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We address in this paper Reinforcement Learning (RL) among agents that are grouped into teams such that there is cooperation within each team but general-sum (non-zero sum) competition across different teams. To develop an RL method that…

Machine Learning · Computer Science 2025-02-11 Muhammad Aneeq uz Zaman , Alec Koppel , Mathieu Laurière , Tamer Başar

The interplay between exploration and exploitation in competitive multi-agent learning is still far from being well understood. Motivated by this, we study smooth Q-learning, a prototypical learning model that explicitly captures the…

Computer Science and Game Theory · Computer Science 2021-06-25 Stefanos Leonardos , Georgios Piliouras , Kelly Spendlove

To establish last-iterate convergence for Counterfactual Regret Minimization (CFR) algorithms in learning a Nash equilibrium (NE) of extensive-form games (EFGs), recent studies reformulate learning an NE of the original EFG as learning the…

Computer Science and Game Theory · Computer Science 2025-03-19 Linjian Meng , Youzhi Zhang , Zhenxing Ge , Shangdong Yang , Tianyu Ding , Wenbin Li , Tianpei Yang , Bo An , Yang Gao

An open problem in linear quadratic (LQ) games has been characterizing the Nash equilibria. This problem has renewed relevance given the surge of work on understanding the convergence of learning algorithms in dynamic games. This paper…

Computer Science and Game Theory · Computer Science 2025-04-18 Giulio Salizzoni , Reda Ouhamma , Maryam Kamgarpour

In this paper, we investigate the impact of introducing relative entropy regularization on the Nash Equilibria (NE) of General-Sum $N$-agent games, revealing the fact that the NE of such games conform to linear Gaussian policies. Moreover,…

Computer Science and Game Theory · Computer Science 2024-09-16 Muhammad Aneeq uz Zaman , Shubham Aggarwal , Melih Bastopcu , Tamer Başar

In this paper, we present an online learning approach for two-player zero-sum linear quadratic games with unknown dynamics. We develop a framework combining regularized least squares model estimation, high probability confidence sets, and…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Shanting Wang , Weihao Sun , Andreas A. Malikopoulos

In this paper, the generalized Nash equilibrium (GNE) seeking problem for continuous games with coupled affine inequality constraints is investigated in a partial-decision information scenario, where each player can only access its…

Computer Science and Game Theory · Computer Science 2022-07-29 Min Meng , Xiuxian Li

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 analyze best response dynamics for finding a Nash equilibrium of an infinite horizon zero-sum stochastic linear quadratic dynamic game (LQDG) with partial and asymmetric information. We derive explicit expressions for each player's best…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Yuxiang Guan , Iman Shames , Tyler H. Summers

We consider a wireless networked control system (WNCS) with multiple controllers and multiple attackers. The dynamic interaction between the controllers and the attackers is modeled as a linear quadratic (LQ) zero-sum difference game with…

Optimization and Control · Mathematics 2025-02-18 Songfu Cai , Xuanyu Cao

Last-iterate behaviors of learning algorithms in repeated two-player zero-sum games have been extensively studied due to their wide applications in machine learning and related tasks. Typical algorithms that exhibit the last-iterate…

Machine Learning · Computer Science 2024-06-18 Yi Feng , Ping Li , Ioannis Panageas , Xiao Wang

We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…

Machine Learning · Computer Science 2019-12-18 Eric Mazumdar , Lillian J. Ratliff , Michael I. Jordan , S. Shankar Sastry

Zeroth-order (ZO) optimization is one key technique for machine learning problems where gradient calculation is expensive or impossible. Several variance reduced ZO proximal algorithms have been proposed to speed up ZO optimization for…

Optimization and Control · Mathematics 2024-10-04 Bin Gu , Xiyuan Wei , Hualin Zhang , Yi Chang , Heng Huang

Best-response (BR) schemes represent an important avenue for learning equilibria in noncooperative games. However, extant rate guarantees for BR schemes generally necessitate stringent smoothness requirements on player objectives and the…

Optimization and Control · Mathematics 2026-03-03 Zhuoyu Xiao , Uday V. Shanbhag

Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…

Computer Science and Game Theory · Computer Science 2026-03-17 Mahdis Rabbani , Navid Mojahed , Shima Nazari

Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang

Meta-learning has been proposed as a promising machine learning topic in recent years, with important applications to image classification, robotics, computer games, and control systems. In this paper, we study the problem of using…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Yunian Pan , Quanyan Zhu

We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

Optimization and Control · Mathematics 2020-04-02 Ben Hermans , Andreas Themelis , Panagiotis Patrinos

We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…

Computer Science and Game Theory · Computer Science 2026-05-06 Mukesh Ghimire , Zhe Xu , Yi Ren

Meta-learning has been proposed as a promising machine learning topic in recent years, with important applications to image classification, robotics, computer games, and control systems. In this paper, we study the problem of using…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Yunian Pan , Tao Li , Quanyan Zhu
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