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This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

Optimization and Control · Mathematics 2021-12-22 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

The success of adversarial formulations in machine learning has brought renewed motivation for smooth games. In this work, we focus on the class of stochastic Hamiltonian methods and provide the first convergence guarantees for certain…

Equilibrium solution concepts of normal-form games, such as Nash equilibria, correlated equilibria, and coarse correlated equilibria, describe the joint strategy profiles from which no player has incentive to unilaterally deviate. They are…

Computer Science and Game Theory · Computer Science 2023-04-21 Luke Marris , Ian Gemp , Georgios Piliouras

Learning and computation of equilibria are central problems in game theory, theory of computation, and artificial intelligence. In this work, we introduce proximal regret, a new notion of regret based on proximal operators that lies…

Computer Science and Game Theory · Computer Science 2025-11-06 Yang Cai , Constantinos Daskalakis , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

Combinatorial Game Theory(CGT)is a branch of Game Theory that has developed largely independently of Economic Game Theory (EGT), and is concerned with deep mathematical properties of two-player zero-sum games recursively defined over…

Computer Science and Game Theory · Computer Science 2025-12-09 Urban Larsson , Reshef Meir , Yair Zick

We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition…

Computer Science and Game Theory · Computer Science 2018-06-07 Ehsan Asadi Kangarshahi , Ya-Ping Hsieh , Mehmet Fatih Sahin , Volkan Cevher

We develop primal-dual coordinate methods for solving bilinear saddle-point problems of the form $\min_{x \in \mathcal{X}} \max_{y\in\mathcal{Y}} y^\top A x$ which contain linear programming, classification, and regression as special cases.…

Data Structures and Algorithms · Computer Science 2020-09-18 Yair Carmon , Yujia Jin , Aaron Sidford , Kevin Tian

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

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

Highway on-ramp merging is of great challenge for autonomous vehicles (AVs), since they have to proactively interact with surrounding vehicles to enter the main road safely within limited time. However, existing decision-making algorithms…

Robotics · Computer Science 2025-08-12 Haolin Liu , Zijun Guo , Yanbo Chen , Jiaqi Chen , Huilong Yu , Junqiang Xi

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

Correlated equilibria are a fundamental solution concept in game theory. However, despite decades of research, the complexity beyond games of polynomial type -- such as extensive-form games, congestion or routing games, and more broadly…

Computer Science and Game Theory · Computer Science 2026-05-19 Ioannis Anagnostides , Constantinos Daskalakis , Gabriele Farina , Noah Golowich , Tuomas Sandholm , Brian Hu Zhang

Under mild regularity conditions, gradient-based methods converge globally to a critical point in the single-loss setting. This is known to break down for vanilla gradient descent when moving to multi-loss optimization, but can we hope to…

Optimization and Control · Mathematics 2021-01-19 Alistair Letcher

We study the problem of convergence to a stationary point in zero-sum games. We propose competitive gradient optimization (CGO ), a gradient-based method that incorporates the interactions between the two players in zero-sum games for…

Optimization and Control · Mathematics 2022-05-31 Abhijeet Vyas , Kamyar Azizzadenesheli

Zero-sum Markov Games (MGs) has been an efficient framework for multi-agent systems and robust control, wherein a minimax problem is constructed to solve the equilibrium policies. At present, this formulation is well studied under tabular…

Machine Learning · Computer Science 2022-12-06 Yangang Ren , Yao Lyu , Wenxuan Wang , Shengbo Eben Li , Zeyang Li , Jingliang Duan

We study the problem of no-regret learning algorithms for general monotone and smooth games and their last-iterate convergence properties. Specifically, we investigate the problem under bandit feedback and strongly uncoupled dynamics, which…

Computer Science and Game Theory · Computer Science 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

We revisit the two-player planar target-defense game initially posed by Isaacs where a pursuer (or defender) attempts to guard a target set from an attack by an evader (or attacker). This paper builds on existing analytical solutions to…

Systems and Control · Electrical Eng. & Systems 2022-04-04 Yoonjae Lee , Efstathios Bakolas

We introduce a framework for translating game descriptions in natural language into extensive-form representations in game theory, leveraging Large Language Models (LLMs) and in-context learning. Given the varying levels of strategic…

Artificial Intelligence · Computer Science 2025-02-03 Shilong Deng , Yongzhao Wang , Rahul Savani

Several problems in planning and reactive synthesis can be reduced to the analysis of two-player quantitative graph games. {\em Optimization} is one form of analysis. We argue that in many cases it may be better to replace the optimization…

Formal Languages and Automata Theory · Computer Science 2021-01-08 Suguman Bansal , Krishnendu Chatterjee , Moshe Y. Vardi

Feedback delays are inevitable in real-world multi-agent learning. They are known to severely degrade performance, and the convergence rate under delayed feedback is still unclear, even for bilinear games. This paper derives the rate of…

Machine Learning · Computer Science 2026-02-20 Yuma Fujimoto , Kenshi Abe , Kaito Ariu