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Weighted timed games are zero-sum games played by two players on a timed automaton equipped with weights, where one player wants to minimise the accumulated weight while reaching a target. Weighted timed games are notoriously difficult and…

Computer Science and Game Theory · Computer Science 2018-12-05 Damien Busatto-Gaston , Benjamin Monmege , Pierre-Alain Reynier

This paper considers a two-person zero-sum continuous-time Markov pure jump game in Borel state and action spaces over a fixed finite horizon. The main assumption on the model is the existence of a drift function, which bounds the reward…

Optimization and Control · Mathematics 2017-03-31 Xin Guo , Yi Zhang

We study the game modification problem, where a benevolent game designer or a malevolent adversary modifies the reward function of a zero-sum Markov game so that a target deterministic or stochastic policy profile becomes the unique Markov…

Computer Science and Game Theory · Computer Science 2024-08-27 Young Wu , Jeremy McMahan , Yiding Chen , Yudong Chen , Xiaojin Zhu , Qiaomin Xie

In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…

Optimization and Control · Mathematics 2026-02-10 Yiyuan Wang

Many emerging applications - such as adversarial training, AI alignment, and robust optimization - can be framed as zero-sum games between neural nets, with von Neumann-Nash equilibria (NE) capturing the desirable system behavior. While…

Machine Learning · Computer Science 2025-12-02 Deep Patel , Emmanouil-Vasileios Vlatakis-Gkaragkounis

In this paper we study two-player bilinear zero-sum games with constrained strategy spaces. An instance of natural occurrences of such constraints is when mixed strategies are used, which correspond to a probability simplex constraint. We…

Computer Science and Game Theory · Computer Science 2022-06-10 Andre Wibisono , Molei Tao , Georgios Piliouras

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

Classic reachability games on graphs are zero-sum games, where the goal of one player, Eve, is to visit a vertex from a given target set, and that of other player, Adam, is to prevent this. Generalised reachability games, studied by…

Computer Science and Game Theory · Computer Science 2025-09-18 Sougata Bose , Daniel Hausmann , Soumyajit Paul , Sven Schewe , Tansholpan Zhanabekova

This paper investigates posterior sampling algorithms for competitive reinforcement learning (RL) in the context of general function approximations. Focusing on zero-sum Markov games (MGs) under two critical settings, namely self-play and…

Machine Learning · Computer Science 2023-11-01 Shuang Qiu , Ziyu Dai , Han Zhong , Zhaoran Wang , Zhuoran Yang , Tong Zhang

Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…

Multiagent Systems · Computer Science 2020-10-26 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Computer Science and Game Theory · Computer Science 2020-07-14 Wenshuo Guo , Mihaela Curmei , Serena Wang , Benjamin Recht , Michael I. Jordan

We generalize gradient descent with momentum for optimization in differentiable games to have complex-valued momentum. We give theoretical motivation for our method by proving convergence on bilinear zero-sum games for simultaneous and…

Machine Learning · Computer Science 2021-06-03 Jonathan Lorraine , David Acuna , Paul Vicol , David Duvenaud

Zero-sum games are a fundamental setting for adversarial training and decision-making in multi-agent learning (MAL). Existing methods often ensure convergence to (approximate) Nash equilibria by introducing a form of regularization. Yet,…

Multiagent Systems · Computer Science 2026-02-10 Tuo Zhang , Leonardo Stella

Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…

Computer Science and Game Theory · Computer Science 2024-01-24 Denizalp Goktas , Arjun Prakash , Amy Greenwald

We study the problem of learning a Nash equilibrium (NE) in an imperfect information game (IIG) through self-play. Precisely, we focus on two-player, zero-sum, episodic, tabular IIG under the perfect-recall assumption where the only…

Machine Learning · Statistics 2021-06-14 Tadashi Kozuno , Pierre Ménard , Rémi Munos , Michal Valko

This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…

Machine Learning · Computer Science 2022-10-13 Gen Li , Yuejie Chi , Yuting Wei , Yuxin Chen

In this paper we study continuous-time two-player zero-sum optimal switching games on a finite horizon. Using the theory of doubly reflected BSDEs with interconnected barriers, we show that this game has a value and an equilibrium in the…

Optimization and Control · Mathematics 2018-06-04 Said Hamadène , Randall Martyr , John Moriarty

We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…

Machine Learning · Computer Science 2026-04-20 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Michal Valko , Vianney Perchet

We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Computer Science and Game Theory · Computer Science 2022-10-27 William Brown

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
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