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We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

Machine Learning · Computer Science 2026-05-22 Ioannis Anagnostides , Gabriele Farina , Maxwell Fishelson , Haipeng Luo , Jon Schneider

We study $n$-player turn-based games played on a finite directed graph. For each play, the players have to pay a cost that they want to minimize. Instead of the well-known notion of Nash equilibrium (NE), we focus on the notion of subgame…

Computer Science and Game Theory · Computer Science 2015-04-13 Thomas Brihaye , Véronique Bruyère , Noémie Meunier , Jean-François Raskin

Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…

Machine Learning · Computer Science 2022-05-16 Ilai Bistritz , Zhengyuan Zhou , Xi Chen , Nicholas Bambos , Jose Blanchet

In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

Machine Learning · Computer Science 2025-12-16 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

Decoding how rational agents should behave in shared systems remains a critical challenge within theoretical computer science, artificial intelligence and economics studies. Central to this challenge is the task of computing the solution…

Computer Science and Game Theory · Computer Science 2025-01-07 Dongge Wang , Xiang Yan , Zehao Dou , Wenhan Huang , Yaodong Yang , Xiaotie Deng

We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Computer Science and Game Theory · Computer Science 2022-10-27 William Brown

Counterfactual Regret Minimization (CFR) is the leading framework for solving large imperfect-information games. It converges to an equilibrium by iteratively traversing the game tree. In order to deal with extremely large games,…

Artificial Intelligence · Computer Science 2019-05-23 Noam Brown , Adam Lerer , Sam Gross , Tuomas Sandholm

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

We study the limiting behavior of the mixed strategies that result from optimal no-regret learning strategies in a repeated game setting where the stage game is any 2 by 2 competitive game. We consider optimal no-regret algorithms that are…

Computer Science and Game Theory · Computer Science 2022-03-03 Vidya Muthukumar , Soham Phade , Anant Sahai

We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow…

Machine Learning · Computer Science 2023-09-06 Yang Cai , Weiqiang Zheng

We study the problem of minimizing swap regret in structured normal-form games. Players have a very large (potentially infinite) number of pure actions, but each action has an embedding into $d$-dimensional space and payoffs are given by…

Machine Learning · Computer Science 2025-02-14 Maxwell Fishelson , Robert Kleinberg , Princewill Okoroafor , Renato Paes Leme , Jon Schneider , Yifeng Teng

Understanding the behavior of no-regret dynamics in general $N$-player games is a fundamental question in online learning and game theory. A folk result in the field states that, in finite games, the empirical frequency of play under…

Computer Science and Game Theory · Computer Science 2020-10-21 Lampros Flokas , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Thanasis Lianeas , Panayotis Mertikopoulos , Georgios Piliouras

This paper examines the convergence of no-regret learning in Cournot games with continuous actions. Cournot games are the essential model for many socio-economic systems, where players compete by strategically setting their output quantity.…

Computer Science and Game Theory · Computer Science 2020-02-12 Yuanyuan Shi , Baosen Zhang

In this paper, a new method is proposed to compute the rolling Nash equilibrium of the time-invariant nonlinear two-person zero-sum differential games. The idea is to discretize the time to transform a differential game into a sequential…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Wei Liao , Xiaohui Wei , Jizhou Lai

We study equilibrium computation with extensive-form correlation in two-player turn-taking stochastic games. Our main results are two-fold: (1) We give an algorithm for computing a Stackelberg extensive-form correlated equilibrium (SEFCE),…

Computer Science and Game Theory · Computer Science 2024-12-24 Hanrui Zhang , Yu Cheng , Vincent Conitzer

We consider the problem of minimizing a smooth convex function by reducing the optimization to computing the Nash equilibrium of a particular zero-sum convex-concave game. Zero-sum games can be solved using online learning dynamics, where a…

Machine Learning · Computer Science 2018-11-16 Jun-Kun Wang , Jacob Abernethy

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…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Long Tran-Thanh , Tri-Dung Nguyen , Alain B. Zemkoho

Nonlinear frequency hopping has emerged as a promising approach for mitigating interference and enhancing range resolution in automotive FMCW radar systems. Achieving an optimal balance between high range-resolution and effective…

Signal Processing · Electrical Eng. & Systems 2025-03-11 Yunian Pan , Jun Li , Lifan Xu , Shunqiao Sun , Quanyan Zhu

Dynamic games provide a fundamental framework for multi-agent decision-making over time, yet computing feedback Nash equilibria (FNEs) in infinite-horizon discrete-time linear-quadratic (LQ) settings remains computationally challenging.…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Shengyuan Huang , Xiaoguang Yang , Yifen Mu , Wenjun Mei