Bandit learning in concave N-person games - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2018

Bandit learning in concave N-person games


This paper examines the long-run behavior of learning with bandit feedback in non-cooperative concave games. The bandit framework accounts for extremely low-information environments where the agents may not even know they are playing a game; as such, the agents' most sensible choice in this setting would be to employ a no-regret learning algorithm. In general, this does not mean that the players' behavior stabilizes in the long run: no-regret learning may lead to cycles, even with perfect gradient information. However, if a standard monotonicity condition is satisfied, our analysis shows that no-regret learning based on mirror descent with bandit feedback converges to Nash equilibrium with probability 1. We also derive an upper bound for the convergence rate of the process that nearly matches the best attainable rate for single-agent bandit stochastic optimization.
Fichier principal
Vignette du fichier
BanditConcave-NIPS.pdf (636.43 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-01891523 , version 1 (09-10-2018)


  • HAL Id : hal-01891523 , version 1


Mario Bravo, David Stuart Leslie, Panayotis Mertikopoulos. Bandit learning in concave N-person games. NIPS 2018 - Thirty-second Conference on Neural Information Processing Systems, Dec 2018, Montréal, Canada. pp.1-24. ⟨hal-01891523⟩
149 View
58 Download


Gmail Facebook X LinkedIn More