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Designing efficient algorithms to compute Nash equilibria poses considerable challenges in Algorithmic Game Theory and Optimization. In this work, we employ integer programming techniques to compute Nash equilibria in Integer Programming…

Optimization and Control · Mathematics 2022-09-16 Gabriele Dragotto , Rosario Scatamacchia

Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…

Computer Science and Game Theory · Computer Science 2022-06-03 Dustin Morrill , Ryan D'Orazio , Marc Lanctot , James R. Wright , Michael Bowling , Amy R. Greenwald

We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and…

Machine Learning · Computer Science 2017-11-06 Elad Hazan , Karan Singh , Cyril Zhang

A celebrated connection in the interface of online learning and game theory establishes that players minimizing swap regret converge to correlated equilibria (CE) -- a seminal game-theoretic solution concept. Despite the long history of…

Computer Science and Game Theory · Computer Science 2024-11-05 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm

Counterfactual regret minimization is a family of algorithms of no-regret learning dynamics capable of solving large-scale imperfect information games. We propose implementing this algorithm as a series of dense and sparse matrix and vector…

Computer Science and Game Theory · Computer Science 2024-12-03 Juho Kim

A considerable chasm has been looming for decades between theory and practice in zero-sum game solving through first-order methods. Although a convergence rate of $T^{-1}$ has long been established, the most effective paradigm in practice…

Computer Science and Game Theory · Computer Science 2026-02-18 Brian Hu Zhang , Ioannis Anagnostides , Tuomas Sandholm

Counterfactual regret minimization (CFR) is a family of algorithms for effectively solving imperfect-information games. It decomposes the total regret into counterfactual regrets, utilizing local regret minimization algorithms, such as…

Machine Learning · Computer Science 2024-05-15 Hang Xu , Kai Li , Bingyun Liu , Haobo Fu , Qiang Fu , Junliang Xing , Jian Cheng

Optimization of deep learning algorithms to approach Nash Equilibrium remains a significant problem in imperfect information games, e.g. StarCraft and poker. Neural Fictitious Self-Play (NFSP) has provided an effective way to learn…

Artificial Intelligence · Computer Science 2021-04-23 Yuxuan Chen , Li Zhang , Shijian Li , Gang Pan

No-regret self-play learning dynamics have become one of the premier ways to solve large-scale games in practice. Accelerating their convergence via improving the regret of the players over the naive $O(\sqrt{T})$ bound after $T$ rounds has…

Machine Learning · Computer Science 2025-02-26 Shinji Ito , Haipeng Luo , Taira Tsuchiya , Yue Wu

Counterfactual regret minimization (CFR) is the most popular algorithm on solving two-player zero-sum extensive games with imperfect information and achieves state-of-the-art performance in practice. However, the performance of CFR is not…

Machine Learning · Computer Science 2018-12-27 Yichi Zhou , Tongzheng Ren , Jialian Li , Dong Yan , Jun Zhu

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

Computer Science and Game Theory · Computer Science 2024-12-18 Wayne Lin , Georgios Piliouras , Ryann Sim , Antonios Varvitsiotis

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

Regret minimization methods are a powerful tool for learning approximate Nash equilibrium (NE) in two-player zero-sum imperfect information extensive-form games (IIEGs). We consider the problem in the interactive bandit-feedback setting…

Machine Learning · Computer Science 2023-08-21 Linjian Meng , Yang Gao

In this paper, a new method is proposed to compute the rolling Nash equilibrium of the time-invariant nonlinear two-person zero-sum differential games. The idea is to discretize the time to transform a differential game into a sequential…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Wei Liao , Xiaohui Wei , Jizhou Lai

Counterfactual Regret Minimization (CFR) is the dominant algorithmic family for solving large imperfect-information games, underpinning breakthroughs such as Libratus and Pluribus in No-Limit Texas Hold'em poker. In real-time game-playing…

Computer Science and Game Theory · Computer Science 2026-05-20 Boning Li , Longbo Huang

Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…

Computer Science and Game Theory · Computer Science 2022-06-24 Dustin Morrill , Ryan D'Orazio , Marc Lanctot , James R. Wright , Michael Bowling , Amy Greenwald

For some well-known games, such as the Traveler's Dilemma or the Centipede Game, traditional game-theoretic solution concepts--and most notably Nash equilibrium--predict outcomes that are not consistent with empirical observations. In this…

Computer Science and Game Theory · Computer Science 2008-10-20 Joseph Y. Halpern , Rafael Pass

In this paper, we investigate the power of {\it regularization}, a common technique in reinforcement learning and optimization, in solving extensive-form games (EFGs). We propose a series of new algorithms based on regularizing the payoff…

Computer Science and Game Theory · Computer Science 2025-07-10 Mingyang Liu , Asuman Ozdaglar , Tiancheng Yu , Kaiqing Zhang

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

Counterfactual regret minimization (CFR) algorithms are a foundational class of methods for solving imperfect-information games, with the time average of their iterates converging to a Nash equilibrium in two-player zero-sum games. Prior…

Computer Science and Game Theory · Computer Science 2026-02-10 Naifeng Zhang , Stephen McAleer , Tuomas Sandholm