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Understanding and analyzing markets is crucial, yet analytical equilibrium solutions remain largely infeasible. Recent breakthroughs in equilibrium computation rely on zeroth-order policy gradient estimation. These approaches commonly…

Computer Science and Game Theory · Computer Science 2023-03-17 Nils Kohring , Fabian R. Pieroth , Martin Bichler

Zero-sum and non-zero-sum (aka general-sum) games are relevant in a wide range of applications. While general non-zero-sum games are computationally hard, researchers focus on the special class of monotone games for gradient-based…

Computer Science and Game Theory · Computer Science 2025-12-03 Ruichen Luo , Sebastian U. Stich , Krishnendu Chatterjee

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

Optimization and Control · Mathematics 2019-05-17 Jérôme Renault

Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and…

Artificial Intelligence · Computer Science 2019-01-09 Jordi Grau-Moya , Felix Leibfried , Haitham Bou-Ammar

High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…

Machine Learning · Computer Science 2019-11-27 Zhiliang Chen

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

Computer Science and Game Theory · Computer Science 2026-01-29 Daniel Ablin , Alon Cohen

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2022-07-21 Jan Kretinsky , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…

Optimization and Control · Mathematics 2025-09-08 Pedro Cesar Lopes Gerum , Thomas Lidbetter

Today's multiagent systems have grown too complex to rely on centralized controllers, prompting increasing interest in the design of distributed algorithms. In this respect, game theory has emerged as a valuable tool to complement more…

Systems and Control · Computer Science 2020-02-19 Rahul Chandan , Dario Paccagnan , Jason R. Marden

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

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2020-09-24 Jan Křetínský , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

As Machine Learning (ML) systems becomes more ubiquitous, ensuring the fair and equitable application of their underlying algorithms is of paramount importance. We argue that one way to achieve this is to proactively cultivate public…

Computers and Society · Computer Science 2020-04-22 Eric Chu , Nabeel Gillani , Sneha Priscilla Makini

Zero-sum games have long guided artificial intelligence research, since they possess both a rich strategy space of best-responses and a clear evaluation metric. What's more, competition is a vital mechanism in many real-world multi-agent…

Computer Science and Game Theory · Computer Science 2020-03-03 Edward Hughes , Thomas W. Anthony , Tom Eccles , Joel Z. Leibo , David Balduzzi , Yoram Bachrach

The cornerstone underpinning deep learning is the guarantee that gradient descent on an objective converges to local minima. Unfortunately, this guarantee fails in settings, such as generative adversarial nets, where there are multiple…

Machine Learning · Computer Science 2018-06-07 David Balduzzi , Sebastien Racaniere , James Martens , Jakob Foerster , Karl Tuyls , Thore Graepel

The success of adversarial formulations in machine learning has brought renewed motivation for smooth games. In this work, we focus on the class of stochastic Hamiltonian methods and provide the first convergence guarantees for certain…

Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Mostafa M. Shibl , Vijay Gupta

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

Algorithmic game theory (AGT) focuses on the design and analysis of algorithms for interacting agents, with interactions rigorously formalized within the framework of games. Results from AGT find applications in domains such as online…

Computer Science and Game Theory · Computer Science 2017-10-23 Ian Gemp , Sridhar Mahadevan

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…

Machine Learning · Computer Science 2015-11-24 Moritz Hardt , Nimrod Megiddo , Christos Papadimitriou , Mary Wootters
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