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新论文 · v1arXiv:2610.35004

Follow the Regularized Leader Does Not Converge in Constrained Optimization

Ioannis Anagnostides, Ioannis Panageas, Nikolas Patris, Tuomas Sandholm

原文摘要

Follow the regularized leader (FTRL) is a foundational algorithm in online learning whose regret properties have been extensively studied for decades. However, in stark contrast to mirror descent---and gradient descent in particular---the convergence of FTRL to first-order stationary points in constrained nonconvex optimization was not well understood. In this paper, we show that continuous-time FTRL can fail to converge even asymptotically in infinitely smooth constrained optimization problems: its Karush-Kuhn-Tucker (KKT) gap can remain bounded away from zero indefinitely. This is especially surprising in light of the fact that continuous-time FTRL guarantees a monotonic improvement of the objective value. As a result, we establish that non-convergent behavior of no-regret dynamics---which besets general variational inequality problems---can occur even in potential systems. From a technical standpoint, our construction relies on an infinitely differentiable function where the gradient flow dynamics exhibit decelerating oscillations without ever converging pointwise, which we in turn embed into higher-dimensional FTRL dynamics that sustain a perpetually large KKT gap. We complement our negative result by showing that FTRL with Euclidean regularization does converge when the objective function is analytic. This shows that the analytic property plays a more fundamental role for FTRL than for gradient flow: it governs not only pointwise convergence, but convergence to first-order stationarity itself.

cs.GT · math.OC

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.34906

Fair Division of Lotteries

Ayumi Igarashi, Yeeseok Oh

原文摘要

We study fair division of uncertain items, where the utility of each item is a random variable whose realization is observed only after the allocation is determined. This uncertainty creates a distinction between ex-ante fairness, evaluated before utilities are realized, and ex-post fairness, evaluated after realization. We examine to what extent these two notions are compatible. We first identify conditions under which ex-ante envy-free allocations maximize ex-post envy-freeness probability. These include two-agent instances where utilities toward the same item follow the same distribution from a convolution-power family. For an arbitrary number of agents, we establish analogous optimality results when the common generator is non-atomic or log-concave. Beyond convolution-power families, we derive approximation guarantees for ex-ante envy-free allocations relative to the optimal ex-post envy-freeness probability under log-concave or symmetric utilities. We also study the computational complexity of evaluating ex-post envy-freeness probabilities, establishing hardness results as well as pseudo-polynomial-time algorithms.

cs.GT

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.34892

Order-selection Prophet Inequality (Almost) Goes I.I.D

Bo Peng, Zhihao Gavin Tang

原文摘要

We study the order-selection prophet inequality. A gambler knows the distributions of independent nonnegative random values, chooses the order in which to inspect them, and may irrevocably accept at most one value, at the time it is revealed. Since the order is irrelevant when the values are i.i.d., no algorithm can guarantee more than the optimal i.i.d.\ ratio $Γ_\star\approx0.74544$ of the expected maximum. We give an algorithm with competitive ratio $0.74500001$, less than $4.5\times10^{-4}$ below this bound. The algorithm samples independent arrival times and uses item-dependent thresholds. It is designed so that, conditional on its value, every item is selected with probability equal to a fixed fraction of its probability of being the maximum. We show that the constructions of this form that apply one local rule to every item are exactly those given by an allocation kernel, that is, by a coupling of two uniform random variables. Requiring every rarely winning item to follow the optimal i.i.d.\ threshold path singles out a baseline kernel, for which we prove analytically a ratio $Γ_0\approx0.7389$, defined through a one-dimensional control problem. Our final kernel perturbs this baseline, and its guarantee combines analytic estimates with a rigorous computer-assisted certificate.

cs.DS · cs.GT

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arXiv ↗PDF ↗
版本更新 · v2arXiv:2605.05911

PREFER: Personalized Review Summarization with Online Preference Learning

Millend Roy, Agostino Capponi, Vineet Goyal

原文摘要

Product reviews significantly influence purchasing decisions on e-commerce platforms. However, the sheer volume of reviews can overwhelm users, obscuring information most relevant to their individual needs. Existing e-commerce summarization systems typically produce generic, static summaries that fail to account for the fact that (i) different users prioritize different product characteristics, and (ii) these preferences may evolve with interactions. To address these challenges, we propose an online learning framework that generates personalized summaries for each user by representing user interests in a latent aspect space and selecting preference-aligned review evidence. Our system then iteratively refines its understanding of user preferences by incorporating feedback on the generated summaries directly over time. We evaluate our framework on Amazon Reviews'23 using controlled feedback simulations and robustness checks with held-out-history, independent-embedding, and external LLM-based evaluators. These experiments show improvements in preference-aligned evidence selection under the evaluated feedback settings. A separate human-based study finds that scenario-conditioned summaries are preferred over generic (uniformly-aggregated) alternatives in 69.9% of paired comparisons.

