Strategizing against Learners in Bayesian Games

We study repeated two-player games where one of the players, the learner, employs a no-regret learning strategy, while the other, the optimizer, is a rational utility maximizer. We consider general Bayesian games, where the payoffs of both the optimizer and the learner could depend on the type, which is drawn from a publicly known distribution, but revealed privately to the learner. We address the following questions: (a) what is the bare minimum that the optimizer is guaranteed to obtain regardless of the no-regret learning algorithm employed by the learner? (b) are there learning algorithms that cap the optimizer payoff at this minimum? (c) can these generalizations be implemented efficiently? While building this theory of optimizer-learner interactions, we define a new combinatorial notion of regret called polytope swap regret, that could be of independent interest in other settings.

• Algorithms and Theory

• Economics and Electronic Commerce