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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

In increasingly different contexts, it happens that a human player has to interact with artificial players who make decisions following decision-making algorithms. How should the human player play against these algorithms to maximize his…

Computer Science and Game Theory · Computer Science 2022-02-22 Maurizio D 'Andrea

We consider the problem of learning to play a repeated multi-agent game with an unknown reward function. Single player online learning algorithms attain strong regret bounds when provided with full information feedback, which unfortunately…

Machine Learning · Computer Science 2019-10-29 Pier Giuseppe Sessa , Ilija Bogunovic , Maryam Kamgarpour , Andreas Krause

A rich class of mechanism design problems can be understood as incomplete-information games between a principal who commits to a policy and an agent who responds, with payoffs determined by an unknown state of the world. Traditionally,…

Theoretical Economics · Economics 2020-09-14 Modibo Camara , Jason Hartline , Aleck Johnsen

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

Reinforcement learning has the potential to automate the acquisition of behavior in complex settings, but in order for it to be successfully deployed, a number of practical challenges must be addressed. First, in real world settings, when…

Machine Learning · Computer Science 2020-11-11 Kelvin Xu , Siddharth Verma , Chelsea Finn , Sergey Levine

We consider the problem of learning to play a repeated contextual game with unknown reward and unknown constraints functions. Such games arise in applications where each agent's action needs to belong to a feasible set, but the feasible set…

Computer Science and Game Theory · Computer Science 2024-05-27 Anna M. Maddux , Maryam Kamgarpour

Incentive design is a popular framework for guiding agents' learning dynamics towards desired outcomes by providing additional payments beyond intrinsic rewards. However, most existing works focus on a finite, small set of agents or assume…

Machine Learning · Computer Science 2025-04-16 Leo Widmer , Jiawei Huang , Niao He

Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the…

Machine Learning · Computer Science 2023-05-09 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

In repeated games, such as auctions, players rely on autonomous learning agents to choose their actions. We study settings in which players have their agents make monetary transfers to other agents during play at their own expense, in order…

Computer Science and Game Theory · Computer Science 2026-02-12 Yoav Kolumbus , Joe Halpern , Éva Tardos

In principal-agent models, a principal offers a contract to an agent to perform a certain task. The agent exerts a level of effort that maximizes her utility. The principal is oblivious to the agent's chosen level of effort, and conditions…

Computer Science and Game Theory · Computer Science 2022-07-14 Alon Cohen , Moran Koren , Argyrios Deligkas

We study the fundamental problem of designing contracts in principal-agent problems under uncertainty. Previous works mostly addressed Bayesian settings in which principal's uncertainty is modeled as a probability distribution over agent's…

Computer Science and Game Theory · Computer Science 2024-02-22 Martino Bernasconi , Matteo Castiglioni , Alberto Marchesi

In this paper, we present a framework for multi-agent learning in a nonstationary dynamic network environment. More specifically, we examine projected gradient play in smooth monotone repeated network games in which the agents'…

Computer Science and Game Theory · Computer Science 2024-08-13 Feras Al Taha , Kiran Rokade , Francesca Parise

We study the discrete Bertrand pricing game with a non-increasing demand function. The game has $n \ge 2$ players who simultaneously choose prices from the set $\{1/k, 2/k, \ldots, 1\}$, where $k\in\mathbb{N}$. The player who sets the…

Computer Science and Game Theory · Computer Science 2026-02-26 Arnab Maiti , Junyan Liu , Kevin Jamieson , Lillian J. Ratliff

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

Machine Learning · Computer Science 2025-06-17 Liad Erez , Tal Lancewicki , Uri Sherman , Tomer Koren , Yishay Mansour

This paper considers games where the utilities for agents are the sum of a term proportional to a social utility, and another term that is an individual cost or reward. The agents are assumed to be irrational in their perception of the…

Computer Science and Game Theory · Computer Science 2026-05-21 Ashok Krishnan K. S. , Helene Le Cadre , Ana Busic

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

We investigate the problem of learning an equilibrium in a generalized two-sided matching market, where agents can adaptively choose their actions based on their assigned matches. Specifically, we consider a setting in which matched agents…

Machine Learning · Computer Science 2025-06-05 Andreas Athanasopoulos , Christos Dimitrakakis

With the recent advances in solving large, zero-sum extensive form games, there is a growing interest in the inverse problem of inferring underlying game parameters given only access to agent actions. Although a recent work provides a…

Machine Learning · Computer Science 2019-03-12 Chun Kai Ling , Fei Fang , J. Zico Kolter