Related papers: Last-iterate Convergence for Symmetric, General-su…
This paper studies the last-iterate convergence properties of the exponential weights algorithm with constant learning rates. We consider a repeated interaction in discrete time, where each player uses an exponential weights algorithm…
The convergence of online learning algorithms in games under self-play is a fundamental question in game theory and machine learning. Among various notions of convergence, last-iterate convergence is particularly desirable, as it reflects…
Non-ergodic convergence of learning dynamics in games is widely studied recently because of its importance in both theory and practice. Recent work (Cai et al., 2024) showed that a broad class of learning dynamics, including Optimistic…
Self-play via online learning is one of the premier ways to solve large-scale two-player zero-sum games, both in theory and practice. Particularly popular algorithms include optimistic multiplicative weights update (OMWU) and optimistic…
Motivated by applications to data networks where fast convergence is essential, we analyze the problem of learning in generic N-person games that admit a Nash equilibrium in pure strategies. Specifically, we consider a scenario where…
In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…
Last-iterate behaviors of learning algorithms in repeated two-player zero-sum games have been extensively studied due to their wide applications in machine learning and related tasks. Typical algorithms that exhibit the last-iterate…
Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…
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…
Equilibrium solution concepts of normal-form games, such as Nash equilibria, correlated equilibria, and coarse correlated equilibria, describe the joint strategy profiles from which no player has incentive to unilaterally deviate. They are…
Turn-based discounted-sum games are two-player zero-sum games played on finite directed graphs. The vertices of the graph are partitioned between player 1 and player 2. Plays are infinite walks on the graph where the next vertex is decided…
We construct a statistical ensemble of games, where in each independent subensemble we have two players playing the same game. We derive the mean payoffs per move of the representative players of the game, and we evaluate all the…
Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…
Autonomous agents should coordinate effectively without prior knowledge of others' intents. While prior work has focused on intent inference, we address the inverse problem: how agents can strategically demonstrate their intents within…
We show that, by using multiplicative weights in a game-theoretic thought experiment (and an important convexity result on the composition of multiplicative weights with the relative entropy function), a symmetric bimatrix game (that is, a…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
We study last-iterate convergence properties of algorithms for solving two-player zero-sum games based on Regret Matching$^+$ (RM$^+$). Despite their widespread use for solving real games, virtually nothing is known about their last-iterate…
This paper considers repeated games in which one player has more information about the game than the other players. In particular, we investigate repeated two-player zero-sum games where only the column player knows the payoff matrix A of…
Imitating successful behavior is a natural and frequently applied approach to trust in when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic…
Motivated by Generative Adversarial Networks, we study the computation of Nash equilibrium in concave network zero-sum games (NZSGs), a multiplayer generalization of two-player zero-sum games first proposed with linear payoffs. Extending…