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We study payoff manipulation in repeated multi-objective Stackelberg games, where a leader may strategically influence a follower's deterministic best response, e.g., by offering a share of their own payoff. We assume that the follower's…

Computer Science and Game Theory · Computer Science 2025-08-27 Phurinut Srisawad , Juergen Branke , Long Tran-Thanh

Guided cooperation allows intelligent agents with heterogeneous capabilities to work together by following a leader-follower type of interaction. However, the associated control problem becomes challenging when the leader agent does not…

Systems and Control · Electrical Eng. & Systems 2024-02-01 Yuhan Zhao , Quanyan Zhu

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

Batch reinforcement learning (RL) defines the task of learning from a fixed batch of data lacking exhaustive exploration. Worst-case optimality algorithms, which calibrate a value-function model class from logged experience and perform some…

Machine Learning · Statistics 2023-10-03 Wenzhuo Zhou , Annie Qu

We study the problem of characterizing optimal learning algorithms for playing repeated games against an adversary with unknown payoffs. In this problem, the first player (called the learner) commits to a learning algorithm against a second…

Computer Science and Game Theory · Computer Science 2024-02-16 Eshwar Ram Arunachaleswaran , Natalie Collina , Jon Schneider

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

Computer Science and Game Theory · Computer Science 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha

In this paper, the two-player leader-follower game with private inputs for feedback Stackelberg strategy is considered. In particular, the follower shares its measurement information with the leader except its historical control inputs…

Optimization and Control · Mathematics 2023-09-18 Yue Sun , Hongdan Li , Huanshui Zhang

We study the problem of no-regret learning algorithms for general monotone and smooth games and their last-iterate convergence properties. Specifically, we investigate the problem under bandit feedback and strongly uncoupled dynamics, which…

Computer Science and Game Theory · Computer Science 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

This paper is concerned with the closed-loop Stackelberg strategy for linear-quadratic leader-follower game. Completely different from the open-loop and feedback Stackelberg strategy, the solvability of the closed-loop solution even the…

Optimization and Control · Mathematics 2024-03-19 Hongdan Li , Juanjuan Xu , Hunashui Zhang

We study the game redesign problem in which an external designer has the ability to change the payoff function in each round, but incurs a design cost for deviating from the original game. The players apply no-regret learning algorithms to…

Computer Science and Game Theory · Computer Science 2021-10-25 Yuzhe Ma , Young Wu , Xiaojin Zhu

The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…

Computer Science and Game Theory · Computer Science 2024-02-21 David Sychrovský , Michal Šustr , Elnaz Davoodi , Michael Bowling , Marc Lanctot , Martin Schmid

In 1996, Mallozzi and Morgan [33] proposed a new model for Stackelberg games which we refer here to as the Bayesian approach. The leader has only partial information about how followers select their reaction among possibly multiple optimal…

Optimization and Control · Mathematics 2023-05-12 David Salas , Anton Svensson

In this tutorial article, we give an overview of new challenges and representative results on distributed no-regret learning in multi-agent systems modeled as repeated unknown games. Four emerging game characteristics---dynamicity,…

Computer Science and Game Theory · Computer Science 2020-02-24 Xiao Xu , Qing Zhao

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

Optimization and Control · Mathematics 2018-01-17 Panayotis Mertikopoulos , Zhengyuan Zhou

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

This work tackles the complexities of multi-player scenarios in \emph{unknown games}, where the primary challenge lies in navigating the uncertainty of the environment through bandit feedback alongside strategic decision-making. We…

Machine Learning · Computer Science 2024-02-27 Yingru Li , Liangqi Liu , Wenqiang Pu , Hao Liang , Zhi-Quan Luo

Stackelberg games are a classic example of bilevel optimization problems, which are often encountered in game theory and economics. These are complex problems with a hierarchical structure, where one optimization task is nested within the…

Computer Science and Game Theory · Computer Science 2013-07-25 Ankur Sinha , Pekka Malo , Anton Frantsev , Kalyanmoy Deb

We study a version of the classical zero-sum matrix game with unknown payoff matrix and bandit feedback, where the players only observe each others actions and a noisy payoff. This generalizes the usual matrix game, where the payoff matrix…

Machine Learning · Computer Science 2021-06-15 Brendan O'Donoghue , Tor Lattimore , Ian Osband

We study online learning in two-player uninformed Markov games, where the opponent's actions and policies are unobserved. In this setting, Tian et al. (2021) show that achieving no-external-regret is impossible without incurring an…

Machine Learning · Computer Science 2026-02-10 Junyan Liu , Haipeng Luo , Zihan Zhang , Lillian J. Ratliff

We address online learning in complex auction settings, such as sponsored search auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner and observed only if the bidder wins an allocation. We leverage the…

Computer Science and Game Theory · Computer Science 2018-06-04 Zhe Feng , Chara Podimata , Vasilis Syrgkanis