Related papers: Corrupted Learning Dynamics in Games
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…
This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…
In linear bandits, how can a learner effectively learn when facing corrupted rewards? While significant work has explored this question, a holistic understanding across different adversarial models and corruption measures is lacking, as is…
Learning in games is a fundamental problem in machine learning and artificial intelligence, with numerous applications~\citep{silver2016mastering,schrittwieser2020mastering}. This work investigates two-player zero-sum matrix games with an…
This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…
Regret minimization has proved to be a versatile tool for tree-form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, modern extensions of counterfactual regret minimization (CFR)…
We propose an adaptive incentive mechanism that learns the optimal incentives in environments where players continuously update their strategies. Our mechanism updates incentives based on each player's externality, defined as the difference…
A celebrated connection in the interface of online learning and game theory establishes that players minimizing swap regret converge to correlated equilibria (CE) -- a seminal game-theoretic solution concept. Despite the long history of…
Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…
A recent paper by Farina & Pipis (2023) established the existence of uncoupled no-linear-swap regret dynamics with polynomial-time iterations in extensive-form games. The equilibrium points reached by these dynamics, known as linear…
In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…
While single-agent policy optimization in a fixed environment has attracted a lot of research attention recently in the reinforcement learning community, much less is known theoretically when there are multiple agents playing in a…
The existence of simple, uncoupled no-regret dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years that when…
The behaviour of multi-agent learning in competitive settings is often considered under the restrictive assumption of a zero-sum game. Only under this strict requirement is the behaviour of learning well understood; beyond this, learning…
In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…
We study the extent to which standard machine learning algorithms rely on exchangeability and independence of data by introducing a monotone adversarial corruption model. In this model, an adversary, upon looking at a "clean" i.i.d.…
Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…
Robots deployed to the real world must be able to interact with other agents in their environment. Dynamic game theory provides a powerful mathematical framework for modeling scenarios in which agents have individual objectives and…
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…