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This paper is concerned with stochastic differential games (SDGs) defined through fully coupled forward-backward stochastic differential equations (FBSDEs) which are governed by Brownian motion and Poisson random measure. For SDGs, the…

Optimization and Control · Mathematics 2013-02-06 Juan Li , Qingmeng Wei

In this paper we study a type of games regularized by the relative entropy, where the players' strategies are coupled through a random environment variable. Besides the existence and the uniqueness of equilibria of such games, we prove that…

Computer Science and Game Theory · Computer Science 2020-04-24 Giovanni Conforti , Anna Kazeykina , Zhenjie Ren

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

This paper introduces a new method based on Deep Galerkin Methods (DGMs) for solving high-dimensional stochastic Mean Field Games (MFGs). We achieve this by using two neural networks to approximate the unknown solutions of the MFG system…

Machine Learning · Computer Science 2023-08-09 Mouhcine Assouli , Badr Missaoui

Training generative adversarial networks (GAN) in a distributed fashion is a promising technology since it is contributed to training GAN on a massive of data efficiently in real-world applications. However, GAN is known to be difficult to…

Machine Learning · Computer Science 2020-10-27 Xiaojun Chen , Shu Yang , Li Shen , Xuanrong Pang

Privacy concerns in distributed learning often lead clients to return intentionally altered gradient information. We consider the problem of learning convex and $L$-smooth functions under adversarial gradient perturbation, where a client's…

Machine Learning · Computer Science 2026-05-06 Nawapon Sangsiri , Yufei Tao

In complexity theory, gap-preserving reductions play a crucial role in studying hardness of approximation and in analyzing the relative complexity of multiprover interactive proof systems. In the quantum setting, multiprover interactive…

Quantum Physics · Physics 2025-09-01 Laura Mančinska , Pieter Spaas , Taro Spirig , Matthijs Vernooij

Implicit bias induced by gradient-based algorithms is essential to the generalization of overparameterized models, yet its mechanisms can be subtle. This work leverages the Normalized Steepest Descent} (NSD) framework to investigate how…

Machine Learning · Computer Science 2026-03-25 Shengping Xie , Zekun Wu , Quan Chen , Kaixu Tang

Consensus optimization enables autonomous agents to solve joint tasks through peer-to-peer exchanges alone. Classical decentralized gradient descent is appealing for its minimal state but fails to achieve exact consensus with fixed…

Optimization and Control · Mathematics 2025-12-02 Hong Wang

We consider the problem of learning stable matchings with unknown preferences in a decentralized and uncoordinated manner, where "decentralized" means that players make decisions individually without the influence of a central platform, and…

Computer Science and Game Theory · Computer Science 2024-08-16 S. Rasoul Etesami , R. Srikant

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

We study min-max algorithms to solve zero-sum differential games on Riemannian manifold. Based on the notions of differential Stackelberg equilibrium and differential Nash equilibrium on Riemannian manifold, we analyze the local convergence…

Machine Learning · Computer Science 2025-03-04 Sixin Zhang

We deconstruct the performance of GANs into three components: 1. Formulation: we propose a perturbation view of the population target of GANs. Building on this interpretation, we show that GANs can be viewed as a generalization of the…

Machine Learning · Computer Science 2019-05-21 Banghua Zhu , Jiantao Jiao , David Tse

Generative adversarial networks (GANs) are a class of generative models with two antagonistic neural networks: a generator and a discriminator. These two neural networks compete against each other through an adversarial process that can be…

Machine Learning · Computer Science 2021-05-24 Barbara Franci , Sergio Grammatico

We study automated intrusion response for an IT infrastructure and formulate the interaction between an attacker and a defender as a partially observed stochastic game. To solve the game we follow an approach where attack and defense…

Systems and Control · Electrical Eng. & Systems 2024-04-23 Kim Hammar , Rolf Stadler

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

Information Theory · Computer Science 2021-03-17 Ghadir Ayache , Salim El Rouayheb

Distributed reinforcement learning trains on data from stale, buggy, or mismatched actors, producing actions with high surprisal (negative log-probability) under the learner's policy. The core difficulty is not surprising data per se, but…

Machine Learning · Computer Science 2026-05-14 Ian Osband

Decentralized machine learning often relies on outsourcing computations, such as gradient evaluations, to untrusted worker nodes. Existing robust aggregation methods can mitigate malicious behavior under honest-majority assumptions, but may…

Machine Learning · Computer Science 2026-05-11 Hanzaleh Akbari Nodehi , Parsa Moradi , Soheil Mohajer , Mohammad Ali Maddah-Ali

Gradient leakage attacks are considered one of the wickedest privacy threats in deep learning as attackers covertly spy gradient updates during iterative training without compromising model training quality, and yet secretly reconstruct…

Machine Learning · Computer Science 2021-12-28 Wenqi Wei , Ling Liu
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