On the convergence of policy gradient methods to Nash equilibria in general stochastic games

A Giannou, K Lotidis, P Mertikopoulos… - Advances in …, 2022 - proceedings.neurips.cc
Learning in stochastic games is a notoriously difficult problem because, in addition to each
other's strategic decisions, the players must also contend with the fact that the game itself …

On the rate of convergence of regularized learning in games: From bandits and uncertainty to optimism and beyond

A Giannou, EV Vlatakis-Gkaragkounis… - Advances in …, 2021 - proceedings.neurips.cc
In this paper, we examine the convergence rate of a wide range of regularized methods for
learning in games. To that end, we propose a unified algorithmic template that we call …

Multi-agent performative prediction: From global stability and optimality to chaos

G Piliouras, FY Yu - Proceedings of the 24th ACM Conference on …, 2023 - dl.acm.org
The recent framework of performative prediction [Perdomo et al. 2020] is aimed at capturing
settings where predictions influence the outcome they want to predict. In this paper, we …

Survival of the strictest: Stable and unstable equilibria under regularized learning with partial information

A Giannou, EV Vlatakis-Gkaragkounis… - … on Learning Theory, 2021 - proceedings.mlr.press
In this paper, we examine the Nash equilibrium convergence properties of no-regret
learning in general N-player games. For concreteness, we focus on the archetypal “follow …

A unified stochastic approximation framework for learning in games

P Mertikopoulos, YP Hsieh, V Cevher - Mathematical Programming, 2024 - Springer
We develop a flexible stochastic approximation framework for analyzing the long-run
behavior of learning in games (both continuous and finite). The proposed analysis template …

The equivalence of dynamic and strategic stability under regularized learning in games

V Boone, P Mertikopoulos - Advances in Neural Information …, 2024 - proceedings.neurips.cc
In this paper, we examine the long-run behavior of regularized, no-regret learning in finite N-
player games. A well-known result in the field states that the empirical frequencies of play …

Semi Bandit Dynamics in Congestion Games: Convergence to Nash Equilibrium and No-Regret Guarantees.

I Panageas, S Skoulakis, L Viano… - International …, 2023 - proceedings.mlr.press
In this work, we propose introduce a variant of online stochastic gradient descent and prove
it converges to Nash equilibria and simultaneously it has sublinear regret for the class of …

Learning in matrix games can be arbitrarily complex

GP Andrade, R Frongillo… - Conference on Learning …, 2021 - proceedings.mlr.press
Many multi-agent systems with strategic interactions have their desired functionality
encoded as the Nash equilibrium of a game, eg machine learning architectures such as …

Computing Bayes–Nash equilibrium strategies in auction games via simultaneous online dual averaging

M Bichler, M Fichtl, M Oberlechner - Operations Research, 2023 - pubsonline.informs.org
Auctions are modeled as Bayesian games with continuous type and action spaces.
Determining equilibria in auction games is computationally hard in general, and no exact …

Learning in quantum games

K Lotidis, P Mertikopoulos, N Bambos - arXiv preprint arXiv:2302.02333, 2023 - arxiv.org
In this paper, we introduce a class of learning dynamics for general quantum games, that we
call" follow the quantum regularized leader"(FTQL), in reference to the classical" follow the …