cs.AI · cs.GT · cs.LG · eess.SY · math.OC

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.34643

Competitive exploration in structured environments

James P. Wolfe, Joshua B. Plotkin

原文摘要

Organisms must constantly weigh exploiting the resources they know against exploring for better ones. When foragers compete, the best behavior for each forager also depends on what its competitors do. How does competition change the strategic balance between exploration and exploitation? Here we address this question in a minimal model: two $ε$-greedy temporal-difference learners on a one-dimensional lattice, who start at a small reward at one end and are unaware of a larger reward at the other. For a lone forager, the optimal exploration rate increases monotonically with the value of the distant reward, and with its distance up to a critical distance. When two foragers share the lattice and split rewards, the choice of exploration rate becomes a game whose Nash equilibria have both foragers exploring, both staying, or one exploring while the other stays (anti-coordination). Under local best-response dynamics, pairs of foragers often converge on both exploring or both staying, even when anti-coordination would be socially optimal. This social dilemma arises for a wide range of parameters, and it persists even in a simplified model without explicit spatial structure. A minimal, naturalistic signal, in which one forager informs the other that it has found the distant reward, can remove many of the dilemmas in which both foragers explore, and can produce a Nash equilibrium whose collective payoff exceeds that of every outcome available without signaling.

cs.GT · q-bio.PE

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新论文 · v1arXiv:2610.34625

Online Fair Division with Frequency Predictions

Tzeh Yuan Neoh, Nicholas Teh

原文摘要

We study online fair division of indivisible goods among $n$ agents with frequency predictions: before any good arrives, the algorithm learns the multiset of each agent's values for the goods, but neither the arrival order nor which values of different agents belong to the same good. Neoh et al. (ICML 2026) showed that such predictions allow every share-based guarantee that is achievable offline, and left open whether a positive approximation of envy-freeness up to one good (EF1) is possible. We show that deterministic online algorithms can guarantee $1/2$-EF1 for three agents and $(3-\sqrt5)/2$-EF1 for four agents, whereas for five or more agents, no online algorithm can guarantee any positive approximation of EF1, even with $n+1$ goods and identical predictions. Together with the known result for two agents, a positive approximation of EF1 is therefore possible if and only if $n\leq4$. We also rule out any positive approximation of EFX for three or more agents, even when the valuations take only two distinct positive values. Next, we use the meta-algorithm of Neoh et al. (ICML 2026) to compute an epistemic EFX (EEFX) allocation in polynomial time for any $n$, and hence a $1/(n-1)$-EF$(n-2)$ allocation for $n\geq3$, whereas algorithms that fix a picking sequence in advance can guarantee a positive approximation of EF$k$ if and only if $n\leq k+2$. Finally, for noisy predictions, we give algorithms that return EEFX allocations when the predictions are exact, and guarantee $(1-2\varepsilon+O(\varepsilon^2))$-EEFX under underestimates and, for $n\geq3$, $(1-2(n-1)\varepsilon+O(\varepsilon^2))$-EEFX under overestimates; the linear terms are the best possible, and larger overestimates rule out any positive approximation for such algorithms.

cs.GT · cs.MA

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arXiv ↗PDF ↗
版本更新 · v11arXiv:2201.04266

Safe Equilibrium

Sam Ganzfried

原文摘要

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may obtain an extremely low payoff. On the other hand, a maximin strategy assumes that all opposing agents are playing to minimize our payoff (even if it is not in their best interest), and ensures the maximal possible worst-case payoff, but results in exceedingly conservative play. We propose a new solution concept called safe equilibrium that models opponents as behaving rationally with a specified probability and behaving potentially arbitrarily with the remaining probability. We prove that a safe equilibrium exists in all strategic-form games (for all possible values of the rationality parameters), and prove that its computation is PPAD-hard. We present exact algorithms for computing a safe equilibrium in both 2 and $n$-player games, as well as scalable approximation algorithms.

cs.GT · cs.AI · cs.CR · cs.MA · econ.TH

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arXiv ↗PDF ↗
版本更新 · v11arXiv:2210.16506

