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We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

Machine Learning · Computer Science 2021-06-29 Yue Guan , Qifan Zhang , Panagiotis Tsiotras

We present multilinear and mixed-integer multilinear programs to find a Nash equilibrium in multi-player noncooperative games. We compare the formulations to common algorithms in Gambit, and conclude that a multilinear feasibility program…

Optimization and Control · Mathematics 2024-03-27 Miriam Fischer , Akshay Gupte

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

We consider the problem of approximating Nash equilibria of $N$ functions $f_1,\dots, f_N$ of $N$ variables. In particular, we deduce conditions under which systems of the form $$ \dot u_j(t)=-\nabla_{x_j}f_j(u(t)) $$ $(j=1,\dots, N)$ are…

Analysis of PDEs · Mathematics 2020-09-15 Romeo Awi , Ryan Hynd , Henok Mawi

In an $\epsilon$-Nash equilibrium, a player can gain at most $\epsilon$ by unilaterally changing his behaviour. For two-player (bimatrix) games with payoffs in $[0,1]$, the best-known$\epsilon$ achievable in polynomial time is 0.3393. In…

Computer Science and Game Theory · Computer Science 2014-10-02 Argyrios Deligkas , John Fearnley , Rahul Savani , Paul Spirakis

Several works have shown unconditional hardness (via integrality gaps) of computing equilibria using strong hierarchies of convex relaxations. Such results however only apply to the problem of computing equilibria that optimize a certain…

Computational Complexity · Computer Science 2018-06-26 Pravesh K. Kothari , Ruta Mehta

Imperfect-recall abstraction has emerged as the leading paradigm for practical large-scale equilibrium computation in incomplete-information games. However, imperfect-recall abstractions are poorly understood, and only weak…

Computer Science and Game Theory · Computer Science 2016-06-07 Christian Kroer , Tuomas Sandholm

We consider finite-state concurrent stochastic games, played by k>=2 players for an infinite number of rounds, where in every round, each player simultaneously and independently of the other players chooses an action, whereafter the…

Computer Science and Game Theory · Computer Science 2015-06-09 Krishnendu Chatterjee , Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen

Games on graphs provide a natural and powerful model for reactive systems. In this paper, we consider generalized reachability objectives, defined as conjunctions of reachability objectives. We first prove that deciding the winner in such…

Computational Complexity · Computer Science 2012-02-06 Nathanaël Fijalkow , Florian Horn

Algorithms for computing game-theoretic solutions have recently been applied to a number of security domains. However, many of the techniques developed for compact representations of security games do not extend to {\em Bayesian} security…

Computer Science and Game Theory · Computer Science 2016-04-19 Yuqian Li , Vincent Conitzer , Dmytro Korzhyk

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…

Machine Learning · Computer Science 2019-01-28 Eric V. Mazumdar , Michael I. Jordan , S. Shankar Sastry

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

We consider a variant of the hide-and-seek game in which a seeker inspects multiple hiding locations to find multiple items hidden by a hider. Each hiding location has a maximum hiding capacity and a probability of detecting its hidden…

Computer Science and Game Theory · Computer Science 2024-06-26 Bastián Bahamondes , Mathieu Dahan

We study the computation of approximate pure Nash equilibria in Shapley value (SV) weighted congestion games, introduced in [19]. This class of games considers weighted congestion games in which Shapley values are used as an alternative (to…

Computer Science and Game Theory · Computer Science 2017-11-28 Matthias Feldotto , Martin Gairing , Grammateia Kotsialou , Alexander Skopalik

We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…

Theoretical Economics · Economics 2024-07-02 Florian Brandl , Felix Brandt

Since the seminal PPAD-completeness result for computing a Nash equilibrium even in two-player games, an important line of research has focused on relaxations achievable in polynomial time. In this paper, we consider the notion of…

Computer Science and Game Theory · Computer Science 2022-07-15 Argyrios Deligkas , Michail Fasoulakis , Evangelos Markakis

We consider a zero-sum inspection game, in which a defender positions detectors across a critical system to detect multiple attacks caused by an attacker. We assume that detection is imperfect, and each detector location is associated with…

Computer Science and Game Theory · Computer Science 2025-10-14 Bastián Bahamondes , Mathieu Dahan

In many game settings, the game is not explicitly given but is only accessible by playing it. While there have been impressive demonstrations in such settings, prior techniques have not offered safety guarantees, that is, guarantees on the…

Computer Science and Game Theory · Computer Science 2020-12-17 Brian Hu Zhang , Tuomas Sandholm

This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…

Machine Learning · Computer Science 2020-07-15 Yu Bai , Chi Jin , Tiancheng Yu

We study the class of reach-avoid dynamic games in which multiple agents interact noncooperatively, and each wishes to satisfy a distinct target criterion while avoiding a failure criterion. Reach-avoid games are commonly used to express…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Dennis R. Anthony , Duy P. Nguyen , David Fridovich-Keil , Jaime F. Fisac