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We study online learning and equilibrium computation in games with polyhedral decision sets, a property shared by both normal-form games and extensive-form games (EFGs), when the learning agent is restricted to using a best-response oracle.…

Computer Science and Game Theory · Computer Science 2023-12-07 Darshan Chakrabarti , Gabriele Farina , Christian Kroer

We present a simulation-based approach for solution of mean field games (MFGs), using the framework of empirical game-theoretical analysis (EGTA). Our primary method employs a version of the double oracle, iteratively adding strategies…

Multiagent Systems · Computer Science 2023-02-14 Yongzhao Wang , Michael P. Wellman

Equilibrium learning in adversarial games is an important topic widely examined in the fields of game theory and reinforcement learning (RL). Pursuit-evasion game (PEG), as an important class of real-world games from the fields of robotics…

Machine Learning · Computer Science 2025-12-15 Runyu Lu , Peng Zhang , Ruochuan Shi , Yuanheng Zhu , Dongbin Zhao , Yang Liu , Dong Wang , Cesare Alippi

In the domain of machine learning and game theory, the quest for Nash Equilibrium (NE) in extensive-form games with incomplete information is challenging yet crucial for enhancing AI's decision-making support under varied scenarios.…

Computer Science and Game Theory · Computer Science 2024-09-05 Qi Ju , Zhemei Fang , Yunfeng Luo

In this paper, we investigate the power of {\it regularization}, a common technique in reinforcement learning and optimization, in solving extensive-form games (EFGs). We propose a series of new algorithms based on regularizing the payoff…

Computer Science and Game Theory · Computer Science 2025-07-10 Mingyang Liu , Asuman Ozdaglar , Tiancheng Yu , Kaiqing Zhang

Reinforcement learning has been successful both empirically and theoretically in single-agent settings, but extending these results to multi-agent reinforcement learning in general-sum Markov games remains challenging. This paper studies…

Machine Learning · Computer Science 2026-04-07 Narim Jeong , Donghwan Lee

Policy gradient methods have become a staple of any single-agent reinforcement learning toolbox, due to their combination of desirable properties: iterate convergence, efficient use of stochastic trajectory feedback, and theoretically-sound…

Computer Science and Game Theory · Computer Science 2025-07-10 Mingyang Liu , Gabriele Farina , Asuman Ozdaglar

While Nash equilibrium in extensive-form games is well understood, very little is known about the properties of extensive-form correlated equilibrium (EFCE), both from a behavioral and from a computational point of view. In this setting,…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

Correlated Equilibrium is a solution concept that is more general than Nash Equilibrium (NE) and can lead to outcomes with better social welfare. However, its natural extension to the sequential setting, the \textit{Extensive Form…

Computer Science and Game Theory · Computer Science 2023-01-02 Chun Kai Ling , Fei Fang

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

The extensive-form game has been studied considerably in recent years. It can represent games with multiple decision points and incomplete information, and hence it is helpful in formulating games with uncertain inputs, such as poker. We…

Computer Science and Game Theory · Computer Science 2023-03-21 Keigo Habara , Ellen Hidemi Fukuda , Nobuo Yamashita

A fortification game (FG) is a three-level, two-player Stackelberg game, also known as defender-attacker-defender game, in which at the uppermost level, the defender selects some assets to be protected from potential malicious attacks. At…

Optimization and Control · Mathematics 2023-03-24 Markus Leitner , Ivana Ljubić , Michele Monaci , Markus Sinnl , Kübra Tanınmış

Counterfactual Regret Minimization (CFR) and its variants developed based upon Regret Matching (RM) have been considered to be the best method to solve incomplete information extensive form games. In addition to RM and CFR, Fictitious Play…

Computer Science and Game Theory · Computer Science 2023-11-14 Qi Ju

This paper is about a set-based computing method for solving a general class of two-player zero-sum Stackelberg differential games. We assume that the game is modeled by a set of coupled nonlinear differential equations, which can be…

Optimization and Control · Mathematics 2019-09-10 Xuhui Feng , Mario E. Villanueva , Boris Houska

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

Machine Learning · Computer Science 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

In this paper, we consider a finite horizon, non-stationary, mean field games (MFG) with a large population of homogeneous players, sequentially making strategic decisions, where each player is affected by other players through an aggregate…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath

We explore a broad class of values for cooperative games in characteristic function form, known as \emph{compromise values\/}. These values efficiently allocate payoffs by linearly combining well-specified upper and lower bounds on payoffs.…

Theoretical Economics · Economics 2025-10-15 Robert P. Gilles , René van den Brink

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

Real world applications such as economics and policy making often involve solving multi-agent games with two unique features: (1) The agents are inherently asymmetric and partitioned into leaders and followers; (2) The agents have different…

Machine Learning · Computer Science 2021-11-04 Yu Bai , Chi Jin , Huan Wang , Caiming Xiong

Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

Optimization and Control · Mathematics 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin