A smoothed Frank-Wolfe algorithm with bandit feedback is shown to drive a generalized QRE gap to zero, but the gap function does not separate the true equilibrium from pure strategy profiles.
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Efficient Decentralized Learning of Generalized Quantal Response Equilibrium
A smoothed Frank-Wolfe algorithm with bandit feedback is shown to drive a generalized QRE gap to zero, but the gap function does not separate the true equilibrium from pure strategy profiles.