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Self-play via online learning is one of the premier ways to solve large-scale two-player zero-sum games, both in theory and practice. Particularly popular algorithms include optimistic multiplicative weights update (OMWU) and optimistic…

Computer Science and Game Theory · Computer Science 2025-01-22 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

Multi-Agent Reinforcement Learning (MARL) -- where multiple agents learn to interact in a shared dynamic environment -- permeates across a wide range of critical applications. While there has been substantial progress on understanding the…

Computer Science and Game Theory · Computer Science 2022-10-05 Shicong Cen , Yuejie Chi , Simon S. Du , Lin Xiao

Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Computer Science and Game Theory · Computer Science 2023-08-17 Zailin Ma , Jiansheng Yang , Zhihua Zhang

Non-ergodic convergence of learning dynamics in games is widely studied recently because of its importance in both theory and practice. Recent work (Cai et al., 2024) showed that a broad class of learning dynamics, including Optimistic…

Machine Learning · Computer Science 2025-03-05 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

Recent developments in domains such as non-local games, quantum interactive proofs, and quantum generative adversarial networks have renewed interest in quantum game theory and, specifically, quantum zero-sum games. Central to classical…

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

Optimization and Control · Mathematics 2023-01-23 Shicong Cen , Yuting Wei , Yuejie Chi

This paper proposes Mutation-Driven Multiplicative Weights Update (M2WU) for learning an equilibrium in two-player zero-sum normal-form games and proves that it exhibits the last-iterate convergence property in both full and noisy feedback…

Computer Science and Game Theory · Computer Science 2023-05-29 Kenshi Abe , Kaito Ariu , Mitsuki Sakamoto , Kentaro Toyoshima , Atsushi Iwasaki

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

Cheung and Piliouras (2020) recently showed that two variants of the Multiplicative Weights Update method - OMWU and MWU - display opposite convergence properties depending on whether the game is zero-sum or cooperative. Inspired by this…

Computer Science and Game Theory · Computer Science 2022-06-14 Nelson Vadori , Rahul Savani , Thomas Spooner , Sumitra Ganesh

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…

Computer Science and Game Theory · Computer Science 2025-09-29 Yiheng Su , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Pucheng Xiong

Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…

Machine Learning · Computer Science 2023-10-19 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…

Machine Learning · Computer Science 2021-01-13 Constantinos Daskalakis , Dylan J. Foster , Noah Golowich

In this paper, we consider multi-agent learning via online gradient descent in a class of games called $\lambda$-cocoercive games, a fairly broad class of games that admits many Nash equilibria and that properly includes unconstrained…

Optimization and Control · Mathematics 2021-07-20 Tianyi Lin , Zhengyuan Zhou , Panayotis Mertikopoulos , Michael I. Jordan

Min-max formulations have attracted great attention in the ML community due to the rise of deep generative models and adversarial methods, while understanding the dynamics of gradient algorithms for solving such formulations has remained a…

Machine Learning · Computer Science 2020-03-05 Guojun Zhang , Yaoliang Yu

The convergence of online learning algorithms in games under self-play is a fundamental question in game theory and machine learning. Among various notions of convergence, last-iterate convergence is particularly desirable, as it reflects…

Computer Science and Game Theory · Computer Science 2025-11-11 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

We revisit the problem of learning in two-player zero-sum Markov games, focusing on developing an algorithm that is uncoupled, convergent, and rational, with non-asymptotic convergence rates. We start from the case of stateless matrix game…

Computer Science and Game Theory · Computer Science 2023-11-10 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

This paper studies the convergence of the Optimistic Multiplicative Weights Update algorithm (OMWU) in two player zero-sum games. Recent works have identified instances on which the last-iterate of OMWU can converge arbitrarily slowly, but…

Computer Science and Game Theory · Computer Science 2026-05-14 John Lazarsfeld , Anas Barakat , Georgios Piliouras , Antonios Varvitsiotis , Andre Wibisono

We introduce symmetric cone games (SCGs), a broad class of multi-player games where each player's strategy lies in a generalized simplex (the trace-one slice of a symmetric cone). This framework unifies a wide spectrum of settings,…

Optimization and Control · Mathematics 2026-03-03 Anas Barakat , Wayne Lin , John Lazarsfeld , Antonios Varvitsiotis

A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous vehicles, robotic…

Optimization and Control · Mathematics 2022-08-31 Shicong Cen , Fan Chen , Yuejie Chi

Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative Weights Update (OMWU) for saddle-point optimization have received growing attention due to their favorable last-iterate convergence. However, their behaviors for simple…

Machine Learning · Computer Science 2021-03-23 Chen-Yu Wei , Chung-Wei Lee , Mengxiao Zhang , Haipeng Luo
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