Related papers: Exponential Lower Bounds on the Double Oracle Algo…
By incorporating regret minimization, double oracle methods have demonstrated rapid convergence to Nash Equilibrium (NE) in normal-form games and extensive-form games, through algorithms such as online double oracle (ODO) and extensive-form…
We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…
We present a novel framework for {\epsilon}-optimally solving two-player zero-sum partially observable stochastic games (zs-POSGs). These games pose a major challenge due to the absence of a principled connection with dynamic programming…
Follow the regularized leader FTRL is the premier algorithm for online optimization. However, despite decades of research on its convergence in constrained optimization -- and potential games in particular -- its behavior remained hitherto…
We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler…
The Policy-Space Response Oracles (PSRO) framework scales equilibrium computation to large zero-sum games by iteratively expanding a restricted strategy set using deep reinforcement learning (DRL). A central challenge is to construct, under…
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…
Policy Space Response Oracles (PSRO) is a reinforcement learning (RL) algorithm for two-player zero-sum games that has been empirically shown to find approximate Nash equilibria in large games. Although PSRO is guaranteed to converge to an…
We consider differentiable games where the goal is to find a Nash equilibrium. The machine learning community has recently started using variants of the gradient method (GD). Prime examples are extragradient (EG), the optimistic gradient…
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…
Extensive-form games (EFGs) provide a powerful framework for modeling sequential decision making, capturing strategic interaction under imperfect information, chance events, and temporal structure. Most positive algorithmic and theoretical…
We study a two-player zero-sum game in which the row player aims to maximize their payoff against a competing column player, under an unknown payoff matrix estimated through bandit feedback. We propose three algorithms based on the…
A recent method for solving zero-sum partially observable stochastic games (zs-POSGs) embeds the original game into a new one called the occupancy Markov game. This reformulation allows applying Bellman's principle of optimality to solve…
Off-policy evaluation (OPE) is the problem of evaluating new policies using historical data obtained from a different policy. In the recent OPE context, most studies have focused on single-player cases, and not on multi-player cases. In…
This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…
We study the problem of computing an $\epsilon$-approximate Nash equilibrium of a two-player, bilinear game with a bounded payoff matrix $A \in \mathbb{R}^{m \times n}$, when the players' strategies are constrained to lie in simple sets. We…
Policy Space Response Oracle methods (PSRO) provide a general solution to learn Nash equilibrium in two-player zero-sum games but suffer from two drawbacks: (1) the computation inefficiency due to the need for consistent meta-game…
Extensive-form games provide a versatile framework for modeling interactions of multiple agents subjected to imperfect observations and stochastic events. In recent years, two paradigms, policy space response oracles (PSRO) and…
In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in…
A two-player one-round binary game consists of two cooperative players who each replies by one bit to a message that he receives privately; they win the game if both questions and answers satisfy some predetermined property. A game is…