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In this paper we investigate the Follow the Regularized Leader dynamics in sequential imperfect information games (IIG). We generalize existing results of Poincar\'e recurrence from normal-form games to zero-sum two-player imperfect…

Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Computer Science and Game Theory · Computer Science 2023-08-17 Zailin Ma , Jiansheng Yang , Zhihua Zhang

We investigate a two-player zero-sum differential game with asymmetric information on the payoff and without Isaacs condition. The dynamics is an ordinary differential equation parametrised by two controls chosen by the players. Each player…

Optimization and Control · Mathematics 2015-07-30 Rainer Buckdahn , Marc Quincampoix , Catherine Rainer , Yuhong Xu

We analyze a two-player, nonzero-sum Dynkin game of stopping with incomplete information. We assume that each player observes his own Brownian motion, which is not only independent of the other player's Brownian motion but also not…

Probability · Mathematics 2025-04-16 Georgy Gaitsgori , Richard Groenewald

We train two neural networks adversarially to play static games. At each iteration, a row and column network observe a new random bimatrix game and output individual mixed strategies. The parameters of each network are independently updated…

Theoretical Economics · Economics 2025-05-09 Daniele Condorelli , Massimiliano Furlan

We consider a game-theoretic setting to model the interplay between attacker and defender in the context of information flow, and to reason about their optimal strategies. In contrast with standard game theory, in our games the utility of a…

Cryptography and Security · Computer Science 2022-05-03 Mário S. Alvim , Konstantinos Chatzikokolakis , Yusuke Kawamoto , Catuscia Palamidessi

Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and…

Computer Science and Game Theory · Computer Science 2013-06-13 Mario Bravo , Mathieu Faure

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We study a version of the classical zero-sum matrix game with unknown payoff matrix and bandit feedback, where the players only observe each others actions and a noisy payoff. This generalizes the usual matrix game, where the payoff matrix…

Machine Learning · Computer Science 2021-06-15 Brendan O'Donoghue , Tor Lattimore , Ian Osband

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…

Computer Science and Game Theory · Computer Science 2022-03-24 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

We consider evolutionary games on a population whose underlying topology of interactions is determined by a binomial random graph $G(n,p)$. Our focus is on 2-player symmetric games with 2 strategies played between the incident members of…

Combinatorics · Mathematics 2020-11-30 Jordan Chellig , Calina Durbac , Nikolaos Fountoulakis

In this paper, we address the problem of a two-player linear quadratic differential game with incomplete information, a scenario commonly encountered in multi-agent control, human-robot interaction (HRI), and approximation methods for…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Seyed Yousef Soltanian , Wenlong Zhang

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

For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some…

Probability · Mathematics 2008-10-02 Pierre Cardaliaguet , Catherine Rainer

This study examines the global behavior of dynamics in learning in games between two players, X and Y. We consider the simplest situation for memory asymmetry between two players: X memorizes the other Y's previous action and uses reactive…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

We investigate a repeated two-player zero-sum game setting where the column player is also a designer of the system, and has full control on the design of the payoff matrix. In addition, the row player uses a no-regret algorithm to…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Nick Bishop , Long Tran-Thanh

We provide a complete characterization for uniqueness of equilibria in unconstrained polymatrix games. We show that while uniqueness is natural for coordination and general polymatrix games, zero-sum games require that the dimension of the…

Computer Science and Game Theory · Computer Science 2024-10-23 James P. Bailey

This paper develops a unified framework for zero-sum games in which both the pure strategies and the payoff matrices contain complex-valued entries. By leveraging a linear isomorphism between complex and real vector spaces, we extend key…

General Mathematics · Mathematics 2026-05-21 Raneem Madani , Abdel Lisser , Zeno Toffano

We develop a mechanistic dynamical-systems formulation of best response in finite-action games with relational structure on the action set. The proposed neuromorphic decision dynamics realize best response as the stable outcome of an…

Dynamical Systems · Mathematics 2026-05-05 Himani Sinhmar , Vaibhav Srivastava , Naomi Ehrich Leonard