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We describe a modular rewriting system for translating optimization problems written in a domain-specific language to forms compatible with low-level solver interfaces. Translation is facilitated by reductions, which accept a category of…

Optimization and Control · Mathematics 2019-02-28 Akshay Agrawal , Robin Verschueren , Steven Diamond , Stephen Boyd

This paper studies how to efficiently update the saddle-point strategy, or security strategy of one player in a matrix game when the other player develops new actions in the game. It is well known that the saddle-point strategy of one…

Computer Science and Game Theory · Computer Science 2017-11-08 Lichun Li , Cedric Langbort

We present a Monte Carlo algorithm for efficiently finding near optimal moves and bids in the game of Bidding Hex. The algorithm is based on the recent solution of Random-Turn Hex by Peres, Schramm, Sheffield, and Wilson together with…

Combinatorics · Mathematics 2016-04-19 Sam Payne , Elina Robeva

We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it…

Numerical Analysis · Mathematics 2024-05-08 A. S. Leonov

In this article, we dwell into the class of so-called ill-posed Linear Inverse Problems (LIP) which simply refers to the task of recovering the entire signal from its relatively few random linear measurements. Such problems arise in a…

Optimization and Control · Mathematics 2022-12-05 Mohammed Rayyan Sheriff , Debasish Chatterjee

Correlated Equilibrium is a solution concept that is more general than Nash Equilibrium (NE) and can lead to outcomes with better social welfare. However, its natural extension to the sequential setting, the \textit{Extensive Form…

Computer Science and Game Theory · Computer Science 2023-01-02 Chun Kai Ling , Fei Fang

A solvency cone is a polyhedral convex cone which is used in Mathematical Finance to model proportional transaction costs. It consists of those portfolios which can be traded into nonnegative positions. In this note, we provide a…

Optimization and Control · Mathematics 2024-01-26 Andreas Löhne , Birgit Rudloff

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…

Numerical Analysis · Computer Science 2013-11-19 Srikrishna Sridhar , Victor Bittorf , Ji Liu , Ce Zhang , Christopher Ré , Stephen J. Wright

Box-simplex games are a family of bilinear minimax objectives which encapsulate graph-structured problems such as maximum flow [She17], optimal transport [JST19], and bipartite matching [AJJ+22]. We develop efficient near-linear time,…

Data Structures and Algorithms · Computer Science 2022-06-15 Arun Jambulapati , Yujia Jin , Aaron Sidford , Kevin Tian

Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…

Computer Science and Game Theory · Computer Science 2024-05-07 Xinrun Wang , Chang Yang , Shuxin Li , Pengdeng Li , Xiao Huang , Hau Chan , Bo An

We use the negative replica method, which was originally developed for the study of overfrustation in disordered system, to investigate the statistical behaviour of the cost function of minimax games. These games are treated as hierarchical…

Statistical Mechanics · Physics 2008-02-03 Peter Varga

In this paper we study two-player bilinear zero-sum games with constrained strategy spaces. An instance of natural occurrences of such constraints is when mixed strategies are used, which correspond to a probability simplex constraint. We…

Computer Science and Game Theory · Computer Science 2022-06-10 Andre Wibisono , Molei Tao , Georgios Piliouras

This paper describes an improvement in Deep Q-learning called Reverse Experience Replay (also RER) that solves the problem of sparse rewards and helps to deal with reward maximizing tasks by sampling transitions successively in reverse…

Machine Learning · Computer Science 2019-10-24 Egor Rotinov

In this paper, we analyse a misere tree searching game, where players take turns to guess vertices in a tree with a secret `poisoned' vertex. After each turn, the guessed vertex is removed from the tree and the game continues on the…

Probability · Mathematics 2025-03-11 Ben Andrews

We give a simple and short proof of the fact that the board game of Y cannot end in a draw. Our proof, based on the analogous result for the game of Hex (the so-called 'Hex Theorem'), is purely topological and does not depend on the shape…

Combinatorics · Mathematics 2021-02-05 Tomasz Prytuła

This is the first in a series of papers which deal with the development of novel methods for solving a system of linear algebraic equations with a time complexity lower than existing algorithms. The NxN system of linear equations, Ax = b,…

Optimization and Control · Mathematics 2022-06-16 Vilas Patwardhan

Inverse Reinforcement Learning (IRL) is a powerful set of techniques for imitation learning that aims to learn a reward function that rationalizes expert demonstrations. Unfortunately, traditional IRL methods suffer from a computational…

Machine Learning · Computer Science 2024-01-31 Gokul Swamy , Sanjiban Choudhury , J. Andrew Bagnell , Zhiwei Steven Wu

AlphaZero-like Monte Carlo Tree Search systems, originally introduced for two-player games, dynamically balance exploration and exploitation using neural network guidance. This combination makes them also suitable for classical search…

Machine Learning · Computer Science 2025-11-06 Alexandros Vazaios , Jannis Brugger , Cedric Derstroff , Kristian Kersting , Mira Mezini

We transform a Muller game with n vertices into a safety game with (n!)^3 vertices whose solution allows to determine the winning regions of the Muller game and to compute a finite-state winning strategy for one player. This yields a novel…

Logic in Computer Science · Computer Science 2012-10-10 Daniel Neider , Roman Rabinovich , Martin Zimmermann

We consider a search and rescue game introduced recently by the first author. An immobile target or targets (for example, injured hikers) are hidden on a graph. The terrain is assumed to dangerous, so that when any given vertex of the graph…

Data Structures and Algorithms · Computer Science 2023-04-10 Thomas Lidbetter , Yifan Xie