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A new solution concept for two-player zero-sum matrix games with multi-dimensional payoff is introduced. It is based on extensions of vector orders in K-dimensional spaces to order relations in their power sets, so-called set relations, and…

Optimization and Control · Mathematics 2017-01-31 Andreas H. Hamel , Andreas Loehne

Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the…

Trading and Market Microstructure · Quantitative Finance 2025-10-14 Ivan Guo , Shijia Jin

To understand the complexity of the dynamic of learning in differential games, we decompose the game into components where the dynamic is well understood. One of the possible tools is Helmholtz's theorem, which can decompose a vector field…

Computer Science and Game Theory · Computer Science 2024-11-07 Nanxiang Zhou , Jing Dong , Yutian Li , Baoxiang Wang

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

Game balancing is an important part of the (computer) game design process, in which designers adapt a game prototype so that the resulting gameplay is as entertaining as possible. In industry, the evaluation of a game is often based on…

Human-Computer Interaction · Computer Science 2016-03-15 Vanessa Volz , Günter Rudolph , Boris Naujoks

This paper provides theoretical bounds for empirical game theoretical analysis of complex multi-agent interactions. We provide insights in the empirical meta game showing that a Nash equilibrium of the meta-game is an approximate Nash…

Computer Science and Game Theory · Computer Science 2018-03-20 Karl Tuyls , Julien Perolat , Marc Lanctot , Joel Z Leibo , Thore Graepel

Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…

Computer Science and Game Theory · Computer Science 2023-11-30 Revan MacQueen , James R. Wright

Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…

Computation · Statistics 2018-11-06 Victor Minden , Cengiz Pehlevan , Dmitri B. Chklovskii

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

In this paper, we present a systematic overview of different endogenous optimization-based characteristic functions and discuss their properties. Furthermore, we define and analyze in detail a new, $\eta$-characteristic function. This…

Computer Science and Game Theory · Computer Science 2023-05-30 Ekaterina Gromova , Ekaterina Marova , Dmitry Gromov

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

Methodology · Statistics 2019-10-25 Mengyang Gu , Weining Shen

Principal Component analysis (PCA) is a useful statistical technique that is commonly used for multivariate analysis of correlated variables. It is usually applied as a dimension reduction method: the top principal components (PCs)…

Parity games are two player games with omega-winning conditions, played on finite graphs. Such games play an important role in verification, satisfiability and synthesis. It is therefore important to identify algorithms that can efficiently…

Logic in Computer Science · Computer Science 2018-09-11 Lisette Sanchez , Wieger Wesselink , Tim A. C. Willemse

Data integration, or the strategic analysis of multiple sources of data simultaneously, can often lead to discoveries that may be hidden in individualistic analyses of a single data source. We develop a new unsupervised data integration…

Methodology · Statistics 2021-04-06 Tiffany M. Tang , Genevera I. Allen

We study a referential game (a type of signaling game) where two agents communicate with each other via a discrete bottleneck to achieve a common goal. In our referential game, the goal of the speaker is to compose a message or a symbolic…

Computer Vision and Pattern Recognition · Computer Science 2021-11-03 Kamal Gupta , Gowthami Somepalli , Anubhav Gupta , Vinoj Jayasundara , Matthias Zwicker , Abhinav Shrivastava

Adversarial training, a special case of multi-objective optimization, is an increasingly prevalent machine learning technique: some of its most notable applications include GAN-based generative modeling and self-play techniques in…

Machine Learning · Statistics 2021-03-17 Gauthier Gidel , David Balduzzi , Wojciech Marian Czarnecki , Marta Garnelo , Yoram Bachrach

The analysis of equilibrium points in random games has been of great interest in evolutionary game theory, with important implications for understanding of complexity in a dynamical system, such as its behavioural, cultural or biological…

Analysis of PDEs · Mathematics 2018-07-09 Manh Hong Duong , Hoang Minh Tran , The Anh Han

The preference graph is a combinatorial representation of the structure of a normal-form game. Its nodes are the strategy profiles, with an arc between profiles if they differ in the strategy of a single player, where the orientation…

Computer Science and Game Theory · Computer Science 2025-02-07 Oliver Biggar , Iman Shames

Candogan et al. (2011) provide an orthogonal direct-sum decomposition of finite games into potential, harmonic and nonstrategic components. In this paper we study the issue of decomposing games that are strategically equivalent from a…

Computer Science and Game Theory · Computer Science 2020-04-01 Joseph Abdou , Nikolaos Pnevmatikos , Marco Scarsini , Xavier Venel

We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…

Methodology · Statistics 2019-06-04 Zheng Tracy Ke , Lingzhou Xue , Fan Yang
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