Observable Perfect Equilibrium

Sam Ganzfried

原文摘要

While Nash equilibrium has emerged as the central game-theoretic solution concept, many important games contain several Nash equilibria and we must determine how to select between them in order to create real strategic agents. Several Nash equilibrium refinement concepts have been proposed and studied for sequential imperfect-information games, the most prominent being trembling-hand perfect equilibrium, quasi-perfect equilibrium, proper equilibrium, and recently one-sided quasi-perfect equilibrium. These concepts are robust to certain arbitrarily small mistakes, and are guaranteed to always exist; however, we argue that none of these is the correct concept for developing strong agents in sequential games of imperfect information. We define a new equilibrium refinement concept for extensive-form games called observable perfect equilibrium in which the solution is robust over trembles in publicly-observable action probabilities (not necessarily over all action probabilities that may not be observable by opposing players). Observable perfect equilibrium correctly captures the assumption that the opponent is playing as rationally as possible given mistakes that have been observed (while previous solution concepts do not). We prove that observable perfect equilibrium is always guaranteed to exist, and demonstrate that it selects a unique equilibrium in a simplified no-limit poker game where the prior extensive-form refinements retain a continuum of equilibria. We expect observable perfect equilibrium to be a useful equilibrium refinement concept for modeling many important imperfect-information games of interest in artificial intelligence.

cs.GT · cs.AI · cs.MA · econ.TH

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arXiv ↗PDF ↗
版本更新 · v3arXiv:2506.18814

Online Learning in Stabilized Linear Dynamical Games with Adversarial Disturbances

Anas Barakat, John Lazarsfeld, Georgios Piliouras, Antonios Varvitsiotis

原文摘要

We study online learning in linear dynamical games where multiple strategic agents act on a shared state evolving according to a linear dynamical system subject to adversarial disturbances. This setting lies beyond both single-agent nonstochastic online control and classical linear-quadratic games, which typically focus on quadratic objectives and noiseless or stochastic dynamics. Each agent seeks to minimize its own sequence of convex losses under full-state observability. Following the stabilizing-baseline paradigm in nonstochastic online control, we assume access to linear controllers that stabilize the noiseless system and focus on online adaptation by learning disturbance-action corrections. This extends adversarial online control to strategic multi-agent shared-state systems, where each agent's actions shape the state trajectory and hence the realized losses of all learners. Under state-only and aggregate-input feedback models, we analyze agents running online gradient descent with memory to update their own disturbance-action policies. We prove per-agent regret bounds that are sublinear and near-optimal in the time horizon, with population dependence that varies under the specified feedback, opponent policy, and stability assumptions. In the common-interest case, where all agents have identical cost functions, we show that the induced online problem forms a time-varying potential game and derive equilibrium tracking guarantees. Together, our results provide a theoretical framework for adversarial online learning in stabilized linear dynamical games, connecting online control with learning in games.

cs.LG · cs.GT · math.OC

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arXiv ↗PDF ↗
新论文 · v1arXiv:2610.34434

Envy-Free Allocations for Random Non-Additive Valuations

Pasin Manurangsi

原文摘要

Benade et al. (EC 2024) introduced a semi-random model for non-additive fair division in which each agent starts with an arbitrary base valuation over bundles of items and independently permutes the item names uniformly at random. While they proved that envy-free allocations exist with high probability as the number of items grows for $n = 2$ agents, they left open whether the same holds for $n > 2$ agents. We resolve this open question in the affirmative: for any fixed number of agents $n$ and any number of items $m$ divisible by $n$, an envy-free allocation exists with probability $1 - o(1)$ as $m \to \infty$. Our proof combines the second moment method with a connection to the (small-set) expansion of generalized Johnson graphs, which may be of independent interest.

cs.GT · math.CO

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arXiv ↗PDF ↗
新论文 · v1arXiv:2603.08679Google DeepMind

A New Lower Bound for the Random Offerer Mechanism in Bilateral Trade using AI-Guided Evolutionary Search

Yang Cai, Vineet Gupta, Zun Li, Aranyak Mehta

原文摘要

The celebrated Myerson--Satterthwaite theorem shows that in bilateral trade, no mechanism can be simultaneously fully efficient, Bayesian incentive compatible (BIC), and budget balanced (BB). This naturally raises the question of how closely the gains from trade (GFT) achievable by a BIC and BB mechanism can approximate the first-best (fully efficient) benchmark. The optimal BIC and BB mechanism is typically complex and highly distribution-dependent, making it difficult to characterize directly. Consequently, much of the literature analyzes simpler mechanisms such as the Random-Offerer (RO) mechanism and establishes constant-factor guarantees relative to the first-best GFT. An important open question concerns the worst-case performance of the RO mechanism relative to first-best (FB) efficiency. While it was originally hypothesized that the approximation ratio $\frac{\text{GFT}_{\text{FB}}}{\text{GFT}_{\text{RO}}}$ is bounded by $2$, recent work provided counterexamples to this conjecture: Cai et al. proved that the ratio can be strictly larger than $2$, and Babaioff et al. exhibited an explicit example with ratio approximately $2.02$. In this work, we employ AlphaEvolve, an AI-guided evolutionary search framework, to explore the space of value distributions. We identify a new worst-case instance that yields an improved lower bound of $\frac{\text{GFT}_{\text{FB}}}{\text{GFT}_{\text{RO}}} \ge \textbf{2.0749}$. This establishes a new lower bound on the worst-case performance of the Random-Offerer mechanism, demonstrating a wider efficiency gap than previously known.

