Related papers: Zero-Sum Games and Linear Programming Duality

Long studied as a toy model, quantum zero-sum games have recently resurfaced as a canonical playground for modern areas such as non-local games, quantum interactive proofs, and quantum machine learning. In this simple yet fundamental…

Extensive-form games with imperfect recall are an important game-theoretic model that allows a compact representation of strategies in dynamic strategic interactions. Practical use of imperfect recall games is limited due to negative…

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

The efficiency of a game is typically quantified by the price of anarchy (PoA), defined as the worst ratio of the objective function value of an equilibrium --- solution of the game --- and that of an optimal outcome. Given the tremendous…

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…

We consider the relation between Sion's minimax theorem for a continuous function and a Nash equilibrium in an asymmetric multi-players zero-sum game in which only one player is different from other players, and the game is symmetric for…

We consider 2-player zero-sum stochastic games where each player controls his own state variable living in a compact metric space. The terminology comes from gambling problems where the state of a player represents its wealth in a casino.…

A quantum algorithm for an oracle problem can be understood as a quantum strategy for a player in a two-player zero-sum game in which the other player is constrained to play classically. I formalize this correspondence and give examples of…

Using the duality techniques introduced by De Meyer (1996a, 1996b), De Meyer and Marino (2005) provided optimal strategies for both players in finitely repeated games with incomplete information on two sides, in the independent case. In…

We give a simple proof of Strassen's theorem on stochastic dominance using linear programming duality, without requiring measure-theoretic arguments. The result extends to generalized inequalities using conic optimization duality and…

In Zeng et al. [Fluct. Noise Lett. 7 (2007) L439--L447] the analysis of the lowest unique positive integer game is simplified by some reasonable assumptions that make the problem tractable for arbitrary numbers of players. However, here we…

Nonzero sum games typically have multiple Nash equilibriums (or no equilibrium), and unlike the zero sum case, they may have different values at different equilibriums. Instead of focusing on the existence of individual equilibriums, we…

For many common height functions, it is notoriously hard to compute the essential minimum. Nevertheless there are two classical methods, one giving lower bounds and the other giving upper bounds. In this paper, we show that the two methods…

The article provides a solution algorithm for the linear programming problem (LPP) with the latter being presented as an antagonistic matrix game so the game's further solution is based on the iterative method. The algorithm is presented as…

In this paper we introduce and study {\em all-pay bidding games}, a class of two player, zero-sum games on graphs. The game proceeds as follows. We place a token on some vertex in the graph and assign budgets to the two players. Each turn,…

In this work we propose a kinetic formulation for evolutionary game theory for zero sum games when the agents use mixed strategies. We start with a simple adaptive rule, where after an encounter each agent increases the probability of play…

Motivated by Generative Adversarial Networks, we study the computation of Nash equilibrium in concave network zero-sum games (NZSGs), a multiplayer generalization of two-player zero-sum games first proposed with linear payoffs. Extending…

We provide, to the best of our knowledge, the first computational study of extensive-form adversarial team games. These games are sequential, zero-sum games in which a team of players, sharing the same utility function, faces an adversary.…

The double oracle algorithm is a popular method of solving games, because it is able to reduce computing equilibria to computing a series of best responses. However, its theoretical properties are not well understood. In this paper, we…