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Deep neural networks (DNNs) have shown great success in many machine learning tasks. Their training is challenging since the loss surface of the network architecture is generally non-convex, or even non-smooth. How and under what…

Machine Learning · Computer Science 2022-02-09 Lam M. Nguyen , Trang H. Tran , Marten van Dijk

This paper proposes a new method for finding closed-loop saddle points in zero-sum linear-quadratic stochastic differential games by decoupling their inherent structure. Specifically, we develop a nested iterative scheme that constructs a…

Optimization and Control · Mathematics 2025-12-10 Yiyuan Wang

This paper proposes Mutation-Driven Multiplicative Weights Update (M2WU) for learning an equilibrium in two-player zero-sum normal-form games and proves that it exhibits the last-iterate convergence property in both full and noisy feedback…

Computer Science and Game Theory · Computer Science 2023-05-29 Kenshi Abe , Kaito Ariu , Mitsuki Sakamoto , Kentaro Toyoshima , Atsushi Iwasaki

This paper studies the convergence of the Optimistic Multiplicative Weights Update algorithm (OMWU) in two player zero-sum games. Recent works have identified instances on which the last-iterate of OMWU can converge arbitrarily slowly, but…

Computer Science and Game Theory · Computer Science 2026-05-14 John Lazarsfeld , Anas Barakat , Georgios Piliouras , Antonios Varvitsiotis , Andre Wibisono

Finite-sum optimization has wide applications in machine learning, covering important problems such as support vector machines, regression, etc. In this paper, we initiate the study of solving finite-sum optimization problems by quantum…

Quantum Physics · Physics 2024-06-06 Yexin Zhang , Chenyi Zhang , Cong Fang , Liwei Wang , Tongyang Li

Finding Nash equilibria in two-player zero-sum continuous games is a central problem in machine learning, e.g. for training both GANs and robust models. The existence of pure Nash equilibria requires strong conditions which are not…

Machine Learning · Computer Science 2021-05-07 Carles Domingo-Enrich , Samy Jelassi , Arthur Mensch , Grant Rotskoff , Joan Bruna

In an $\epsilon$-Nash equilibrium, a player can gain at most $\epsilon$ by unilaterally changing his behaviour. For two-player (bimatrix) games with payoffs in $[0,1]$, the best-known$\epsilon$ achievable in polynomial time is 0.3393. In…

Computer Science and Game Theory · Computer Science 2014-10-02 Argyrios Deligkas , John Fearnley , Rahul Savani , Paul Spirakis

With the success of modern machine learning, it is becoming increasingly important to understand and control how learning algorithms interact. Unfortunately, negative results from game theory show there is little hope of understanding or…

We study symmetric bimatrix games that also have the common-payoff property, i.e., the two players receive the same payoff at any outcome of the game. Due to the symmetry property, these games are guaranteed to have symmetric Nash…

Computer Science and Game Theory · Computer Science 2025-07-28 Abheek Ghosh , Alexandros Hollender

Advances in generative modeling and adversarial learning have given rise to renewed interest in smooth games. However, the absence of symmetry in the matrix of second derivatives poses challenges that are not present in the classical…

Optimization and Control · Mathematics 2020-10-06 Carles Domingo-Enrich , Fabian Pedregosa , Damien Scieur

We study last-iterate convergence properties of algorithms for solving two-player zero-sum games based on Regret Matching$^+$ (RM$^+$). Despite their widespread use for solving real games, virtually nothing is known about their last-iterate…

Computer Science and Game Theory · Computer Science 2025-03-05 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

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

Computing Nash equilibrium in multi-agent games is a longstanding challenge at the interface of game theory and computer science. It is well known that a general normal form game in N players and k strategies requires exponential space…

Computer Science and Game Theory · Computer Science 2021-12-09 Morris Yau

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

Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…

Computer Science and Game Theory · Computer Science 2024-01-24 Denizalp Goktas , Arjun Prakash , Amy Greenwald

We continue the line of work initiated by Kalai et al. (STOC '23), studying "compiled" nonlocal games played between a classical verifier and a single quantum prover, with cryptography simulating the spatial separation between the players.…

Quantum Physics · Physics 2025-07-24 David Cui , Chirag Falor , Anand Natarajan , Tina Zhang

Quantum games have gained much popularity in the last two decades. Many of these quantum games are a redefinition of iconic classical games to fit the quantum world, and they gain many different properties and solutions in this different…

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…

Computer Science and Game Theory · Computer Science 2025-02-03 Michail Fasoulakis , Evangelos Markakis , Giorgos Roussakis , Christodoulos Santorinaios

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

Repeated quantum game theory addresses long term relations among players who choose quantum strategies. In the conventional quantum game theory, single round quantum games or at most finitely repeated games have been widely studied, however…

Quantum Physics · Physics 2023-12-12 Kazuki Ikeda , Shoto Aoki
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