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There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

Computer Science and Game Theory · Computer Science 2025-10-01 Sam Ganzfried

This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Tamer Başar

As one of the most popular methods in the field of reinforcement learning, Q-learning has received increasing attention. Recently, there have been more theoretical works on the regret bound of algorithms that belong to the Q-learning class…

Machine Learning · Computer Science 2021-07-05 Zehao Dou , Zhuoran Yang , Zhaoran Wang , Simon S. Du

Correlated equilibrium generalizes Nash equilibrium by allowing a central coordinator to guide players' actions through shared recommendations, similar to how routing apps guide drivers. We investigate how a coordinator can learn a…

Computer Science and Game Theory · Computer Science 2025-09-16 Zhenlong Fang , Aryan Deshwal , Yue Yu

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

We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…

Computer Science and Game Theory · Computer Science 2023-07-26 Duong Nguyen , Langford White , Hung Nguyen

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the…

Optimization and Control · Mathematics 2022-10-28 Filippo Fabiani , Barbara Franci , Simone Sagratella , Martin Schmidt , Mathias Staudigl

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

Optimization of deep learning algorithms to approach Nash Equilibrium remains a significant problem in imperfect information games, e.g. StarCraft and poker. Neural Fictitious Self-Play (NFSP) has provided an effective way to learn…

Artificial Intelligence · Computer Science 2021-04-23 Yuxuan Chen , Li Zhang , Shijian Li , Gang Pan

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

We consider the problem of decentralized multi-agent reinforcement learning in Markov games. A fundamental question is whether there exist algorithms that, when adopted by all agents and run independently in a decentralized fashion, lead to…

Machine Learning · Computer Science 2023-03-23 Dylan J. Foster , Noah Golowich , Sham M. Kakade

We propose the first online quantum algorithm for solving zero-sum games with $\widetilde O(1)$ regret under the game setting. Moreover, our quantum algorithm computes an $\varepsilon$-approximate Nash equilibrium of an $m \times n$ matrix…

Quantum Physics · Physics 2024-10-01 Minbo Gao , Zhengfeng Ji , Tongyang Li , Qisheng Wang

We address payoff-based decentralized learning in infinite-horizon zero-sum Markov games. In this setting, each player makes decisions based solely on received rewards, without observing the opponent's strategy or actions nor sharing…

Computer Science and Game Theory · Computer Science 2025-02-11 Reda Ouhamma , Maryam Kamgarpour

We study the problem of computing an $\epsilon$-approximate Nash equilibrium of a two-player, bilinear game with a bounded payoff matrix $A \in \mathbb{R}^{m \times n}$, when the players' strategies are constrained to lie in simple sets. We…

Optimization and Control · Mathematics 2026-01-08 Ishani Karmarkar , Liam O'Carroll , Aaron Sidford

To achieve sample efficiency in reinforcement learning (RL), it necessitates efficiently exploring the underlying environment. Under the offline setting, addressing the exploration challenge lies in collecting an offline dataset with…

Machine Learning · Computer Science 2022-02-15 Shuang Qiu , Jieping Ye , Zhaoran Wang , Zhuoran Yang

We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow…

Machine Learning · Computer Science 2023-09-06 Yang Cai , Weiqiang Zheng

We study decentralized learning in two-player zero-sum discounted Markov games where the goal is to design a policy optimization algorithm for either agent satisfying two properties. First, the player does not need to know the policy of the…

Computer Science and Game Theory · Computer Science 2023-03-07 Zhuoqing Song , Jason D. Lee , Zhuoran Yang

Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…

Computer Science and Game Theory · Computer Science 2025-06-17 Ian Gemp , Andreas Haupt , Luke Marris , Siqi Liu , Georgios Piliouras