Efficient Episodic Learning of Nonstationary and Unknown Zero-Sum Games Using Expert Game Ensembles

Game theory provides essential analysis in many applications of strategic interactions. However, the question of how to construct a game model and what is its fidelity is seldom addressed. In this work, we consider learning in a class of repeated zero-sum games with unknown, time-varying payoff matrix, and noisy feedbacks, by making use of an ensemble of benchmark game models. These models can be pre-trained and collected dynamically during sequential plays. They serve as prior side information ...