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We study agents competing against each other in a repeated network zero-sum game while applying the multiplicative weights update (MWU) algorithm with fixed learning rates. In our implementation, agents select their strategies…

Computer Science and Game Theory · Computer Science 2021-10-06 James P. Bailey , Sai Ganesh Nagarajan , Georgios Piliouras

In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…

Optimization and Control · Mathematics 2026-02-10 Yiyuan Wang

We investigate the increasingly important and common game-solving setting where we do not have an explicit description of the game but only oracle access to it through gameplay, such as in financial or military simulations and computer…

Artificial Intelligence · Computer Science 2020-02-26 Carlos Martin , Tuomas Sandholm

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

Concurrent stochastic games are an important formalism for the rational verification of probabilistic multi-agent systems, which involves verifying whether a temporal logic property is satisfied in some or all game-theoretic equilibria of…

Computer Science and Game Theory · Computer Science 2023-11-29 Daniel Stan , Muhammad Najib , Anthony Widjaja Lin , Parosh Aziz Abdulla

Different types of dynamics have been studied in repeated game play, and one of them which has received much attention recently consists of those based on "no-regret" algorithms from the area of machine learning. It is known that dynamics…

Computer Science and Game Theory · Computer Science 2016-10-14 Po-An Chen , Chi-Jen Lu

We study online optimization methods for zero-sum games, a fundamental problem in adversarial learning in machine learning, economics, and many other domains. Traditional methods approximate Nash equilibria (NE) using either regret-based…

Computer Science and Game Theory · Computer Science 2025-07-16 Taemin Kim , James P. Bailey

We use model-free reinforcement learning, extensive simulation, and transfer learning to develop a continuous control algorithm that has good zero-shot performance in a real physical environment. We train a simulated agent to act optimally…

Artificial Intelligence · Computer Science 2018-03-09 M Ferguson , K. H. Law

Game-theoretic dynamics between AI agents could differ from traditional human-human interactions in various ways. One such difference is that it may be possible to accurately simulate an AI agent, for example because its source code is…

Artificial Intelligence · Computer Science 2024-03-05 Vojtech Kovarik , Caspar Oesterheld , Vincent Conitzer

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

Computer Science and Game Theory · Computer Science 2018-09-24 Yuke Li , A. Stephen Morse

Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…

Optimization and Control · Mathematics 2022-04-20 Nian Liu , Lei Guo

Ability to continuously learn and adapt from limited experience in nonstationary environments is an important milestone on the path towards general intelligence. In this paper, we cast the problem of continuous adaptation into the…

Machine Learning · Computer Science 2018-02-26 Maruan Al-Shedivat , Trapit Bansal , Yuri Burda , Ilya Sutskever , Igor Mordatch , Pieter Abbeel

Aligning AI systems with human values remains a fundamental challenge, but does our inability to create perfectly aligned models preclude obtaining the benefits of alignment? We study a strategic setting where a human user interacts with…

Machine Learning · Computer Science 2026-02-04 Natalie Collina , Surbhi Goel , Aaron Roth , Emily Ryu , Mirah Shi

Recent years have witnessed significant advances in technologies and services in modern network applications, including smart grid management, wireless communication, cybersecurity as well as multi-agent autonomous systems. Considering the…

Multiagent Systems · Computer Science 2023-08-29 Tao Li , Guanze Peng , Quanyan Zhu , Tamer Basar

We explore the behaviour emerging from learning agents repeatedly interacting strategically for a wide range of learning dynamics, including $Q$-learning, projected gradient, replicator and log-barrier dynamics. Going beyond the better…

Computer Science and Game Theory · Computer Science 2026-03-04 Galit Askenazi-Golan , Domenico Mergoni Cecchelli , Edward Plumb , Clemens Possnig

We study the limiting behavior of the mixed strategies that result from optimal no-regret learning strategies in a repeated game setting where the stage game is any 2 by 2 competitive game. We consider optimal no-regret algorithms that are…

Computer Science and Game Theory · Computer Science 2022-03-03 Vidya Muthukumar , Soham Phade , Anant Sahai

No-regret learning dynamics play a central role in game theory, enabling decentralized convergence to equilibrium for concepts such as Coarse Correlated Equilibrium (CCE) or Correlated Equilibrium (CE). In this work, we improve the…

Computer Science and Game Theory · Computer Science 2025-11-05 Asrin Efe Yorulmaz , Tamer Başar

We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and…

Optimization and Control · Mathematics 2013-11-15 Guillaume Vigeral

We study testable implications of multiple equilibria in discrete games with incomplete information. Unlike de Paula and Tang (2012), we allow the players' private signals to be correlated. In static games, we leverage independence of…

Econometrics · Economics 2020-12-03 Aureo de Paula , Xun Tang

Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

Optimization and Control · Mathematics 2014-04-08 Pierre Coucheney , Bruno Gaujal , Panayotis Mertikopoulos
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