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We formulate and study a class of two-player zero-sum stochastic dynamic games with partial and asymmetric information. Information asymmetry introduces fundamental challenges involving \emph{belief representation} and \emph{theory of mind}…

Optimization and Control · Mathematics 2026-03-20 Yuxiang Guan , Iman Shames , Tyler Summers

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

Learning in stochastic games is a notoriously difficult problem because, in addition to each other's strategic decisions, the players must also contend with the fact that the game itself evolves over time, possibly in a very complicated…

Computer Science and Game Theory · Computer Science 2022-10-18 Angeliki Giannou , Kyriakos Lotidis , Panayotis Mertikopoulos , Emmanouil-Vasileios Vlatakis-Gkaragkounis

Sequential equilibrium is one of the most fundamental refinements of Nash equilibrium for games in extensive form. However, it is not defined for extensive-form games in which a player can choose among a continuum of actions. We define a…

Theoretical Economics · Economics 2026-04-29 Michael Greinecker , Martin Meier , Konrad Podczeck

We study the performance of optimistic regret-minimization algorithms for both minimizing regret in, and computing Nash equilibria of, zero-sum extensive-form games. In order to apply these algorithms to extensive-form games, a…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

The current state of the art in playing many important perfect information games, including Chess and Go, combines planning and deep reinforcement learning with self-play. We extend this approach to imperfect information games and present…

Artificial Intelligence · Computer Science 2018-10-26 Andy Kitchen , Michela Benedetti

In this paper, we establish efficient and uncoupled learning dynamics so that, when employed by all players in multiplayer perfect-recall imperfect-information extensive-form games, the trigger regret of each player grows as $O(\log T)$…

Computer Science and Game Theory · Computer Science 2023-09-20 Ioannis Anagnostides , Gabriele Farina , Tuomas Sandholm

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

Integer programming games (IPGs) are n-person games with integer strategy spaces. These games are used to model non-cooperative combinatorial decision-making and are used in domains such as cybersecurity and transportation. The prevalent…

Computer Science and Game Theory · Computer Science 2025-03-28 Pravesh Koirala , Mel Krusniak , Forrest Laine

We give an algorithm for solving unique games (UG) instances whenever low-degree sum-of-squares proofs certify good bounds on the small-set-expansion of the underlying constraint graph via a hypercontractive inequality. Our algorithm is in…

Computational Complexity · Computer Science 2021-06-29 Mitali Bafna , Boaz Barak , Pravesh Kothari , Tselil Schramm , David Steurer

Regret minimization is a powerful method for finding Nash equilibria in Normal-Form Games (NFGs) and Extensive-Form Games (EFGs), but it typically guarantees convergence only for the average strategy. However, computing the average strategy…

Computer Science and Game Theory · Computer Science 2025-09-18 Hang Ren , Yulin Wu , Shuhan Qi , Jiajia Zhang , Xiaozhen Sun , Tianzi Ma , Xuan Wang

Computational equilibrium finding in large zero-sum extensive-form imperfect-information games has led to significant recent AI breakthroughs. The fastest algorithms for the problem are new forms of counterfactual regret minimization [Brown…

Computer Science and Game Theory · Computer Science 2020-07-01 Brian Hu Zhang , Tuomas Sandholm

Counterfactual regret minimization (CFR) is a family of iterative algorithms that are the most popular and, in practice, fastest approach to approximately solving large imperfect-information games. In this paper we introduce novel CFR…

Computer Science and Game Theory · Computer Science 2019-02-22 Noam Brown , Tuomas Sandholm

Sequential equilibrium is the conventional approach for analyzing multi-stage games of incomplete information. It relies on mutual consistency of beliefs. To relax mutual consistency, I theoretically and experimentally explore the dynamic…

Theoretical Economics · Economics 2023-11-06 Po-Hsuan Lin

In zero-sum games, the optimal strategy is well-defined by the Nash equilibrium. However, it is overly conservative when playing against suboptimal opponents and it can not exploit their weaknesses. Limited look-ahead game solving in…

Computer Science and Game Theory · Computer Science 2024-04-04 David Milec , Ondřej Kubíček , Viliam Lisý

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

Computer Science and Game Theory · Computer Science 2023-12-19 Kai Cui , Gökçe Dayanıklı , Mathieu Laurière , Matthieu Geist , Olivier Pietquin , Heinz Koeppl

Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…

Computer Science and Game Theory · Computer Science 2020-10-01 Lukáš Adam , Rostislav Horčík , Tomáš Kasl , Tomáš Kroupa

This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

Worst-case hardness results for most equilibrium computation problems have raised the need for beyond-worst-case analysis. To this end, we study the smoothed complexity of finding pure Nash equilibria in Network Coordination Games, a…

Computational Complexity · Computer Science 2019-02-27 Shant Boodaghians , Rucha Kulkarni , Ruta Mehta