Convergence Rate of Learning a Strongly Variationally Stable Equilibrium

Tatiana Tatarenko; Maryam Kamgarpour

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arXiv · 2304.02355

Convergence Rate of Learning a Strongly Variationally Stable Equilibrium

Tatiana Tatarenko·Maryam Kamgarpour

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Abstract

We derive the rate of convergence to the strongly variationally stable Nash equilibrium in a convex game, for a zeroth-order learning algorithm. Though we do not assume strong monotonicity of the game, our rates for the one-point feedback and for the two-point feedback match the best known rates for strongly monotone games under zeroth-order information.

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Tatiana Tatarenko, Maryam Kamgarpour. 2023-04-05. Convergence Rate of Learning a Strongly Variationally Stable Equilibrium. https://arxiv.org/abs/2304.02355

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