4 papers
Stability and Convergence of Optimistic Exponential Weights with Asymmetric Step Sizes in Bimatrix Games
Hédi Hadiji, Sarah Sachs
We study bimatrix two-player games and investigate the last-iterate convergence and stability of equilibria for the iterates generated by the optimistic exponential weights method.…
Tracking solutions of time-varying variational inequalities
Hédi Hadiji, Sarah Sachs, Cristóbal Guzmán
Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers…
Accelerated Rates between Stochastic and Adversarial Online Convex Optimization
Sarah Sachs, Hedi Hadiji, Tim van Erven +1
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamen…
An Online Feasible Point Method for Benign Generalized Nash Equilibrium Problems
Sarah Sachs, Hedi Hadiji, Tim van Erven +1
We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting…