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Research PaperResearchia:202609.21030

Multiplicative Optimism for Constant Regret in Games

Ashkan Soleymani

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 $O(\sqrt n\log d)$ 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 $O(\sqrt{T\log d})$ regret in t...

Submitted: September 21, 2026Subjects: Mathematics; Mathematics

Description / Details

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(nlog⁑d)O(\sqrt n\log 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(Tlog⁑d)O(\sqrt{T\log d}) regret in the face of adversarial utilities.


Source: arXiv:2609.21976v1 - http://arxiv.org/abs/2609.21976v1 PDF: https://arxiv.org/pdf/2609.21976v1 Original Link: http://arxiv.org/abs/2609.21976v1

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Date:
Sep 21, 2026
Topic:
Mathematics
Area:
Mathematics
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