Related papers: Zero-Sum Games and Linear Programming Duality

This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…

In this paper we analyse in the framework of constructive mathematics (BISH) the validity of Farkas' lemma and related propositions, namely the Fredholm alternative for solvability of systems of linear equations, optimality criteria in…

Under mild regularity conditions, gradient-based methods converge globally to a critical point in the single-loss setting. This is known to break down for vanilla gradient descent when moving to multi-loss optimization, but can we hope to…

We prove game-theoretic generalizations of some well known zero-one laws. Our proofs make the martingales behind the laws explicit, and our results illustrate how martingale arguments can have implications going beyond measure-theoretic…

This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. The types of players are…

We present a randomized primal-dual algorithm that solves the problem $\min_{x} \max_{y} y^\top A x$ to additive error $\epsilon$ in time $\mathrm{nnz}(A) + \sqrt{\mathrm{nnz}(A)n}/\epsilon$, for matrix $A$ with larger dimension $n$ and…

Last-iterate convergence of learning dynamics in games has attracted significant recent attention. In two-player zero-sum games with bandit feedback, where only the loss of the selected action pair is observed, Fiegel et al. (2025) show a…

The paper is concerned with a zero-sum differential game in the case where a payoff is determined by the exit time, that is, the first time when the system leaves the game domain. Additionally, we assume that a part of domain's boundary is…

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the properties that optimal solutions need to have, and devised a…

We consider a class of adversarial classification problems in the form of zero-sum games between a classifier and an adversary. The latter is able to corrupt data, at the expense of some optimal transport cost. We show that quite general…

Duality theorems play a fundamental role in convex optimization. Recently, it was shown how duality theorems for countable probability distributions and finite-dimensional quantum states can be leveraged for building relatively complete…

This short note demonstrates how one can define a transformation of a non-zero sum game into a zero sum, so that the optimal mixed strategy achieving equilibrium always exists. The transformation is equivalent to introduction of a passive…

With increasing game size, a problem of computational complexity arises. This is especially true in real world problems such as in social systems, where there is a significant population of players involved in the game, and the complexity…

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

We consider the relation between Sion's minimax theorem for a continuous function and a Nash equilibrium in a multi-players game with two groups which is zero-sum and symmetric in each group. We will show the following results. 1. The…

We investigate the quantization of non-zero sum games. For the particular case of the Prisoners' Dilemma we show that this game ceases to pose a dilemma if quantum strategies are allowed for. We also construct a particular quantum strategy…

In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak…

We prove existence of a value for two-player zero-sum stopper vs. singular-controller games on finite-time horizon, when the underlying dynamics is one-dimensional, diffusive and bound to evolve in $[0,\infty)$. We show that the value is…

We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition…

We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority…