1. Playing against no-regret players
- Author
-
'Andrea, Maurizio D and D'Andrea, Maurizio
- Subjects
FOS: Computer and information sciences ,[INFO.INFO-AI] Computer Science [cs]/Artificial Intelligence [cs.AI] ,Computer Science - Artificial Intelligence ,No-Regret ,Applied Mathematics ,ComputingMilieux_PERSONALCOMPUTING ,[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC] ,Management Science and Operations Research ,Industrial and Manufacturing Engineering ,Stackelberg Equilibrium ,Artificial Intelligence (cs.AI) ,Optimization and Control (math.OC) ,Normal Form Games ,Computer Science - Computer Science and Game Theory ,FOS: Mathematics ,[INFO.INFO-GT] Computer Science [cs]/Computer Science and Game Theory [cs.GT] ,Mathematics - Optimization and Control ,Software ,Computer Science and Game Theory (cs.GT) - Abstract
In increasingly different contexts, it happens that a human player has to interact with artificial players who make decisions following decision-making algorithms. How should the human player play against these algorithms to maximize his utility? Does anything change if he faces one or more artificial players? The main goal of the paper is to answer these two questions. Consider n-player games in normal form repeated over time, where we call the human player optimizer, and the (n -- 1) artificial players, learners. We assume that learners play no-regret algorithms, a class of algorithms widely used in online learning and decision-making. In these games, we consider the concept of Stackelberg equilibrium. In a recent paper, Deng, Schneider, and Sivan have shown that in a 2-player game the optimizer can always guarantee an expected cumulative utility of at least the Stackelberg value per round. In our first result, we show, with counterexamples, that this result is no longer true if the optimizer has to face more than one player. Therefore, we generalize the definition of Stackelberg equilibrium introducing the concept of correlated Stackelberg equilibrium. Finally, in the main result, we prove that the optimizer can guarantee at least the correlated Stackelberg value per round. Moreover, using a version of the strong law of large numbers, we show that our result is also true almost surely for the optimizer utility instead of the optimizer's expected utility.
- Published
- 2023