On gradient-based methods for finding game-theoretic equilibria
summary
Matches a learning multi-armed bandit problem to a matching market where choices are exclusive so only one agent wins each arm, models agents exploring unknown preferences on both sides, and runs UCB-Gale Shapley by feeding upper confidence bounds into a Gale–Shapley matcher. The paper proves the algorithm achieves logarithmic regret (near-optimal) and quantifies agent interaction via a Δ^2 interaction term, presenting formal theorems and worked analysis rather than just examples.
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