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This paper addresses the problem of learning a Nash equilibrium in $\gamma$-discounted multiplayer general-sum Markov Games (MG). A key component of this model is the possibility for the players to either collaborate or team apart to…

Computer Science and Game Theory · Computer Science 2017-03-07 Julien Pérolat , Florian Strub , Bilal Piot , Olivier Pietquin

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

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

In an $\epsilon$-Nash equilibrium, a player can gain at most $\epsilon$ by unilaterally changing his behaviour. For two-player (bimatrix) games with payoffs in $[0,1]$, the best-known$\epsilon$ achievable in polynomial time is 0.3393. In…

Computer Science and Game Theory · Computer Science 2014-10-02 Argyrios Deligkas , John Fearnley , Rahul Savani , Paul Spirakis

We present a general technique, based on a primal-dual formulation, for analyzing the quality of self-emerging solutions in weighted congestion games. With respect to traditional combinatorial approaches, the primal-dual schema has at least…

Computer Science and Game Theory · Computer Science 2011-10-26 Vittorio Bilò

We present a simple primal-dual algorithm for computing approximate Nash-equilibria in two-person zero-sum sequential games with incomplete information and perfect recall (like Texas Hold'em Poker). Our algorithm is numerically stable,…

Computer Science and Game Theory · Computer Science 2015-12-24 Elvis Dohmatob

We study the problem of learning a Nash equilibrium (NE) in an imperfect information game (IIG) through self-play. Precisely, we focus on two-player, zero-sum, episodic, tabular IIG under the perfect-recall assumption where the only…

Machine Learning · Statistics 2021-06-14 Tadashi Kozuno , Pierre Ménard , Rémi Munos , Michal Valko

We study the problem of learning Nash equilibria in offline two-player zero-sum Markov games. While existing approaches often rely on explicit pessimism to address distribution shift, we show that KL regularization alone suffices to…

Machine Learning · Computer Science 2026-05-14 Claire Chen , Yuheng Zhang , Xinyu Liu , Zixuan Xie , Shuze Daniel Liu , Nan Jiang

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 present volume analyses of Multiplicative Weights Updates (MWU) and Optimistic Multiplicative Weights Updates (OMWU) in zero-sum as well as coordination games. Such analyses provide new insights into these game dynamical systems, which…

Computer Science and Game Theory · Computer Science 2020-05-29 Yun Kuen Cheung , Georgios Piliouras

Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…

Computer Science and Game Theory · Computer Science 2025-09-30 Kushagra Gupta , Xinjie Liu , Ross Allen , Ufuk Topcu , David Fridovich-Keil

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

In this paper, we first devise two algorithms to determine whether or not a bimatrix game has a strategically equivalent zero-sum game. If so, we propose an algorithm that computes the strategically equivalent zero-sum game. If a given…

Computer Science and Game Theory · Computer Science 2021-08-12 Jianzong Pi , Joseph L. Heyman , Abhishek Gupta

Over the years, researchers have studied the complexity of several decision versions of Nash equilibrium in (symmetric) two-player games (bimatrix games). To the best of our knowledge, the last remaining open problem of this sort is the…

Computer Science and Game Theory · Computer Science 2014-12-03 Ruta Mehta , Vijay V. Vazirani , Sadra Yazdanbod

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Suad Krilašević , Sergio Grammatico

Nash equilibrium} (NE) can be stated as a formal theorem on a multilinear form, free of game theory terminology. On the other hand, inspired by this formalism, we state and prove a {\it multilinear minimax theorem}, a generalization of von…

Computer Science and Game Theory · Computer Science 2024-01-01 Bahman Kalantari

Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…

Computer Science and Game Theory · Computer Science 2012-07-02 Michael L. Littman , Nishkam Ravi , Arjun Talwar , Martin Zinkevich

The task of computing approximate Nash equilibria in large zero-sum extensive-form games has received a tremendous amount of attention due mainly to the Annual Computer Poker Competition. Immediately after its inception, two competing and…

Artificial Intelligence · Computer Science 2014-11-19 Kevin Waugh , J. Andrew Bagnell

We study agents competing against each other in a repeated network zero-sum game while applying the multiplicative weights update (MWU) algorithm with fixed learning rates. In our implementation, agents select their strategies…

Computer Science and Game Theory · Computer Science 2021-10-06 James P. Bailey , Sai Ganesh Nagarajan , Georgios Piliouras

Many emerging applications - such as adversarial training, AI alignment, and robust optimization - can be framed as zero-sum games between neural nets, with von Neumann-Nash equilibria (NE) capturing the desirable system behavior. While…

Machine Learning · Computer Science 2025-12-02 Deep Patel , Emmanouil-Vasileios Vlatakis-Gkaragkounis