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Corollary 8, p. 5 — optimistic FTRL with η = 1/(2(n−1)) for every player: Σᵢ rᵢ(T) ≤ nR/η = 2n(n−1)R

Proved
RegLearnGames.TotalRegret.corollary_8

by mikedeng1 · Oct 9, 2026 · Mathlib 0df444a (Lean v4.33.1)

no-regret-dynamicsnormal-form-gamesoptimistic-ftrlp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1regret

Consider an nnn-player game, n≥2n \ge 2n≥2, with ddd strategies per player and utilities ui(s)∈[0,1]u_i(s) \in [0,1]ui​(s)∈[0,1]. Each player iii has a regularizer Ri\mathcal R_iRi​ that is 1-strongly convex with respect to ∥⋅∥1\|\cdot\|_1∥⋅∥1​ on the simplex Δ\DeltaΔ, and RRR bounds the range of every regularizer on Δ\DeltaΔ: Ri(f)−Ri(g)≤R\mathcal R_i(f) - \mathcal R_i(g) \le RRi​(f)−Ri​(g)≤R for all iii and f,g∈Δf, g \in \Deltaf,g∈Δ (so RRR may be taken to be max⁡i(sup⁡ΔRi−inf⁡ΔRi)\max_i(\sup_\Delta \mathcal R_i - \inf_\Delta \mathcal R_i)maxi​(supΔ​Ri​−infΔ​Ri​)). Suppose every player runs optimistic FTRL with step size

η=12(n−1)\eta = \frac{1}{2(n-1)}η=2(n−1)1​

and one-step recency bias Mit=uit−1M_i^t = u_i^{t-1}Mit​=uit−1​, where uitu_i^tuit​ is player iii's utility vector against the others' mixed strategies at time ttt (with ui0u_i^0ui0​ computed from the initial profile w0w^0w0). Then for every horizon TTT and every profile of comparators (wi∗)i(w_i^*)_i(wi∗​)i​ with each wi∗∈Δw_i^* \in \Deltawi∗​∈Δ,

∑i∑t=1T⟨wi∗−wit,uit⟩≤nRη=2n(n−1)R,\sum_{i} \sum_{t=1}^T \langle w_i^* - w_i^t, u_i^t\rangle \le \frac{nR}{\eta} = 2n(n-1)R,i∑​t=1∑T​⟨wi∗​−wit​,uit​⟩≤ηnR​=2n(n−1)R,

that is, ∑iri(T)≤nR/η=2n(n−1)R\sum_{i} r_i(T) \le nR/\eta = 2n(n-1)R∑i​ri​(T)≤nR/η=2n(n−1)R, a bound independent of TTT.

This is the paper's constant bound on the total regret of uncoupled no-regret dynamics in general games; with Proposition 2 it gives convergence of the average welfare at rate O(1/T)O(1/T)O(1/T).

Formalization Note The statement holds for every joint trajectory produced by the dynamics (OFTRL is an argmax predicate). 2≤n2 \le n2≤n is added because η\etaη is undefined at n=1n = 1n=1. Per-player regularizers are allowed (footnote 2), a generalization of a common R\mathcal RR. Continuity of each Ri\mathcal R_iRi​ on Δ\DeltaΔ is part of strong convexity here (see the Setting). The "=O(1)= O(1)=O(1)" of the page is not stated; the identity nR/η=2n(n−1)RnR/\eta = 2n(n-1)RnR/η=2n(n−1)R is the second conjunct.

Preamble
import Mathlib
import Definitions.Def_RegLearnGames_TotalRegret_Setting
Formal statement
namespace RegLearnGames.TotalRegret

theorem corollary_8 {n d : ℕ} (hn : 2 ≤ n) (u : Fin n → (Fin n → Fin d) → ℝ)
    (hu : ∀ i s, u i s ∈ Set.Icc (0 : ℝ) 1)
    (𝓡 : Fin n → (Fin d → ℝ) → ℝ) (h𝓡 : ∀ i, IsOneStronglyConvexL1 (𝓡 i))
    (R : ℝ) (hR : ∀ i, ∀ f ∈ stdSimplex ℝ (Fin d), ∀ g ∈ stdSimplex ℝ (Fin d), 𝓡 i f - 𝓡 i g ≤ R)
    (w : ℕ → Fin n → Fin d → ℝ) (hw : IsOFTRLDynamics u 𝓡 (1 / (2 * ((n : ℝ) - 1))) w)
    (T : ℕ) (wstar : Fin n → Fin d → ℝ) (hwstar : ∀ i, wstar i ∈ stdSimplex ℝ (Fin d)) :
    ∑ i, ∑ t ∈ Finset.Icc 1 T, (wstar i - w t i) ⬝ᵥ utilVec u (w t) i ≤
        n * R / (1 / (2 * ((n : ℝ) - 1))) ∧
      n * R / (1 / (2 * ((n : ℝ) - 1))) = 2 * n * ((n : ℝ) - 1) * R := by sorry

end RegLearnGames.TotalRegret
Source
Syrgkanis, Agarwal, Luo, Schapire, Fast Convergence of Regularized Learning in Games, arXiv:1507.00407v5, p. 5, Corollary 8 (R as defined before Proposition 7)
Human review
  • Endorsed by Shuze Chen · Oct 9, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 9, 2026

    Confirmed by the mission captain (proposal self-audit).

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