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This paper studies the convergence of the Optimistic Multiplicative Weights Update algorithm (OMWU) in two player zero-sum games. Recent works have identified instances on which the last-iterate of OMWU can converge arbitrarily slowly, but…

Computer Science and Game Theory · Computer Science 2026-05-14 John Lazarsfeld , Anas Barakat , Georgios Piliouras , Antonios Varvitsiotis , Andre Wibisono

We study the problem of solving semidefinite programs (SDP) in the streaming model. Specifically, $m$ constraint matrices and a target matrix $C$, all of size $n\times n$ together with a vector $b\in \mathbb{R}^m$ are streamed to us…

Data Structures and Algorithms · Computer Science 2023-09-12 Zhao Song , Mingquan Ye , Lichen Zhang

We develop a new approach to drifting games, a class of two-person games with many applications to boosting and online learning settings. Our approach involves (a) guessing an asymptotically optimal potential by solving an associated…

Machine Learning · Computer Science 2023-02-14 Zhilei Wang , Robert V. Kohn

Stochastic two-player games model systems with an environment that is both adversarial and stochastic. The adversarial part of the environment is modeled by a player (Player 2) who tries to prevent the system (Player 1) from achieving its…

Computer Science and Game Theory · Computer Science 2025-06-11 Laurent Doyen , Pranshu Gaba , Shibashis Guha

Artificial intelligence and robotic competitions are accompanied by a class of game paradigms in which each player privately commits a strategy to a game system which simulates the game using the collected joint strategy and then returns…

Computer Science and Game Theory · Computer Science 2022-04-28 Rui Yan , Weixian Zhang , Ruiliang Deng , Xiaoming Duan , Zongying Shi , Yisheng Zhong

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

Computer Science and Game Theory · Computer Science 2022-07-12 T. Kroupa , T. Votroubek

We study two-player zero-sum concurrent stochastic games with finite state and action space played for an infinite number of steps. In every step, the two players simultaneously and independently choose an action. Given the current state…

Computer Science and Game Theory · Computer Science 2024-10-10 Ali Asadi , Krishnendu Chatterjee , Raimundo Saona , Jakub Svoboda

Subtraction games is a class of combinatorial games. It was solved since the Sprague-Grundy Theory was put forward. This paper described a new algorithm for subtraction games. The new algorithm can find win or lost positions in subtraction…

Computer Science and Game Theory · Computer Science 2012-08-31 Guanglei He , Zhihui Qin

We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style splitting formulation, which we then solve with a semi-smooth…

Computer Science and Game Theory · Computer Science 2025-12-16 David Yang , Yuan Gao , Tianyi Lin , Christian Kroer

Strategy improvement is a widely-used and well-studied class of algorithms for solving graph-based infinite games. These algorithms are parameterized by a switching rule, and one of the most natural rules is "all switches" which switches as…

Data Structures and Algorithms · Computer Science 2023-06-22 John Fearnley , Rahul Savani

We consider the trade-off problem between exploration and exploitation under finite discounted Markov Decision Process, where the state transition matrix of the underlying environment stays unknown. We propose a double Thompson sampling…

Machine Learning · Computer Science 2022-03-01 Shuqing Shi , Xiaobin Wang , Zhiyou Yang , Fan Zhang , Hong Qu

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

Discounted-sum games provide a formal model for the study of reinforcement learning, where the agent is enticed to get rewards early since later rewards are discounted. When the agent interacts with the environment, she may regret her…

Computer Science and Game Theory · Computer Science 2018-11-20 Michaël Cadilhac , Guillermo A. Pérez , Marie van den Bogaard

The existence of a polynomial pivot rule for the simplex method for linear programming, policy iteration for Markov decision processes, and strategy improvement for parity games each are prominent open problems in their respective fields.…

Optimization and Control · Mathematics 2025-12-19 Yann Disser , Georg Loho , Matthew Maat , Nils Mosis

Many analysis and verifications tasks, such as static program analyses and model-checking for temporal logics reduce to the solution of systems of equations over suitable lattices. Inspired by recent work on lattice-theoretic progress…

Logic in Computer Science · Computer Science 2021-04-20 Paolo Baldan , Barbara König , Tommaso Padoan , Christina Mika-Michalski

Performative prediction (PP) is an algorithmic framework for optimizing machine learning (ML) models where the model's deployment affects the distribution of the data it is trained on. Compared to traditional ML with fixed data, designing…

Machine Learning · Computer Science 2025-09-24 Tian Xie , Ding Zhu , Jia Liu , Mahdi Khalili , Xueru Zhang

We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…

Optimization and Control · Mathematics 2013-03-20 Farzad Yousefian , Angelia Nedich , Uday V. Shanbhag

We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve $O(T^{-1/2})$ convergence rate to a correlated equilibrium and an accelerated $O(T^{-3/4})$…

Machine Learning · Computer Science 2024-05-03 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

Consider concurrent, infinite duration, two-player win/lose games played on graphs. If the winning condition satisfies some simple requirement, the existence of Player 1 winning (finite-memory) strategies is equivalent to the existence of…

Logic in Computer Science · Computer Science 2018-05-01 Stephane Le Roux

We consider parity games on infinite graphs where configurations are represented by control-states and integer vectors. This framework subsumes two classic game problems: parity games on vector addition systems with states (vass) and…

Logic in Computer Science · Computer Science 2013-06-13 Parosh Aziz Abdulla , Richard Mayr , Arnaud Sangnier , Jeremy Sproston
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