In bandit-feedback zero-sum games, uncoupled algorithms achieve last-iterate Nash convergence at the optimal rate of O(T^{-1/4}).
and Lemaréchal, C
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The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback
In bandit-feedback zero-sum games, uncoupled algorithms achieve last-iterate Nash convergence at the optimal rate of O(T^{-1/4}).