相关论文: Achieving Logarithmic Regret in KL-Regularized Zer…

This paper introduces the new concept of (follower) satisfaction in Stackelberg games and compares the standard Stackelberg game with its satisfaction version. Simulation results are presented which suggest that the follower adopting…

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

We study online learning and equilibrium computation in games with polyhedral decision sets, a property shared by both normal-form games and extensive-form games (EFGs), when the learning agent is restricted to using a best-response oracle.…

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

We study an extension of the classic stochastic multi-armed bandit problem which involves multiple plays and Markovian rewards in the rested bandits setting. In order to tackle this problem we consider an adaptive allocation rule which at…

Counterfactual regret minimization (CFR) is a popular method to deal with decision-making problems of two-player zero-sum games with imperfect information. Unlike existing studies that mostly explore for solving larger scale problems or…

We study how to learn $\epsilon$-optimal strategies in zero-sum imperfect information games (IIG) with trajectory feedback. In this setting, players update their policies sequentially based on their observations over a fixed number of…

An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an…

We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…

We study $K$-armed bandit problems where the reward distributions of the arms are all supported on the $[0,1]$ interval. It has been a challenge to design regret-efficient randomized exploration algorithms in this setting. Maillard sampling…

Solving strategic games with huge action space is a critical yet under-explored topic in economics, operations research and artificial intelligence. This paper proposes new learning algorithms for solving two-player zero-sum normal-form…

We show that Optimistic Hedge -- a common variant of multiplicative-weights-updates with recency bias -- attains ${\rm poly}(\log T)$ regret in multi-player general-sum games. In particular, when every player of the game uses Optimistic…

We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve $O(T^{-1/2})$ convergence rate to a correlated equilibrium and an accelerated $O(T^{-3/4})$…

We prove that optimistic-follow-the-regularized-leader (OFTRL), together with smooth value updates, finds an $O(T^{-1})$-approximate Nash equilibrium in $T$ iterations for two-player zero-sum Markov games with full information. This…

Online safe reinforcement learning (RL) plays a key role in dynamic environments, with applications in autonomous driving, robotics, and cybersecurity. The objective is to learn optimal policies that maximize rewards while satisfying safety…

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

In this paper, we study the offline and online settings of reinforcement learning from human feedback (RLHF) with KL-regularization -- a widely used objective function in large language model alignment -- under the $\epsilon$ local…

In two-player zero-sum games, the learning dynamic based on optimistic Hedge achieves one of the best-known regret upper bounds among strongly-uncoupled learning dynamics. With an appropriately chosen learning rate, the social and…