Learning in games with continuous action sets and unknown payoff functions
From MaRDI portal
Publication:1717237
DOI10.1007/s10107-018-1254-8zbMath1420.91027arXiv1608.07310OpenAlexW2783096200WikidataQ60142039 ScholiaQ60142039MaRDI QIDQ1717237
Panayotis Mertikopoulos, Zhengyuan Zhou
Publication date: 7 February 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.07310
Related Items
Replicator dynamics: old and new ⋮ Stochastic mirror descent dynamics and their convergence in monotone variational inequalities ⋮ Minibatch Forward-Backward-Forward Methods for Solving Stochastic Variational Inequalities ⋮ On Minty-variational inequalities and evolutionary stable states of generalized monotone games ⋮ Generalized Nash equilibrium seeking algorithm design for distributed multi-cluster games ⋮ Learning equilibrium in bilateral bargaining games ⋮ Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games ⋮ Multiple oracle algorithm to solve continuous games ⋮ No-regret algorithms in on-line learning, games and convex optimization ⋮ A unified stochastic approximation framework for learning in games ⋮ On the convergence of distributed projected gradient play with heterogeneous learning rates in monotone games ⋮ Multi-agent machine learning in self-organizing systems ⋮ Learning Stationary Nash Equilibrium Policies in \(n\)-Player Stochastic Games with Independent Chains ⋮ Continuous time learning algorithms in optimization and game theory ⋮ A timestamp-based projected gradient play for distributed Nash equilibrium seeking in monotone games ⋮ An Inverse-Adjusted Best Response Algorithm for Nash Equilibria ⋮ On the Convergence of Gradient-Like Flows with Noisy Gradient Input ⋮ Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications ⋮ Variance-based subgradient extragradient method for stochastic variational inequality problems ⋮ Unnamed Item ⋮ Hessian Barrier Algorithms for Linearly Constrained Optimization Problems ⋮ Robust Power Management via Learning and Game Design ⋮ On the Convergence of Mirror Descent beyond Stochastic Convex Programming ⋮ A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems ⋮ Learning in nonatomic games. I: Finite action spaces and population games ⋮ Stochastic Superiority Equilibrium in Game Theory ⋮ On Gradient-Based Learning in Continuous Games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Primal-dual subgradient methods for convex problems
- Finite composite games: equilibria and dynamics
- Hedging under uncertainty: regret minimization meets exponentially fast convergence
- Dual extrapolation and its applications to solving variational inequalities and related problems
- The weighted majority algorithm
- Correlated equilibrium and potential games
- Introductory lectures on convex optimization. A basic course.
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- Potential games
- Quantal response equilibria for normal form games
- No-regret dynamics and fictitious play
- Stable games and their dynamics
- On the robustness of learning in games with stochastically perturbed payoff observations
- Higher order game dynamics
- Learning in Games via Reinforcement and Regularization
- Mixed-Strategy Learning With Continuous Action Sets
- Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
- Online Learning and Online Convex Optimization
- Penalty-Regulated Dynamics and Robust Learning Procedures in Games
- Characterizations of Łojasiewicz inequalities: Subgradient flows, talweg, convexity
- Robust Stochastic Approximation Approach to Stochastic Programming
- Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints
- Variational Analysis
- Hessian Riemannian Gradient Flows in Convex Programming
- Solving variational inequalities with Stochastic Mirror-Prox algorithm
- Asynchronous stochastic approximation with differential inclusions
- Individual Q-Learning in Normal Form Games
- The Logic of Animal Conflict
- Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
- Prediction by Categorical Features: Generalization Properties and Application to Feature Ranking
- On the Global Convergence of Stochastic Fictitious Play
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- Convex Analysis
- Generalized Nash equilibrium problems
This page was built for publication: Learning in games with continuous action sets and unknown payoff functions
