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Several works have shown unconditional hardness (via integrality gaps) of computing equilibria using strong hierarchies of convex relaxations. Such results however only apply to the problem of computing equilibria that optimize a certain…

Computational Complexity · Computer Science 2018-06-26 Pravesh K. Kothari , Ruta Mehta

Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…

Computational Complexity · Computer Science 2023-05-09 Bruce M. Kapron , Koosha Samieefar

We present an algorithm that computes approximate pure Nash equilibria in a broad class of constraint satisfaction games that generalize the well-known cut and party affiliation games. Our results improve previous ones by Bhalgat et al.~(EC…

Computer Science and Game Theory · Computer Science 2014-02-17 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin

We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…

Computer Science and Game Theory · Computer Science 2024-04-16 Ian Gemp , Luke Marris , Georgios Piliouras

We tackle a fundamental problem in empirical game-theoretic analysis (EGTA), that of learning equilibria of simulation-based games. Such games cannot be described in analytical form; instead, a black-box simulator can be queried to obtain…

Computer Science and Game Theory · Computer Science 2019-06-03 Enrique Areyan Viqueira , Cyrus Cousins , Eli Upfal , Amy Greenwald

We consider an algorithmic framework for two-player non-zero-sum semidefinite games, where each player's strategy is a positive semidefinite matrix with trace one. We formulate the computation of Nash equilibria in such games as…

Optimization and Control · Mathematics 2025-06-16 Constantin Ickstadt , Thorsten Theobald , Elias Tsigaridas , Antonios Varvitsiotis

A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…

Computer Science and Game Theory · Computer Science 2012-09-18 Ashutosh Nayyar , Abhishek Gupta , Cédric Langbort , Tamer Başar

We propose a general class of symmetric games called position-optimization games. Given a probability distribution $Q$ over a set of targets $\mathcal{Y}$, the $n$ players each choose a position in a space $\mathcal{X}$. A player's utility…

Computer Science and Game Theory · Computer Science 2026-02-18 Rafael Frongillo , Melody Hsu , Mary Monroe , Anish Thilagar

Subgame solving is a technique for scaling algorithms to large games by locally refining a precomputed blueprint strategy during gameplay. While straightforward in perfect-information games where search starts from the current state,…

Computer Science and Game Theory · Computer Science 2026-01-27 Ondrej Kubicek , Viliam Lisy , Tuomas Sandholm

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Machine Learning · Computer Science 2020-04-06 Adrian Rivera Cardoso , Jacob Abernethy , He Wang , Huan Xu

We present multilinear and mixed-integer multilinear programs to find a Nash equilibrium in multi-player noncooperative games. We compare the formulations to common algorithms in Gambit, and conclude that a multilinear feasibility program…

Optimization and Control · Mathematics 2024-03-27 Miriam Fischer , Akshay Gupte

This paper deals with the complexity of the problem of computing a pure Nash equilibrium for discrete preference games and network coordination games beyond $O(\log n)$-treewidth and tree metric spaces. First, we estimate the number of…

Computer Science and Game Theory · Computer Science 2022-07-05 Takashi Ishizuka , Naoyuki Kamiyama

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…

Machine Learning · Computer Science 2019-01-28 Eric V. Mazumdar , Michael I. Jordan , S. Shankar Sastry

The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…

Logic in Computer Science · Computer Science 2020-08-14 Julian Gutierrez , Aniello Murano , Giuseppe Perelli , Sasha Rubin , Thomas Steeples , Michael Wooldridge

We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…

Optimization and Control · Mathematics 2022-10-13 Sihan Zeng , Thinh T. Doan , Justin Romberg

In this paper we present optimization problems with biconvex objective function and linear constraints such that the set of global minima of the optimization problems is the same as the set of Nash equilibria of a n-player general-sum…

Computer Science and Game Theory · Computer Science 2015-04-28 Vinayaka Yaji , Shalabh Bhatnagar

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 use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg , Martin Weigt

This short paper concerns discretization schemes for representing and computing approximate Nash equilibria, with emphasis on graphical games, but briefly touching on normal-form and poly-matrix games. The main technical contribution is a…

Artificial Intelligence · Computer Science 2014-11-13 Luis E. Ortiz

We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Computer Science and Game Theory · Computer Science 2023-08-30 Carlos Martin , Tuomas Sandholm