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In strategic scenarios where decision-makers operate at different hierarchical levels, traditional optimization methods are often inadequate for handling uncertainties from incomplete information or unpredictable external factors. To fill…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Jiachen Shen , Jian Shi , Lei Fan , Chenye Wu , Dan Wang , Choong Seon Hong , Zhu Han

We consider the problem of finding Nash equilibrium for two-player turn-based zero-sum games. Inspired by the AlphaGo Zero (AGZ) algorithm, we develop a Reinforcement Learning based approach. Specifically, we propose…

Machine Learning · Computer Science 2020-02-26 Devavrat Shah , Varun Somani , Qiaomin Xie , Zhi Xu

We define a class of zero-sum games with combinatorial structure, where the best response problem of one player is to maximize a submodular function. For example, this class includes security games played on networks, as well as the problem…

Computer Science and Game Theory · Computer Science 2017-12-04 Bryan Wilder

In 1975 the first author proved that every finite tight two-person game form $g$ is Nash-solvable, that is, for every payoffs $u$ and $w$ of two players the obtained game $(g;u,w)$, in normal form, has a Nash equilibrium (NE) in pure…

Computer Science and Game Theory · Computer Science 2023-06-21 Vladimir Gurvich , Mariya Naumova

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

A fundamental challenge in model-based offline reinforcement learning (RL) lies in the trade-off between generalization and robustness against exploitation errors in out-of-distribution (OOD) regions. While OOD samples may capture valid…

Artificial Intelligence · Computer Science 2026-05-11 Hongqiang Lin , Dongxu Zhang , Yiding Sun , Mingzhe Li , Ning Yang , Haijun Zhang

Proximal Policy Optimization (PPO) is a ubiquitous on-policy reinforcement learning algorithm but is significantly less utilized than off-policy learning algorithms in multi-agent settings. This is often due to the belief that PPO is…

Machine Learning · Computer Science 2022-11-07 Chao Yu , Akash Velu , Eugene Vinitsky , Jiaxuan Gao , Yu Wang , Alexandre Bayen , Yi Wu

Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. However, theoretical understanding of these methods remains insufficient. Even in the episodic (time-inhomogeneous) tabular…

Machine Learning · Computer Science 2022-12-06 Tianhao Wu , Yunchang Yang , Han Zhong , Liwei Wang , Simon S. Du , Jiantao Jiao

We study offline constrained reinforcement learning with general function approximation in discounted constrained Markov decision processes. Prior methods either require full data coverage for evaluating intermediate policies, lack oracle…

Machine Learning · Statistics 2026-05-13 Seokmin Ko , Ambuj Tewari , Kihyuk Hong

Recently, Press and Dyson have proposed a new class of probabilistic and conditional strategies for the two-player iterated Prisoner's Dilemma, so-called zero-determinant strategies. A player adopting zero-determinant strategies is able to…

Computer Science and Game Theory · Computer Science 2014-02-17 Liming Pan , Dong Hao , Zhihai Rong , Tao Zhou

We present Self-Play Preference Optimization (SPO), an algorithm for reinforcement learning from human feedback. Our approach is minimalist in that it does not require training a reward model nor unstable adversarial training and is…

Machine Learning · Computer Science 2024-06-14 Gokul Swamy , Christoph Dann , Rahul Kidambi , Zhiwei Steven Wu , Alekh Agarwal

We present a new approach to solving games with a countably or uncountably infinite number of players. Such games are often used to model multiagent systems with a large number of agents. The latter are frequently encountered in economics,…

Computer Science and Game Theory · Computer Science 2025-01-17 Carlos Martin , Tuomas Sandholm

Single-trajectory reinforcement learning (RL) methods aim to optimize policies from datasets consisting of (prompt, response, reward) triplets, where scalar rewards are directly available. This supervision format is highly practical, as it…

Machine Learning · Computer Science 2025-12-23 Bilal Faye , Hanane Azzag , Mustapha Lebbah

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 goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

Computer Science and Game Theory · Computer Science 2020-06-25 Sam Ganzfried , Conner Laughlin , Charles Morefield

Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…

Machine Learning · Computer Science 2025-07-29 Zhengpeng Xie , Qiang Zhang , Fan Yang , Marco Hutter , Renjing Xu

Differential game theory offers an approach for modeling interactions between two or more agents that occur in continuous time. The goal of each agent is to optimize its objective cost functional. In this paper, we present two different…

Optimization and Control · Mathematics 2025-07-04 Craig Bakker , Adam T. Rupe , Alexander Von Moll , Adam R. Gerlach

In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…

Optimization and Control · Mathematics 2024-10-14 Antoine Zolome , Brahim El Asri

Advances in reinforcement learning (RL) often rely on massive compute resources and remain notoriously sample inefficient. In contrast, the human brain is able to efficiently learn effective control strategies using limited resources. This…

Machine Learning · Computer Science 2024-01-30 Burcu Küçükoğlu , Walraaf Borkent , Bodo Rueckauer , Nasir Ahmad , Umut Güçlü , Marcel van Gerven
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