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We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Computer Science and Game Theory · Computer Science 2023-08-30 Carlos Martin , Tuomas Sandholm

Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…

Computer Science and Game Theory · Computer Science 2018-06-13 Abdullah Al-Dujaili , Erik Hemberg , Una-May O'Reilly

In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…

Computer Science and Game Theory · Computer Science 2025-11-18 Haidong Li , Anzhi Sheng , Yijie Peng , Long Wang

In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost…

Computer Science and Game Theory · Computer Science 2022-10-17 Yue Yu , Jonathan Salfity , David Fridovich-Keil , Ufuk Topcu

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

Computer Science and Game Theory · Computer Science 2021-06-02 Sam Ganzfried

We study a distributed approach for seeking a Nash equilibrium in $n$-cluster games with strictly monotone mappings. Each player within each cluster has access to the current value of her own smooth local cost function estimated by a…

Computer Science and Game Theory · Computer Science 2021-07-28 Tatiana Tatarenko , Jan Zimmermann , Jürgen Adamy

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…

Computer Science and Game Theory · Computer Science 2020-04-21 Kuo Chun Tsai , Zhu Han

We study what dataset assumption permits solving offline two-player zero-sum Markov games. In stark contrast to the offline single-agent Markov decision process, we show that the single strategy concentration assumption is insufficient for…

Machine Learning · Computer Science 2022-10-17 Qiwen Cui , Simon S. Du

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

In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…

Optimization and Control · Mathematics 2024-10-14 Antoine Zolome , Brahim El Asri

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 global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

Establishing the existence of exact or near Markov or stationary perfect Nash equilibria in nonzero-sum Markov games over Borel spaces is a challenging problem with limited positive results. Motivated by problems in multi-agent and Bayesian…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Naci Saldi , Gurdal Arslan , Serdar Yuksel

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , Angelia Nedich

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

We address the challenge of designing optimal adversarial noise algorithms for settings where a learner has access to multiple classifiers. We demonstrate how this problem can be framed as finding strategies at equilibrium in a two-player,…

Machine Learning · Computer Science 2019-06-10 Juan C. Perdomo , Yaron Singer

In this paper, a new method is proposed to compute the rolling Nash equilibrium of the time-invariant nonlinear two-person zero-sum differential games. The idea is to discretize the time to transform a differential game into a sequential…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Wei Liao , Xiaohui Wei , Jizhou Lai

Adversarial training is a standard technique for training adversarially robust models. In this paper, we study adversarial training as an alternating best-response strategy in a 2-player zero-sum game. We prove that even in a simple…

Machine Learning · Computer Science 2023-03-01 Maria-Florina Balcan , Rattana Pukdee , Pradeep Ravikumar , Hongyang Zhang

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

Optimization and Control · Mathematics 2024-11-05 Jie Huang