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We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

We estimate the maximal length of interactions between strategies in HO/N game semantics, in the spirit of the work by Schwichtenberg and Beckmann for the length of reduction in simply typed lambdacalculus. Because of the operational…

Logic in Computer Science · Computer Science 2011-12-15 Pierre Clairambault

The ``losing positions" of certain combinatorial games constitute linear error detecting and correcting codes. We show that a large class of games that can be cast in the form of *annihilation games*, provides a potentially polynomial…

Combinatorics · Mathematics 2016-09-06 Aviezri S. Fraenkel

In this article, we prove the completeness of the following game search algorithms: unbounded best-first minimax with completion and descent with completion, i.e. we show that, with enough time, they find the best game strategy. We then…

Computer Science and Game Theory · Computer Science 2021-09-21 Quentin Cohen-Solal

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

Games are natural models for multi-agent machine learning settings, such as generative adversarial networks (GANs). The desirable outcomes from algorithmic interactions in these games are encoded as game theoretic equilibrium concepts, e.g.…

Computer Science and Game Theory · Computer Science 2022-02-25 Gabriel P. Andrade , Rafael Frongillo , Georgios Piliouras

We study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…

Optimization and Control · Mathematics 2019-07-26 Jodi Dianetti , Giorgio Ferrari , Markus Fischer , Max Nendel

Game theory provides the gold standard for analyzing adversarial engagements, offering strong optimality guarantees. However, these guarantees often become brittle when assumptions such as perfect information are violated. Reinforcement…

Machine Learning · Computer Science 2026-03-18 Goutam Das , Michael Dorothy , Kyle Volle , Daigo Shishika

The known results regarding two-player zero-sum games are naturally generalized in complex space and are presented through a complete compact theory. The payoff function is defined by the real part of the payoff function in the real case,…

Optimization and Control · Mathematics 2022-11-30 Nick Dimou

We introduce and investigate a range of general notions of a game. Our principal notion is based on a set of agents modifying a relational structure in a discrete evolution sequence. We also introduce and study a variety of ways to model…

Logic in Computer Science · Computer Science 2019-11-20 Antti Kuusisto

We explain a highly efficient algorithm for playing the simplest type of dots and boxes endgame optimally (by which we mean "in such a way so as to maximise the number of boxes that you take"). The algorithm is sufficiently simple that it…

Combinatorics · Mathematics 2014-05-19 Kevin Buzzard , Michael Ciere

We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in [7]. We then use the powerful entropic regularization…

Optimization and Control · Mathematics 2016-09-12 Adrien Blanchet , Guillaume Carlier , Luca Nenna

After the social learning models were proposed, finding the solutions of the games becomes a well-defined mathematical question. However, almost all papers on the games and their applications are based on solutions built upon either an…

Physics and Society · Physics 2015-06-17 Wenjie Dai , Xin Wang , Zengru Di , Jinshan Wu

Many learning algorithms are known to converge to an equilibrium for specific classes of games if the same learning algorithm is adopted by all agents. However, when the agents are self-interested, a natural question is whether agents have…

Computer Science and Game Theory · Computer Science 2024-02-15 Shivam Bajaj , Pranoy Das , Yevgeniy Vorobeychik , Vijay Gupta

Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…

Econometrics · Economics 2025-10-02 Paul S. Koh

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

Optimization and Control · Mathematics 2020-07-09 Géraldine Bouveret , Roxana Dumitrescu , Peter Tankov

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

Computer Science and Game Theory · Computer Science 2024-11-12 Xavier Allamigeon , Stéphane Gaubert , Ricardo D. Katz , Mateusz Skomra

Partial-monitoring games constitute a mathematical framework for sequential decision making problems with imperfect feedback: The learner repeatedly chooses an action, opponent responds with an outcome, and then the learner suffers a loss…

Computer Science and Game Theory · Computer Science 2011-10-13 András Antos , Gábor Bartók , Dávid Pál , Csaba Szepesvári

This paper considers mean field games with optimal stopping time (OSMFGs) where agents make optimal exit decisions, the coupled obstacle and Fokker-Planck equations in such models pose challenges versus classic MFGs. This paper proposes a…

Numerical Analysis · Mathematics 2023-10-10 Chengfeng Shen , Yifan Luo , Zhennan Zhou

The optimal value computation for turned-based stochastic games with reachability objectives, also known as simple stochastic games, is one of the few problems in $NP \cap coNP$ which are not known to be in $P$. However, there are some…

Computational Complexity · Computer Science 2014-08-10 David Auger , Pierre COUCHENEY , Yann Strozecki