Learning under Opponent Unawareness in Linear-Quadratic Stochastic Games

arXiv:2608.08268 · math.OC, cs.GT, cs.LG, econ.TH · Submitted 2026-08-08 · Read on arXiv

Dantong Chu, Xuefeng Gao, Yufei Zhang

math.OC, cs.GT, cs.LG, econ.TH

Submitted: 2026-08-08

Updated: 2026-08-11

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Nash Equilibrium — 36× in this paper · explained in 2 episodes
• Fixed Point — 9× in this paper · explained in 2 episodes
• Benchmark — 8× in this paper · explained in 2 episodes
• Regret — 7× in this paper · explained in 4 episodes
• Reinforcement Learning — 6× in this paper · explained in 4 episodes
• Decentralized Learning — 5× in this paper · explained in 2 episodes
• Convergence Guarantees — 3× in this paper · explained in 3 episodes
• Hyperparameters — 3× in this paper · explained in 2 episodes
• Q-learning — 3× in this paper · explained in 3 episodes
• Regret Guarantees — 2× in this paper · explained in 2 episodes
• Robustness — 2× in this paper · explained in 6 episodes
• Sequential Quadratic Programming — 2× in this paper
• Accuracy — 1× in this paper · explained in 1 episode
• Consistency — 1× in this paper · explained in 3 episodes
• Error Decomposition — 1× in this paper · explained in 4 episodes
• Limit Cycles — 1× in this paper · explained in 3 episodes
• Regularization — 1× in this paper · explained in 3 episodes
• System Identification — 1× in this paper · explained in 3 episodes
• Verification — 1× in this paper · explained in 2 episodes

Sources

• What Doubling Tricks Can and Can't Do for Multi-Armed Bandits
• Decentralized Best-Response-Based Learning in Two-Player Zero-Sum Stochastic Games: A Finite-Sample Analysis
• Strategic AI in Cournot Markets
• Strategic Collusion of LLM Agents: Market Division in Multi-Commodity Competitions
• Learning Distributed Equilibria in Linear-Quadratic Stochastic Differential Games: An $\alpha$-Potential Approach
• Is Thompson Sampling Susceptible to Algorithmic Collusion?

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