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The theory of integral quadratic constraints (IQCs) allows the certification of exponential convergence of interconnected systems containing nonlinear or uncertain elements. In this work, we adapt the IQC theory to study first-order methods…

Optimization and Control · Mathematics 2021-04-28 Guodong Zhang , Xuchan Bao , Laurent Lessard , Roger Grosse

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

In general, two-agent decision-making problems can be modeled as a two-player game, and a typical solution is to find a Nash equilibrium in such game. Counterfactual regret minimization (CFR) is a well-known method to find a Nash…

Computer Science and Game Theory · Computer Science 2020-12-07 Huale Li , Xuan Wang , Shuhan Qi , Jiajia Zhang , Yang Liu , Yulin Wu , Fengwei Jia

High-quality information set abstraction remains a core challenge in solving large-scale imperfect-information extensive-form games (IIEFGs)--such as no-limit Texas Hold'em--where the finite nature of spatial resources hinders solving…

Artificial Intelligence · Computer Science 2025-12-10 Yanchang Fu , Shengda Liu , Pei Xu , Kaiqi Huang

Extensive-form games provide a versatile framework for modeling interactions of multiple agents subjected to imperfect observations and stochastic events. In recent years, two paradigms, policy space response oracles (PSRO) and…

Computer Science and Game Theory · Computer Science 2022-04-12 Xinrun Wang , Jakub Cerny , Shuxin Li , Chang Yang , Zhuyun Yin , Hau Chan , Bo An

Artificial intelligence (AI) has surpassed top human players in a variety of games. In imperfect information games, these achievements have primarily been driven by Counterfactual Regret Minimization (CFR) and its variants for computing…

Computer Science and Game Theory · Computer Science 2025-05-29 Qi Ju , Thomas Tellier , Meng Sun , Zhemei Fang , Yunfeng Luo

The CFR+ algorithm for solving imperfect information games is a variant of the popular CFR algorithm, with faster empirical performance on a range of problems. It was introduced with a theoretical upper bound on solution error, but…

Computer Science and Game Theory · Computer Science 2019-02-21 Neil Burch , Matej Moravcik , Martin Schmid

To establish last-iterate convergence for Counterfactual Regret Minimization (CFR) algorithms in learning a Nash equilibrium (NE) of extensive-form games (EFGs), recent studies reformulate learning an NE of the original EFG as learning the…

Computer Science and Game Theory · Computer Science 2025-03-19 Linjian Meng , Youzhi Zhang , Zhenxing Ge , Shangdong Yang , Tianyu Ding , Wenbin Li , Tianpei Yang , Bo An , Yang Gao

Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…

Computer Science and Game Theory · Computer Science 2017-05-29 Christian Kroer , Gabriele Farina , Tuomas Sandholm

The Counterfactual Regret Minimization (CFR) algorithm and its variants have enabled the development of pokerbots capable of beating the best human players in heads-up (1v1) cash games and competing with them in six-player formats. However,…

Machine Learning · Computer Science 2026-02-24 Narada Maugin , Tristan Cazenave

We study equilibrium computation with extensive-form correlation in two-player turn-taking stochastic games. Our main results are two-fold: (1) We give an algorithm for computing a Stackelberg extensive-form correlated equilibrium (SEFCE),…

Computer Science and Game Theory · Computer Science 2024-12-24 Hanrui Zhang , Yu Cheng , Vincent Conitzer

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

Analysis of PDEs · Mathematics 2019-01-21 Levon Nurbekyan , Joao Saude

Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…

Computer Science and Game Theory · Computer Science 2019-02-07 Trevor Davis , Kevin Waugh , Michael Bowling

In many real-world scenarios, a team of agents coordinate with each other to compete against an opponent. The challenge of solving this type of game is that the team's joint action space grows exponentially with the number of agents, which…

Artificial Intelligence · Computer Science 2021-05-19 Shuxin Li , Youzhi Zhang , Xinrun Wang , Wanqi Xue , Bo An

The goal in this paper is to develop first-order methods equipped with convergence rates for multi-agent optimization problems on semidefinite matrix spaces. These problems include cooperative optimization problems and non-cooperative Nash…

Optimization and Control · Mathematics 2019-02-18 Nahidsadat Majlesinasab , Farzad Yousefian , Mohammad Javad Feizollahi

Decomposition, i.e. independently analyzing possible subgames, has proven to be an essential principle for effective decision-making in perfect information games. However, in imperfect information games, decomposition has proven to be…

Computer Science and Game Theory · Computer Science 2014-04-22 Neil Burch , Michael Johanson , Michael Bowling

Monte-Carlo counterfactual regret minimization (MCCFR) is the state-of-the-art algorithm for solving sequential games that are too large for full tree traversals. It works by using gradient estimates that can be computed via sampling.…

Computer Science and Game Theory · Computer Science 2020-02-21 Gabriele Farina , Christian Kroer , Tuomas Sandholm

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…

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

Counterfactual Regret Minimization (CFR) is an efficient no-regret learning algorithm for decision problems modeled as extensive games. CFR's regret bounds depend on the requirement of perfect recall: players always remember information…

Computer Science and Game Theory · Computer Science 2012-05-04 Marc Lanctot , Richard Gibson , Neil Burch , Martin Zinkevich , Michael Bowling