gained popularity due to its robust convergence properties for differentiable games. Unlike single-objective optimization, game dynamics involve complex interactions reflected by the eigenvalues of the game…

Machine Learning · Computer Science 2024-02-13 Junhyung Lyle Kim , Gauthier Gidel , Anastasios Kyrillidis , Fabian Pedregosa

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

Computer Science and Game Theory · Computer Science 2022-06-24 Dustin Morrill , Ryan D'Orazio , Reca Sarfati , Marc Lanctot , James R. Wright , Amy Greenwald , Michael Bowling

We study the problem of no-regret learning algorithms for general monotone and smooth games and their last-iterate convergence properties. Specifically, we investigate the problem under bandit feedback and strongly uncoupled dynamics, which…

Computer Science and Game Theory · Computer Science 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

Shuffling gradient methods are widely used in modern machine learning tasks and include three popular implementations: Random Reshuffle (RR), Shuffle Once (SO), and Incremental Gradient (IG). Compared to the empirical success, the…

Machine Learning · Computer Science 2024-06-07 Zijian Liu , Zhengyuan Zhou

In this paper, we study last-iterate convergence of learning algorithms in bilinear saddle-point problems, a preferable notion of convergence that captures the day-to-day behavior of learning dynamics. We focus on the challenging setting…

In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…

Computer Science and Game Theory · Computer Science 2021-10-19 Yu-Guan Hsieh , Kimon Antonakopoulos , Panayotis Mertikopoulos