cs.LG · cs.AI · cs.GT · econ.TH

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arXiv ↗PDF ↗
新论文 · v1arXiv:2503.10910Google Research

Procurement Auctions with Best and Final Offers

Vasilis Gkatzelis, Randolph Preston McAfee, Renato Paes Leme

原文摘要

We study sequential procurement auctions where the sellers are provided with a ``best and final offer'' (BAFO) strategy. This strategy allows each seller $i$ to effectively ``freeze'' their price while remaining active in the auction, and it signals to the buyer, as well as all other sellers, that seller $i$ would reject any price lower than that. This is in contrast to prior work, e.g., on descending auctions, where the options provided to each seller are to either accept a price reduction or reject it and drop out. As a result, the auctions that we consider induce different extensive form games and our goal is to study the subgame perfect equilibria of these games. We focus on settings involving multiple sellers who have full information regarding each other's cost (i.e., the minimum price that they can accept) and a single buyer (the auctioneer) who has no information regarding these costs. Our main result shows that the auctions enhanced with the BAFO strategy can guarantee efficiency in every subgame perfect equilibrium, even if the buyer's valuation function is an arbitrary monotone function. This is in contrast to prior work which required that the buyer's valuation satisfies restrictive properties, like gross substitutes, to achieve efficiency. We then also briefly analyze the seller's cost in the subgame perfect equilibria of these auctions and we show that even if the auctions all return the same outcome, the cost that they induce for the buyer can vary significantly.

cs.GT

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arXiv ↗PDF ↗
新论文 · v1arXiv:2502.20346Google Research

Equilibria and Learning in Modular Marketplaces

Kshipra Bhawalkar, Jeff Dean, Christopher Liaw, Aranyak Mehta, Neel Patel

原文摘要

We envision a marketplace where diverse entities offer specialized "modules" through APIs, allowing users to compose the outputs of these modules for complex tasks within a given budget. This paper studies the market design problem in such an ecosystem, where module owners strategically set prices for their APIs (to maximize their profit) and a central platform orchestrates the aggregation of module outputs at query-time. One can also think about this as a first-price procurement auction with budgets. The first observation is that if the platform's algorithm is to find the optimal set of modules then this could result in a poor outcome, in the sense that there are price equilibria which provide arbitrarily low value for the user. We show that under a suitable version of the "bang-per-buck" algorithm for the knapsack problem, an $\varepsilon$-approximate equilibrium always exists, for any arbitrary $\varepsilon > 0$. Further, our first main result shows that with this algorithm any such equilibrium provides a constant approximation to the optimal value that the buyer could get under various constraints including (i) a budget constraint and (ii) a budget and a matroid constraint. Finally, we demonstrate that these efficient equilibria can be learned through decentralized price adjustments by module owners using no-regret learning algorithms.

cs.GT

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arXiv ↗PDF ↗
新论文 · v1arXiv:2502.20229Google Research

Swap Regret and Correlated Equilibria Beyond Normal-Form Games

Eshwar Ram Arunachaleswaran, Natalie Collina, Yishay Mansour, Mehryar Mohri, Jon Schneider, Balasubramanian Sivan

原文摘要

Swap regret is a notion that has proven itself to be central to the study of general-sum normal-form games, with swap-regret minimization leading to convergence to the set of correlated equilibria and guaranteeing non-manipulability against a self-interested opponent. However, the situation for more general classes of games -- such as Bayesian games and extensive-form games -- is less clear-cut, with multiple candidate definitions for swap-regret but no known efficiently minimizable variant of swap regret that implies analogous non-manipulability guarantees. In this paper, we present a new variant of swap regret for polytope games that we call ``profile swap regret'', with the property that obtaining sublinear profile swap regret is both necessary and sufficient for any learning algorithm to be non-manipulable by an opponent (resolving an open problem of Mansour et al., 2022). Although we show profile swap regret is NP-hard to compute given a transcript of play, we show it is nonetheless possible to design efficient learning algorithms that guarantee at most $O(\sqrt{T})$ profile swap regret. Finally, we explore the correlated equilibrium notion induced by low-profile-swap-regret play, and demonstrate a gap between the set of outcomes that can be implemented by this learning process and the set of outcomes that can be implemented by a third-party mediator (in contrast to the situation in normal-form games).

cs.GT · cs.LG

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arXiv ↗PDF ↗