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Modeling strategic conflict from a game theoretical perspective involves dealing with epistemic uncertainty. Payoff uncertainty models are typically restricted to simple probability models due to computational restrictions. Recent…

Computer Science and Game Theory · Computer Science 2019-05-13 Juan Leni , John Levine , John Quigley

We investigate a discrete search game called the Multiple Caching Game where the searcher's aim is to find all of a set of $d$ treasures hidden in $n$ locations. Allowed queries are sets of locations of size $k$, and the searcher wins if in…

Optimization and Control · Mathematics 2025-09-03 Áron Jánosik , Csenge Miklós , Dániel G. Simon , Kristóf Zólomy

We consider two-player non zero-sum infinite duration games played on weighted graphs. We extend the notion of secure equilibrium introduced by Chatterjee et al., from the Boolean setting to this quantitative setting. As for the Boolean…

Computer Science and Game Theory · Computer Science 2016-10-03 Véronique Bruyère , Noémie Meunier , Jean-François Raskin

We analyse an algorithm solving stochastic mean-payoff games, combining the ideas of relative value iteration and of Krasnoselskii-Mann damping. We derive parameterized complexity bounds for several classes of games satisfying…

Optimization and Control · Mathematics 2023-05-05 Marianne Akian , Stéphane Gaubert , Ulysse Naepels , Basile Terver

A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often…

Optimization and Control · Mathematics 2019-05-27 Emilie Chouzenoux , Henri Gérard , Jean-Christophe Pesquet

Polynomial optimization problems often arise in sequences indexed by dimension, and it is of interest to compute bounds on the optimal values of all problems in the sequence. Examples include certifying inequalities between symmetric…

Optimization and Control · Mathematics 2025-11-03 Eitan Levin , Venkat Chandrasekaran

This paper investigates equilibrium computation and the price of anarchy for Bayesian games, which are the fundamental models of games with incomplete information. In normal-form games with complete information, it is known that efficiently…

Computer Science and Game Theory · Computer Science 2025-07-01 Kaito Fujii

Min-max optimization problems arise in several key machine learning setups, including adversarial learning and generative modeling. In their general form, in absence of convexity/concavity assumptions, finding pure equilibria of the…

Machine Learning · Computer Science 2022-02-23 Carles Domingo-Enrich , Joan Bruna

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

Artificial Intelligence · Computer Science 2025-10-07 Gon Buzaglo , Noah Golowich , Elad Hazan

This paper is an attempt to compute the value and saddle points of zero-sum risk-sensitive average stochastic games. For the average games with finite states and actions, we first introduce the so-called irreducibility coefficient and then…

Optimization and Control · Mathematics 2025-05-08 Fang Chen , Xianping Guo , Xin Guo , Junyu Zhang

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

Here we study multiplayer linear games, a natural generalization of XOR games to multiple outcomes. We generalize a recently proposed efficiently computable bound, in terms of the norm of a game matrix, on the quantum value of 2-player…

Quantum Physics · Physics 2016-02-10 Gláucia Murta , Ravishankar Ramanathan , Natália Móller , Marcelo Terra Cunha

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

Algorithm- and data-dependent generalization bounds are required to explain the generalization behavior of modern machine learning algorithms. In this context, there exists information theoretic generalization bounds that involve (various…

Machine Learning · Statistics 2023-07-07 Sarah Sachs , Tim van Erven , Liam Hodgkinson , Rajiv Khanna , Umut Simsekli

We construct Nash-equilibria in mean-field portfolio games of optimal investment and hedging under relative performance concerns with exponential (CARA) utility preferences. Common noise dynamics are modeled by integer-valued random…

Optimization and Control · Mathematics 2026-01-08 Dirk Becherer , Stefanie Hesse

The optimization version of the cavity method for single instances, called Max-Sum, has been applied in the past to the Minimum Steiner Tree Problem on Graphs and variants. Max-Sum has been shown experimentally to give asymptotically…

Data Structures and Algorithms · Computer Science 2016-08-03 Alfredo Braunstein , Anna Muntoni

We study the problem of solving matrix games of the form $\min_{\mathbf{p}\in\Delta}\max_{\mathbf{w}\in\mathcal{W}}\mathbf{p}^{\top}A\mathbf{w}$, where $A$ is a matrix and $\Delta$ is the probability simplex. This problem encapsulates…

Computer Science and Game Theory · Computer Science 2026-02-10 Guy Kornowski , Ohad Shamir

In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum games. First, we provide a precise analysis of Optimistic…

Optimization and Control · Mathematics 2021-08-18 Ioannis Anagnostides , Paolo Penna

We present two zero-sum games modeling situations where one player attacks (or hides in) a finite dimensional nonempty compact set, and the other tries to prevent the attack (or find him). The first game, called patrolling game, corresponds…

Optimization and Control · Mathematics 2019-07-03 Tristan Garrec
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