5 papers
Second-Order Mirror Descent: Convergence in Games Beyond Averaging and Discounting
Bolin Gao, Lacra Pavel
In this paper, we propose a second-order extension of the continuous-time game-theoretic mirror descent (MD) dynamics, referred to as MD2, which provably converges to mere (but not…
Continuous-Time Convergence Rates in Potential and Monotone Games
Bolin Gao, Lacra Pavel
In this paper, we provide exponential rates of convergence to the interior Nash equilibrium for continuous-time dual-space game dynamics such as mirror descent (MD) and actor-criti…
Continuous-time Discounted Mirror-Descent Dynamics in Monotone Concave Games
Bolin Gao, Lacra Pavel
In this paper, we consider concave continuous-kernel games characterized by monotonicity properties and propose discounted mirror descent-type dynamics. We introduce two classes of…
On Passivity, Reinforcement Learning and Higher-Order Learning in Multi-Agent Finite Games
Bolin Gao, Lacra Pavel
In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounte…
On the Properties of the Softmax Function with Application in Game Theory and Reinforcement Learning
Bolin Gao, Lacra Pavel
In this paper, we utilize results from convex analysis and monotone operator theory to derive additional properties of the softmax function that have not yet been covered in the ex…