Robust equilibria in continuous games: From strategic to dynamic robustness
Not on the map. Why?
Abstract (arXiv)
In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain invariant to small -- but otherwise arbitrary -- perturbations to the game's payoff structure, and we provide a crisp geometric characterization thereof. Subsequently, we turn to the question of dynamic robustness, and we examine which equilibria may arise as stable limit points of the dynamics of "follow the regularized leader" (FTRL) in the presence of randomness and uncertainty. Despite their very distinct origins, we establish a structural correspondence between these two notions of robustness: strategic robustness implies dynamic robustness, and, conversely, the requirement of strategic robustness cannot be relaxed if dynamic robustness is to be maintained. Finally, we examine the rate of convergence to robust equilibria as a function of the underlying regularizer, and we show that entropically regularized learning converges at a geometric rate in games with affinely constrained action spaces.
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 17 of its 59 references that are in the map. First posted on arXiv 9 Dec 2025.
Builds on
17 of 59 references.
References · 17
- 2019Introduction to Online Convex Optimizationcited by 793
- 2018Optimistic mirror descent in saddle-point problems: Going the extra (gradient) milecited by 132
- 2018Tsallis-INF: An Optimal Algorithm for Stochastic and Adversarial Banditscited by 123
- 2021Global Convergence of Multi-Agent Policy Gradient in Markov Potential Gamescited by 89
- 2017Bridging the Gap between Constant Step Size Stochastic Gradient Descent and Markov Chainscited by 84
- 2016Learning in games with continuous action sets and unknown payoff functionscited by 78
- 2021Adaptive Learning in Continuous Games: Optimal Regret Bounds and Convergence to Nash Equilibriumcited by 51
- 2020The limits of min-max optimization algorithms: convergence to spurious non-critical setscited by 50
- 2020No-regret learning and mixed Nash equilibria: They do not mixcited by 49
- 2015Fighting Bandits with a New Kind of Smoothnesscited by 45
- 2018Bandit learning in concave N-person gamescited by 32
- 2021Survival of the strictest: Stable and unstable equilibria under regularized learning with partial informationcited by 22
5 more
- 2022A unified stochastic approximation framework for learning in gamescited by 22
- 2022No-Regret Learning in Games with Noisy Feedback: Faster Rates and Adaptivity via Learning Rate Separationcited by 17
- 2022On the convergence of policy gradient methods to Nash equilibria in general stochastic gamescited by 13
- 2023The equivalence of dynamic and strategic stability under regularized learning in gamescited by 4
- 2025The impact of uncertainty on regularized learning in gamescited by 2
Built on by
Not cited yet.