Polylogarithmic Nash regret achieved for any finite matrix game
The authors study Nash regret minimization in unknown finite matrix games with bandit payoff feedback and observed opponent actions. They develop Optimistic Payoff Balancing (OPB), which achieves instance-dependent O(log^2 T) Nash regret against arbitrary adaptive opponents, including games with nonunique equilibria. This resolves the open problem posed by Maiti et al. (2025), extending their polylogarithmic guarantee from 2x2 games to arbitrary finite dimensions.
3 Oct 2026