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We provide a setting and a general approach to fair online learning with stochastic sensitive and non-sensitive contexts. The setting is a repeated game between the Player and Nature, where at each stage both pick actions based on the…

Machine Learning · Computer Science 2021-11-09 Evgenii Chzhen , Christophe Giraud , Gilles Stoltz

We unify standard frameworks for approachability both in full or partial monitoring by defining a new abstract game, called the "purely informative game", where the outcome at each stage is the maximal information players can obtain,…

Computer Science and Game Theory · Computer Science 2013-01-17 Vianney Perchet , Marc Quincampoix

Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…

Computer Science and Game Theory · Computer Science 2021-02-02 Pranav Ashok , Krishnendu Chatterjee , Jan Kretinsky , Maximilian Weininger , Tobias Winkler

We consider an assignment problem that has aspects of fair division as well as social choice. In particular, we investigate the problem of assigning a small subset from a set of indivisible items to multiple players so that the chosen…

Computer Science and Game Theory · Computer Science 2019-02-06 Warut Suksompong

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

The optimal value computation for turned-based stochastic games with reachability objectives, also known as simple stochastic games, is one of the few problems in $NP \cap coNP$ which are not known to be in $P$. However, there are some…

Computational Complexity · Computer Science 2014-08-10 David Auger , Pierre COUCHENEY , Yann Strozecki

Omniprediction is a learning problem that requires suboptimality bounds for each of a family of losses $\mathcal{L}$ against a family of comparator predictors $\mathcal{C}$. We initiate the study of omniprediction in a multiclass setting,…

Data Structures and Algorithms · Computer Science 2026-02-20 Lunjia Hu , Kevin Tian , Chutong Yang

In approachability with full monitoring there are two types of conditions that are known to be equivalent for convex sets: a primal and a dual condition. The primal one is of the form: a set C is approachable if and only all containing…

Optimization and Control · Mathematics 2013-05-24 Shie Mannor , Vianney Perchet , Gilles Stoltz

Two standard algorithms for approximately solving two-player zero-sum concurrent reachability games are value iteration and strategy iteration. We prove upper and lower bounds of 2^(m^(Theta(N))) on the worst case number of iterations…

Computer Science and Game Theory · Computer Science 2012-03-02 Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen , Peter Bro Miltersen

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…

Optimization and Control · Mathematics 2014-07-16 Dario Bauso , Thomas W L Norman

The hitting set problem is a well-known NP-hard optimization problem in which, given a set of elements and a collection of subsets, the goal is to find the smallest selection of elements, such that each subset contains at least one element…

Computational Geometry · Computer Science 2023-09-26 Sander Aarts , David B. Shmoys

We study two-player multi-weighted reachability games played on a finite directed graph, where an agent, called P1, has several quantitative reachability objectives that he wants to optimize against an antagonistic environment, called P2.…

Computer Science and Game Theory · Computer Science 2025-09-08 Thomas Brihaye , Aline Goeminne

In this paper, we introduce the first algorithmic framework for Blackwell approachability on the sequence-form polytope, the class of convex polytopes capturing the strategies of players in extensive-form games (EFGs). This leads to a new…

Computer Science and Game Theory · Computer Science 2024-03-08 Darshan Chakrabarti , Julien Grand-Clément , Christian Kroer

We investigate refinements of the mean-payoff criterion in two-player zero-sum perfect-information stochastic games. A strategy is Blackwell optimal if it is optimal in the discounted game for all discount factors sufficiently close to $1$.…

Computer Science and Game Theory · Computer Science 2025-06-24 Stéphane Gaubert , Julien Grand-Clément , Ricardo D. Katz

We introduce a simple but general online learning framework in which a learner plays against an adversary in a vector-valued game that changes every round. Even though the learner's objective is not convex-concave (and so the minimax…

Machine Learning · Computer Science 2022-10-14 Daniel Lee , Georgy Noarov , Mallesh Pai , Aaron Roth

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Thomas Lew , Marco Pavone

Reachability games are two-player games played on a graph, where the objective of $\texttt{REACH}$ player is to reach the target set whereas the objective of $\texttt{SAFE}$ player is to stay away from the target set. Reachability games…

Artificial Intelligence · Computer Science 2026-05-12 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Maximilian Seeliger , Đorđe Žikelić

We introduce the concept of attainable sets of payoffs in two-player repeated games with vector payoffs. A set of payoff vectors is called {\em attainable} if player 1 can ensure that there is a finite horizon $T$ such that after time $T$…

Optimization and Control · Mathematics 2014-03-07 Dario Bauso , Ehud Lehrer , Eilon Solan , Xavier Venel

We study the basic allocation problem of assigning resources to players so as to maximize fairness. This is one of the few natural problems that enjoys the intriguing status of having a better estimation algorithm than approximation…

Data Structures and Algorithms · Computer Science 2016-11-24 Chidambaram Annamalai , Christos Kalaitzis , Ola Svensson

We study the Active Simple Hypothesis Testing (ASHT) problem, a simpler variant of the Fixed Budget Best Arm Identification problem. In this work, we provide novel game theoretic formulation of the upper bounds of the ASHT problem. This…

Machine Learning · Computer Science 2025-04-29 Sushant Vijayan