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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…

In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…

最优化与控制 · 数学 2024-10-30 Bolin Gao , Lacra Pavel

In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…

计算机科学与博弈论 · 计算机科学 2021-10-19 Yu-Guan Hsieh , Kimon Antonakopoulos , Panayotis Mertikopoulos

Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative Weights Update (OMWU) for saddle-point optimization have received growing attention due to their favorable last-iterate convergence. However, their behaviors for simple…

机器学习 · 计算机科学 2021-03-23 Chen-Yu Wei , Chung-Wei Lee , Mengxiao Zhang , Haipeng Luo

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…

计算机科学与博弈论 · 计算机科学 2023-11-10 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

最优化与控制 · 数学 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…

机器学习 · 计算机科学 2026-04-20 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Michal Valko , Vianney Perchet

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

机器学习 · 计算机科学 2024-02-29 Philip Jordan , Anas Barakat , Niao He

We study the convergence of Optimistic Gradient Descent Ascent in unconstrained bilinear games. In a first part, we consider the zero-sum case and extend previous results by Daskalakis et al. in 2018, Liang and Stokes in 2019, and others:…

最优化与控制 · 数学 2022-11-24 Étienne de Montbrun , Jérôme Renault

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

机器学习 · 计算机科学 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry

The study of learning in games has thus far focused primarily on normal form games. In contrast, our understanding of learning in extensive form games (EFGs) and particularly in EFGs with many agents lags far behind, despite them being…

计算机科学与博弈论 · 计算机科学 2022-07-19 Georgios Piliouras , Lillian Ratliff , Ryann Sim , Stratis Skoulakis

We introduce a generalization of zero-sum network multiagent matrix games and prove that alternating gradient descent converges to the set of Nash equilibria at rate $O(1/T)$ for this set of games. Alternating gradient descent obtains this…

计算机科学与博弈论 · 计算机科学 2021-10-07 James P. Bailey

In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum games. First, we provide a precise analysis of Optimistic…

最优化与控制 · 数学 2021-08-18 Ioannis Anagnostides , Paolo Penna

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…

计算机科学与博弈论 · 计算机科学 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

Bargaining games, where agents attempt to agree on how to split utility, are an important class of games used to study economic behavior, which motivates a study of online learning algorithms in these games. In this work, we tackle when…

计算机科学与博弈论 · 计算机科学 2025-07-08 Serafina Kamp , Reese Liebman , Benjamin Fish

Equilibrium computation on Riemannian manifolds provides a unifying framework for numerous problems in machine learning and data analytics. One of the simplest yet most fundamental methods is Riemannian gradient descent (RGD). While its…

Last-iterate convergence of learning dynamics in games has attracted significant recent attention. In two-player zero-sum games with bandit feedback, where only the loss of the selected action pair is observed, Fiegel et al. (2025) show a…

机器学习 · 计算机科学 2026-05-12 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

We introduce an online learning algorithm in the bandit feedback model that, once adopted by all agents of a congestion game, results in game-dynamics that converge to an $\epsilon$-approximate Nash Equilibrium in a polynomial number of…

计算机科学与博弈论 · 计算机科学 2024-01-19 Leello Dadi , Ioannis Panageas , Stratis Skoulakis , Luca Viano , Volkan Cevher

We consider differentiable games where the goal is to find a Nash equilibrium. The machine learning community has recently started using variants of the gradient method (GD). Prime examples are extragradient (EG), the optimistic gradient…

机器学习 · 计算机科学 2020-07-08 Waïss Azizian , Ioannis Mitliagkas , Simon Lacoste-Julien , Gauthier Gidel

This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…

最优化与控制 · 数学 2025-09-25 Zifan Wang , Xinlei Yi , Yi Shen , Michael M. Zavlanos , Karl H. Johansson