Constantinos Varsos | Searcharxiv

arXiv2023

Noisy Games: A Study on the Effect of Noise on Game Specifications

We consider misinformation games, i.e., multi-agent interactions where the players are misinformed with regards to the game that they play, essentially having an \emph{incorrect} understanding of the game setting, without being aware of their misinformation. In this paper, we introduce and study a new family of misinformation games, called Noisy games, where misinformation is due to structured (white) noise that affects additively the payoff values of players. We analyse the general properties of Noisy games and derive theoretical formulas related to ``behavioural consistency'', i.e., the probability that the players behaviour will not be significantly affected by the noise. We show several properties of these formulas, and present an experimental evaluation that validates and visualises these results.

cs.GT↗

arXiv2022

Forward Looking Best-Response Multiplicative Weights Update Methods for Bilinear Zero-sum Games

Our work focuses on extra gradient learning algorithms for finding Nash equilibria in bilinear zero-sum games. The proposed method, which can be formally considered as a variant of Optimistic Mirror Descent \cite{DBLP:conf/iclr/MertikopoulosLZ19}, uses a large learning rate for the intermediate gradient step which essentially leads to computing (approximate) best response strategies against the profile of the previous iteration. Although counter-intuitive at first sight due to the irrationally large, for an iterative algorithm, intermediate learning step, we prove that the method guarantees last-iterate convergence to an equilibrium. Particularly, we show that the algorithm reaches first an $η^{1/ρ}$-approximate Nash equilibrium, with $ρ> 1$, by decreasing the Kullback-Leibler divergence of each iterate by at least $Ω(η^{1+\frac{1}ρ})$, for sufficiently small learning rate, $η$, until the method becomes a contracting map, and converges to the exact equilibrium. Furthermore, we perform experimental comparisons with the optimistic variant of the multiplicative weights update method, by \cite{Daskalakis2019LastIterateCZ} and show that our algorithm has significant practical potential since it offers substantial gains in terms of accelerated convergence.

cs.GT↗