Learning vs. Optimizing Players in Budgeted Games

Giannis Fikioris, Balasubramanian Sivan, Éva Tardos

We study repeated general games over $T$ rounds between a utility-maximizing optimizer and a learning agent, where budget constraints couple the players' decisions across rounds. Without budgets, low swap regret simultaneously guarantees the learner sublinear regret and caps the optimizer at its Stackelberg value. Budgets break this picture: adversarial no-regret becomes impossible, so the natural goals are non-manipulability---no adaptive optimizer earns more than $\mathtt{BSE} \cdot T + o(T)$, where $\mathtt{BSE}$ is its Budgeted Stackelberg Equilibrium value---and low stochastic regret when the optimizer plays a fixed mixed strategy. We give an efficient, budget-feasible learning algorithm that achieves both goals in every budgeted game: any adaptive optimizer, budgeted or not, earns at most $\mathtt{BSE} \cdot T + O(\sqrt{T})$ in expectation, and if the optimizer plays a fixed mixed strategy on each of a constant number of intervals, the learner has $O(\sqrt{T})$ regret on each such interval. Our learner best responds to forecasts of the optimizer's play that are calibrated in two novel senses, since under budgets the calibration that prevents manipulation no longer yields…