Multiplicative Optimism for Constant Regret in Games

arXiv:2609.21976 · cs.GT, cs.LG, math.OC · Submitted 2026-09-18 · Read on arXiv

cs.GT, cs.LG, math.OC

Submitted: 2026-09-18

Updated: 2026-09-18

License: http://creativecommons.org/licenses/by/4.0/

The gist: We introduce Multiplicatively Optimistic Regret Matching (MORM), an uncoupled learning rule for finite general-sum games.

Terminology

Abstract

We introduce Multiplicatively Optimistic Regret Matching (MORM), an uncoupled learning rule for finite general-sum games. Under simultaneous full-information self-play, every player achieves external regret O(sqrt n d) uniformly over all horizons, using only one-step optimism. The analysis combines a potential-based regret-matching argument with multiplicative stability and Hellinger control of strategy movement. A learning-rate safeguard additionally gives O(sqrt T d) regret in the face of adversarial utilities.

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