activity
20172024
most citedEfficient Contextual Bandits in Non-stationary Worlds

97 citations · 462 across the 37 of their papers we have counts for

collaborators

37 papers

cs.GT2024

On Tractable -Equilibria in Non-Concave Games

Yang Cai, Constantinos Daskalakis, Haipeng Luo +2

While Online Gradient Descent and other no-regret learning procedures are known to efficiently converge to a coarse correlated equilibrium in games where each agent's utility is co…

cs.LG2024

Near-Optimal Policy Optimization for Correlated Equilibrium in General-Sum Markov Games

Yang Cai, Haipeng Luo, Chen-Yu Wei +1

We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve convergence rate to a c…

math.OC2023★ 3 cited

Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPs

Dongsheng Ding, Chen-Yu Wei, Kaiqing Zhang +1

We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-ba…

cs.LG2023

First- and Second-Order Bounds for Adversarial Linear Contextual Bandits

Julia Olkhovskaya, Jack Mayo, Tim van Erven +2

We consider the adversarial linear contextual bandit setting, which allows for the loss functions associated with each of arms to change over time without restriction. Assuming…

cs.LG2023★ 1 cited

No-Regret Online Reinforcement Learning with Adversarial Losses and Transitions

Tiancheng Jin, Junyan Liu, Chloé Rouyer +3

Existing online learning algorithms for adversarial Markov Decision Processes achieve regret after rounds of interactions even if the loss functions are chosen…

cs.GT2023

Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games with Bandit Feedback

Yang Cai, Haipeng Luo, Chen-Yu Wei +1

We revisit the problem of learning in two-player zero-sum Markov games, focusing on developing an algorithm that is uncoupled, convergent, and rational, with non-asymptotic converg…