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In this work, we study the sample complexity of obtaining a Nash equilibrium (NE) estimate in two-player zero-sum matrix games with noisy feedback. Specifically, we propose a novel algorithm that repeatedly solves linear programs (LPs) to…

Optimization and Control · Mathematics 2026-02-16 Jiashuo Jiang , Mengxiao Zhang

Motivated by Generative Adversarial Networks, we study the computation of Nash equilibrium in concave network zero-sum games (NZSGs), a multiplayer generalization of two-player zero-sum games first proposed with linear payoffs. Extending…

Machine Learning · Computer Science 2020-07-13 Amit Kadan , Hu Fu

In this article we compute analytically the number of Nash Equilibria (NE) for a two-choice game played on a (circular) ladder graph with $2n$ players. We consider a set of games with generic payoff parameters, with the only requirement…

Combinatorics · Mathematics 2021-01-25 Victoria Sánchez Muñoz , Michael Mc Gettrick

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

In this work, we study potential games and Markov potential games under stochastic cost and bandit feedback. We propose a variant of the Frank-Wolfe algorithm with sufficient exploration and recursive gradient estimation, which provably…

Computer Science and Game Theory · Computer Science 2024-04-11 Jing Dong , Baoxiang Wang , Yaoliang Yu

Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Computer Science and Game Theory · Computer Science 2023-08-17 Zailin Ma , Jiansheng Yang , Zhihua Zhang

In this report, some properties of the set of Nash equilibria (NEs) of $2 \times 2$ zero-sum games are reviewed. In particular, the cardinality of the set of NEs is given in terms of the entries of the payoff matrix. Moreover, closed-form…

Computer Science and Game Theory · Computer Science 2022-11-21 Ke Sun

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Computer Science and Game Theory · Computer Science 2020-07-14 Wenshuo Guo , Mihaela Curmei , Serena Wang , Benjamin Recht , Michael I. Jordan

The task of computing approximate Nash equilibria in large zero-sum extensive-form games has received a tremendous amount of attention due mainly to the Annual Computer Poker Competition. Immediately after its inception, two competing and…

Artificial Intelligence · Computer Science 2014-11-19 Kevin Waugh , J. Andrew Bagnell

Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…

Computer Science and Game Theory · Computer Science 2018-06-13 Abdullah Al-Dujaili , Erik Hemberg , Una-May O'Reilly

We consider a number of questions related to tradeoffs between reward and regret in repeated gameplay between two agents. To facilitate this, we introduce a notion of $\textit{generalized equilibrium}$ which allows for asymmetric regret…

Computer Science and Game Theory · Computer Science 2023-12-19 William Brown , Jon Schneider , Kiran Vodrahalli

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Suad Krilašević , Sergio Grammatico

We introduce DREAM, a deep reinforcement learning algorithm that finds optimal strategies in imperfect-information games with multiple agents. Formally, DREAM converges to a Nash Equilibrium in two-player zero-sum games and to an…

Machine Learning · Computer Science 2020-12-01 Eric Steinberger , Adam Lerer , Noam Brown

We investigate a repeated two-player zero-sum game setting where the column player is also a designer of the system, and has full control on the design of the payoff matrix. In addition, the row player uses a no-regret algorithm to…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Nick Bishop , Long Tran-Thanh

Self-play via online learning is one of the premier ways to solve large-scale two-player zero-sum games, both in theory and practice. Particularly popular algorithms include optimistic multiplicative weights update (OMWU) and optimistic…

Computer Science and Game Theory · Computer Science 2025-01-22 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

We study the game modification problem, where a benevolent game designer or a malevolent adversary modifies the reward function of a zero-sum Markov game so that a target deterministic or stochastic policy profile becomes the unique Markov…

Computer Science and Game Theory · Computer Science 2024-08-27 Young Wu , Jeremy McMahan , Yiding Chen , Yudong Chen , Xiaojin Zhu , Qiaomin Xie

Designing efficient algorithms to find Nash equilibrium (NE) refinements in sequential games is of paramount importance in practice. Indeed, it is well known that the NE has several weaknesses, since it may prescribe to play sub-optimal…

Computer Science and Game Theory · Computer Science 2022-08-18 Martino Bernasconi , Alberto Marchesi , Francesco Trovò

We study data corruption robustness in offline two-player zero-sum Markov games. Given a dataset of realized trajectories of two players, an adversary is allowed to modify an $\epsilon$-fraction of it. The learner's goal is to identify an…

Computer Science and Game Theory · Computer Science 2024-03-14 Andi Nika , Debmalya Mandal , Adish Singla , Goran Radanović