Related papers: Adversarial Learning in Games with Bandit Feedback…

Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…

We investigate a nonstochastic bandit setting in which the loss of an action is not immediately charged to the player, but rather spread over the subsequent rounds in an adversarial way. The instantaneous loss observed by the player at the…

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

Consider N cooperative but non-communicating players where each plays one out of M arms for T turns. Players have different utilities for each arm, representable as an NxM matrix. These utilities are unknown to the players. In each turn…

We study a security threat to adversarial multi-armed bandits, in which an attacker perturbs the loss or reward signal to control the behavior of the victim bandit player. We show that the attacker is able to mislead any no-regret…

The problem of matching markets has been studied for a long time in the literature due to its wide range of applications. Finding a stable matching is a common equilibrium objective in this problem. Since market participants are usually…

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret,…

An adversarial bandit problem with memory constraints is studied where only the statistics of a subset of arms can be stored. A hierarchical learning policy that requires only a sublinear order of memory space in terms of the number of arms…

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

We revisit the problem of learning in two-player zero-sum Markov games, focusing on developing an algorithm that is uncoupled, convergent, and rational, with non-asymptotic convergence rates. We start from the case of stateless matrix game…

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…

An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information…

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…

We show that learning algorithms satisfying a $\textit{low approximate regret}$ property experience fast convergence to approximate optimality in a large class of repeated games. Our property, which simply requires that each learner has…