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An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Machine Learning · Computer Science 2022-06-15 Qinghua Liu , Yuanhao Wang , Chi Jin

This paper presents a payoff perturbation technique, introducing a strong convexity to players' payoff functions in games. This technique is specifically designed for first-order methods to achieve last-iterate convergence in games where…

Computer Science and Game Theory · Computer Science 2025-03-04 Kenshi Abe , Mitsuki Sakamoto , Kaito Ariu , Atsushi Iwasaki

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

Optimization and Control · Mathematics 2023-01-13 Zahra Zahedi , Alireza Khayatian , Mohammad Mehdi Arefi , Shen Yin

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

Computer Science and Game Theory · Computer Science 2025-10-01 Sam Ganzfried

Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…

Computer Science and Game Theory · Computer Science 2020-10-01 Lukáš Adam , Rostislav Horčík , Tomáš Kasl , Tomáš Kroupa

In this paper, we consider multi-agent learning via online gradient descent in a class of games called $\lambda$-cocoercive games, a fairly broad class of games that admits many Nash equilibria and that properly includes unconstrained…

Optimization and Control · Mathematics 2021-07-20 Tianyi Lin , Zhengyuan Zhou , Panayotis Mertikopoulos , Michael I. Jordan

We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style splitting formulation, which we then solve with a semi-smooth…

Computer Science and Game Theory · Computer Science 2025-12-16 David Yang , Yuan Gao , Tianyi Lin , Christian Kroer

We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a…

Computer Science and Game Theory · Computer Science 2022-07-19 Willem Röpke , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

In zero-sum games, the optimal strategy is well-defined by the Nash equilibrium. However, it is overly conservative when playing against suboptimal opponents and it can not exploit their weaknesses. Limited look-ahead game solving in…

Computer Science and Game Theory · Computer Science 2024-04-04 David Milec , Ondřej Kubíček , Viliam Lisý

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

Computer Science and Game Theory · Computer Science 2023-05-30 Fivos Kalogiannis , Ioannis Panageas

We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…

Machine Learning · Computer Science 2023-12-08 Runyu Zhang , Zhaolin Ren , Na Li

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…

Optimization and Control · Mathematics 2015-09-23 Minghui Zhu , Emilio Frazzoli

This paper studies an $N$-coalition non-cooperative game problem, where the players in the same coalition cooperatively minimize the sum of their local cost functions under a directed communication graph, while collectively acting as a…

Optimization and Control · Mathematics 2021-09-13 Yipeng Pang , Guoqiang Hu

In this work, we introduce a new variant of online gradient descent, which provably converges to Nash Equilibria and simultaneously attains sublinear regret for the class of congestion games in the semi-bandit feedback setting. Our proposed…

Computer Science and Game Theory · Computer Science 2023-06-28 Ioannis Panageas , Stratis Skoulakis , Luca Viano , Xiao Wang , Volkan Cevher

This paper examines the convergence behaviour of simultaneous best-response dynamics in random potential games. We provide a theoretical result showing that, for two-player games with sufficiently many actions, the dynamics converge quickly…

Computer Science and Game Theory · Computer Science 2025-05-19 Galit Ashkenazi-Golan , Domenico Mergoni Cecchelli , Edward Plumb

We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…

Computer Science and Game Theory · Computer Science 2016-07-13 Stéphane Le Roux , Arno Pauly

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…

Optimization and Control · Mathematics 2022-05-17 Tongyu Wang , Peng Yi , Jie Chen

In this paper we investigate the Follow the Regularized Leader dynamics in sequential imperfect information games (IIG). We generalize existing results of Poincar\'e recurrence from normal-form games to zero-sum two-player imperfect…

We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…

Computer Science and Game Theory · Computer Science 2017-01-03 Stéphane Le Roux , Arno Pauly