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Regret-based algorithms are highly efficient at finding approximate Nash equilibria in sequential games such as poker games. However, most regret-based algorithms, including counterfactual regret minimization (CFR) and its variants, rely on…

Machine Learning · Computer Science 2021-10-28 Chung-Wei Lee , Christian Kroer , Haipeng Luo

Sparse iterative methods, in particular first-order methods, are known to be among the most effective in solving large-scale two-player zero-sum extensive-form games. The convergence rates of these methods depend heavily on the properties…

Computer Science and Game Theory · Computer Science 2017-05-10 Christian Kroer , Kevin Waugh , Fatma Kilinc-Karzan , Tuomas Sandholm

Self-play methods based on regret minimization have become the state of the art for computing Nash equilibria in large two-players zero-sum extensive-form games. These methods fundamentally rely on the hierarchical structure of the players'…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

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

Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on…

Computer Science and Game Theory · Computer Science 2018-09-11 Gabriele Farina , Christian Kroer , Tuomas Sandholm

No-regret learning has emerged as a powerful tool for solving extensive-form games. This was facilitated by the counterfactual-regret minimization (CFR) framework, which relies on the instantiation of regret minimizers for simplexes at each…

Computer Science and Game Theory · Computer Science 2017-11-10 Gabriele Farina , Christian Kroer , Tuomas Sandholm

Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…

Computer Science and Game Theory · Computer Science 2022-03-24 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

Regret matching (RM) -- and its modern variants -- is a foundational online algorithm that has been at the heart of many AI breakthrough results in solving benchmark zero-sum games, such as poker. Yet, surprisingly little is known so far in…

Computer Science and Game Theory · Computer Science 2025-11-18 Ioannis Anagnostides , Emanuel Tewolde , Brian Hu Zhang , Ioannis Panageas , Vincent Conitzer , 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

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

Regret minimization has proved to be a versatile tool for tree-form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, modern extensions of counterfactual regret minimization (CFR)…

Computer Science and Game Theory · Computer Science 2021-03-09 Gabriele Farina , Tuomas Sandholm

We study the application of iterative first-order methods to the problem of computing equilibria of large-scale two-player extensive-form games. First-order methods must typically be instantiated with a regularizer that serves as a…

Computer Science and Game Theory · Computer Science 2021-10-14 Gabriele Farina , Christian Kroer , Tuomas Sandholm

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

Counterfactual Regret Minimization (CFR)} is the popular method for finding approximate Nash equilibrium in two-player zero-sum games with imperfect information. CFR solves games by travsersing the full game tree iteratively, which limits…

Artificial Intelligence · Computer Science 2022-01-04 Huale Li , Xuan Wang , Zengyue Guo , Jiajia Zhang , Shuhan Qi

A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed…

Machine Learning · Computer Science 2019-12-02 Ryan D'Orazio , Dustin Morrill , James R. Wright

The CFR framework has been a powerful tool for solving large-scale extensive-form games in practice. However, the theoretical rate at which past CFR-based algorithms converge to the Nash equilibrium is on the order of $O(T^{-1/2})$, where…

Computer Science and Game Theory · Computer Science 2019-02-14 Gabriele Farina , Christian Kroer , Noam Brown , Tuomas Sandholm

Counterfactual regret minimization (CFR) is a family of iterative algorithms that are the most popular and, in practice, fastest approach to approximately solving large imperfect-information games. In this paper we introduce novel CFR…

Computer Science and Game Theory · Computer Science 2019-02-22 Noam Brown , Tuomas Sandholm

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

In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…

Computer Science and Game Theory · Computer Science 2021-10-19 Yu-Guan Hsieh , Kimon Antonakopoulos , Panayotis Mertikopoulos

In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

Computer Science and Game Theory · Computer Science 2025-05-22 Nanxiang Zhou , Jing Dong , Baoxiang Wang
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