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The construction of approximate replication strategies for pricing and hedging of derivative contracts in incomplete markets is a key problem of financial engineering. Recently Reinforcement Learning algorithms for hedging under realistic…

Artificial Intelligence · Computer Science 2023-11-02 Oleg Szehr

Complex games have long been an important benchmark for testing the progress of artificial intelligence algorithms. AlphaGo, AlphaZero, and MuZero have defeated top human players in Go and Chess, garnering widespread societal attention…

Computation and Language · Computer Science 2025-10-22 Wei Wang , Fuqing Bie , Junzhe Chen , Dan Zhang , Shiyu Huang , Evgeny Kharlamov , Jie Tang

Games, in their mathematical sense, are everywhere (game industries, economics, defense, education, chemistry, biology, ...).Search algorithms in games are artificial intelligence methods for playing such games. Unfortunately, there is no…

Artificial Intelligence · Computer Science 2025-05-16 Quentin Cohen-Solal

Deep reinforcement learning repeatedly succeeds in closed, well-defined domains such as games (Chess, Go, StarCraft). The next frontier is real-world scenarios, where setups are numerous and varied. For this, agents need to learn the…

Machine Learning · Computer Science 2023-02-10 Andreea Deac , Théophane Weber , George Papamakarios

Humans tend to learn complex abstract concepts faster if examples are presented in a structured manner. For instance, when learning how to play a board game, usually one of the first concepts learned is how the game ends, i.e. the actions…

Machine Learning · Computer Science 2019-06-11 Joseph West , Frederic Maire , Cameron Browne , Simon Denman

Hex and Counter Wargames are adversarial two-player simulations of real military conflicts requiring complex strategic decision-making. Unlike classical board games, these games feature intricate terrain/unit interactions, unit stacking,…

Machine Learning · Computer Science 2025-02-20 Guilherme Palma , Pedro A. Santos , João Dias

The combination of Monte-Carlo Tree Search (MCTS) and deep reinforcement learning is state-of-the-art in two-player perfect-information games. In this paper, we describe a search algorithm that uses a variant of MCTS which we enhanced by 1)…

Machine Learning · Computer Science 2020-05-26 Arta Seify , Michael Buro

Much of recent success in multiagent reinforcement learning has been in two-player zero-sum games. In these games, algorithms such as fictitious self-play and minimax tree search can converge to an approximate Nash equilibrium. While…

Multiagent Systems · Computer Science 2019-12-11 Alexander Shmakov , John Lanier , Stephen McAleer , Rohan Achar , Cristina Lopes , Pierre Baldi

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

Complex sequential decision-making planning problems, covering infinite states' space have been shown to be solvable by AlphaZero type of algorithms. Such an approach that trains a neural model while simulating projection of futures with a…

Artificial Intelligence · Computer Science 2024-08-13 Ronit Bustin , Claudia V. Goldman

This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…

Computer Science and Game Theory · Computer Science 2023-11-03 Yuksel Arslantas , Ege Yuceel , Yigit Yalin , Muhammed O. Sayin

We present efficient algorithms for computing optimal or approximately optimal strategies in a zero-sum game for which Player I has n pure strategies and Player II has an arbitrary number of pure strategies. We assume that for any given…

Optimization and Control · Mathematics 2018-06-21 Lisa Hellerstein , Thomas Lidbetter , Daniel Pirutinsky

Decision-making agents with planning capabilities have achieved huge success in the challenging domain like Chess, Shogi, and Go. In an effort to generalize the planning ability to the more general tasks where the environment dynamics are…

Artificial Intelligence · Computer Science 2020-06-23 Xuxi Yang , Werner Duvaud , Peng Wei

This paper investigates mixed strategies in dynamic games with perfect information. We present an example to show that a player may obtain higher payoff by playing mixed strategy. By contrast, the main result of the paper shows that every…

Optimization and Control · Mathematics 2020-01-01 Enxian Chen , Wei He , Yeneng Sun , Hanping Xu

We develop a new model that can be applied to any perfect information two-player zero-sum game to target a high score, and thus a perfect play. We integrate this model into the Monte Carlo tree search-policy iteration learning pipeline…

Artificial Intelligence · Computer Science 2019-11-28 Francesco Morandin , Gianluca Amato , Marco Fantozzi , Rosa Gini , Carlo Metta , Maurizio Parton

Neural network supported tree-search has shown strong results in a variety of perfect information multi-agent tasks. However, the performance of these methods on partial information games has generally been below competing approaches. Here…

Multiagent Systems · Computer Science 2024-06-18 Ryan Yu , Alex Olshevsky , Peter Chin

AlphaZero learns to play go, chess and shogi at a superhuman level through self play given only the rules of the game. This raises the question of whether a similar thing could be done for mathematics -- a MathZero. MathZero would require a…

Logic in Computer Science · Computer Science 2020-05-19 David McAllester

Games are abstractions of the real world, where artificial agents learn to compete and cooperate with other agents. While significant achievements have been made in various perfect- and imperfect-information games, DouDizhu (a.k.a. Fighting…

Artificial Intelligence · Computer Science 2021-06-14 Daochen Zha , Jingru Xie , Wenye Ma , Sheng Zhang , Xiangru Lian , Xia Hu , Ji Liu

Recent achievements from AlphaZero using self-play has shown remarkable performance on several board games. It is plausible to think that self-play, starting from zero knowledge, can gradually approximate a winning strategy for certain…

Artificial Intelligence · Computer Science 2021-01-19 Ruiyang Xu , Karl Lieberherr

AlphaZero has been very successful in many games. Unfortunately, it still consumes a huge amount of computing resources, the majority of which is spent in self-play. Hyperparameter tuning exacerbates the training cost since each…

Artificial Intelligence · Computer Science 2020-03-16 Ti-Rong Wu , Ting-Han Wei , I-Chen Wu