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We propose an implementable, neural network-based structure preserving probabilistic numerical approximation for a generalized obstacle problem describing the value of a zero-sum differential game of optimal stopping with asymmetric…

Numerical Analysis · Mathematics 2025-01-28 Ľubomír Baňas , Giorgio Ferrari , Tsiry Avisoa Randrianasolo

We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…

Optimization and Control · Mathematics 2024-10-07 Aleksandr Beznosikov , Darina Dvinskikh , Dmitry Bylinkin , Andrei Semenov , Alexander Gasnikov

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…

Optimization and Control · Mathematics 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

Topological Data Analysis methods can be useful for classification and clustering tasks in many different fields as they can provide two dimensional persistence diagrams that summarize important information about the shape of potentially…

Quantum Physics · Physics 2024-09-02 Bernardo Ameneyro , Rebekah Herrman , George Siopsis , Vasileios Maroulas

This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…

Machine Learning · Computer Science 2024-10-04 Jiawei Ge , Yuanhao Wang , Wenzhe Li , Chi Jin

We propose a doubly stochastic primal-dual coordinate optimization algorithm for empirical risk minimization, which can be formulated as a bilinear saddle-point problem. In each iteration, our method randomly samples a block of coordinates…

Machine Learning · Computer Science 2017-04-13 Adams Wei Yu , Qihang Lin , Tianbao Yang

For some time the discrete strategy improvement algorithm due to Jurdzinski and Voge had been considered as a candidate for solving parity games in polynomial time. However, it has recently been proved by Oliver Friedmann that the strategy…

Computational Complexity · Computer Science 2012-10-10 Felix Canavoi , Erich Grädel , Roman Rabinovich

Two-player (antagonistic) games on (possibly stochastic) graphs are a prevalent model in theoretical computer science, notably as a framework for reactive synthesis. Optimal strategies may require randomisation when dealing with inherently…

Computer Science and Game Theory · Computer Science 2024-11-25 James C. A. Main , Mickael Randour

In this work, we describe a generic approach to show convergence with high probability for stochastic convex optimization. In previous works, either the convergence is only in expectation or the bound depends on the diameter of the domain.…

Optimization and Control · Mathematics 2022-10-04 Alina Ene , Huy L. Nguyen

This work investigates the online machine learning problem of prediction with expert advice in an adversarial setting through numerical analysis of, and experiments with, a related partial differential equation. The problem is a repeated…

Numerical Analysis · Mathematics 2025-04-09 Jeff Calder , Nadejda Drenska , Drisana Mosaphir

We consider a classical problem in choice theory -- vote aggregation -- using novel distance measures between permutations that arise in several practical applications. The distance measures are derived through an axiomatic approach, taking…

Computer Science and Game Theory · Computer Science 2012-12-10 Farzad Farnoud , Olgica Milenkovic , Behrouz Touri

We study a game where one player selects a random function, and the other has to guess that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to…

Optimization and Control · Mathematics 2023-11-28 Catherine Rainer , Eilon Solan

Behaviour distances to measure the resemblance of two states in a (nondeterministic) fuzzy transition system have been proposed recently in the literature. Such a distance, defined as a pseudo-ultrametric over the state space of the model,…

Logic in Computer Science · Computer Science 2017-01-25 Taolue Chen , Tingting Han , Yongzhi Cao

A popular approach to solving large probabilistic systems relies on aggregating states based on a measure of similarity. Many approaches in the literature are heuristic. A number of recent methods rely instead on metrics based on the notion…

Artificial Intelligence · Computer Science 2012-07-02 Norman Ferns , Pablo Samuel Castro , Doina Precup , Prakash Panangaden

We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…

Robotics · Computer Science 2016-12-08 Emmanuel Boidot , Aude Marzuoli , Eric Feron

Given two distributions $\mathcal{P}$ and $\mathcal{Q}$ over a high-dimensional domain $\{0,1\}^n$, and a parameter $\varepsilon$, the goal of distance estimation is to determine the statistical distance between $\mathcal{P}$ and…

Data Structures and Algorithms · Computer Science 2025-09-09 Gunjan Kumar , Kuldeep S. Meel , Yash Pote

This thesis investigates the extent to which the optimal value of a constraint satisfaction problem (CSP) can be approximated by some sentence of fixed point logic with counting (FPC). It is known that, assuming $\mathsf{P} \neq…

Logic in Computer Science · Computer Science 2020-08-10 Jamie Tucker-Foltz

Parity games are two-player infinite-duration games on graphs that play a crucial role in various fields of theoretical computer science. Finding efficient algorithms to solve these games in practice is widely acknowledged as a core problem…

Computer Science and Game Theory · Computer Science 2016-09-15 Massimo Benerecetti , Daniele Dell'Erba , Fabio Mogavero

We show that $\varepsilon$-additive approximations of the optimal value of fixed-size two-player free games with fixed-dimensional entanglement assistance can be computed in time $\mathrm{poly}(1/\varepsilon)$. This stands in contrast to…

Quantum Physics · Physics 2025-07-17 Julius A. Zeiss , Gereon Koßmann , Omar Fawzi , Mario Berta
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