Annalisa Barbara | Searcharxiv

arXiv2026

Optimal Rates for Feasible Payoff Set Estimation in Games

We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is whether the learner can rationalize the observed behavior by inferring the players' payoff functions. Rather than producing a single payoff estimate, inverse game theory aims to identify the entire set of payoffs consistent with observed behavior, enabling downstream use in, e.g., counterfactual analysis and mechanism design across applications like auctions, pricing, and security games. We focus on the problem of estimating the set of feasible payoffs with high probability and up to precision $ε$ on the Hausdorff metric. We provide the first minimax-optimal rates for both exact and approximate equilibrium play, in zero-sum as well as general-sum games. Our results provide learning-theoretic foundations for set-valued payoff inference in multi-agent environments.

cs.GT↗

arXiv2025

Locally Differentially Private Thresholding Bandits

This work investigates the impact of ensuring local differential privacy in the thresholding bandit problem. We consider both the fixed budget and fixed confidence settings. We propose methods that utilize private responses, obtained through a Bernoulli-based differentially private mechanism, to identify arms with expected rewards exceeding a predefined threshold. We show that this procedure provides strong privacy guarantees and derive theoretical performance bounds on the proposed algorithms. Additionally, we present general lower bounds that characterize the additional loss incurred by any differentially private mechanism, and show that the presented algorithms match these lower bounds up to poly-logarithmic factors. Our results provide valuable insights into privacy-preserving decision-making frameworks in bandit problems.

cs.LG↗