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Related papers: Pessimism-Free Offline Learning in General-Sum Gam…

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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

While Large Language Models (LLMs) have achieved remarkable success in formal learning tasks such as mathematics and code generation, they still struggle with the "practical wisdom" and generalizable intelligence, such as strategic…

Computation and Language · Computer Science 2026-01-12 Nuoyan Lyu , Bingbing Xu , Weihao Meng , Yige Yuan , Yang Zhang , Zhiyong Huang , Tat-Seng Chua , Huawei Shen

We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…

Machine Learning · Computer Science 2024-10-04 Sarah Sachs , Hedi Hadiji , Tim van Erven , Mathias Staudigl

We derive sublinear-time quantum algorithms for computing the Nash equilibrium of two-player zero-sum games, based on efficient Gibbs sampling methods. We are able to achieve speed-ups for both dense and sparse payoff matrices at the cost…

Quantum Physics · Physics 2019-04-08 Joran van Apeldoorn , András Gilyén

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

The instability of Generative Adversarial Network (GAN) training has frequently been attributed to gradient descent. Consequently, recent methods have aimed to tailor the models and training procedures to stabilise the discrete updates. In…

Reinforcement learning (RL) agents are widely used for solving complex sequential decision making tasks, but still exhibit difficulty in generalizing to scenarios not seen during training. While prior online approaches demonstrated that…

Machine Learning · Computer Science 2021-11-30 Bogdan Mazoure , Ilya Kostrikov , Ofir Nachum , Jonathan Tompson

This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…

Machine Learning · Computer Science 2022-07-26 Runyu Zhang , Qinghua Liu , Huan Wang , Caiming Xiong , Na Li , Yu Bai

We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…

Machine Learning · Computer Science 2026-04-20 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Michal Valko , Vianney Perchet

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

Machine Learning · Computer Science 2022-10-25 Philippe Casgrain , Brian Ning , Sebastian Jaimungal

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…

Optimization and Control · Mathematics 2023-01-23 Shicong Cen , Yuting Wei , Yuejie Chi

Robustness against adversarial attacks and distribution shifts is a long-standing goal of Reinforcement Learning (RL). To this end, Robust Adversarial Reinforcement Learning (RARL) trains a protagonist against destabilizing forces exercised…

Machine Learning · Computer Science 2023-11-06 Aryaman Reddi , Maximilian Tölle , Jan Peters , Georgia Chalvatzaki , Carlo D'Eramo

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

Equilibrium learning in adversarial games is an important topic widely examined in the fields of game theory and reinforcement learning (RL). Pursuit-evasion game (PEG), as an important class of real-world games from the fields of robotics…

Machine Learning · Computer Science 2025-12-15 Runyu Lu , Peng Zhang , Ruochuan Shi , Yuanheng Zhu , Dongbin Zhao , Yang Liu , Dong Wang , Cesare Alippi

Motivated by the success of Nesterov's accelerated gradient algorithm for convex minimization problems, we examine whether it is possible to achieve similar performance gains in the context of online learning in games. To that end, we…

Computer Science and Game Theory · Computer Science 2024-12-31 Kyriakos Lotidis , Angeliki Giannou , Panayotis Mertikopoulos , Nicholas Bambos

In this paper, we introduce a regularized mean-field game and study learning of this game under an infinite-horizon discounted reward function. Regularization is introduced by adding a strongly concave regularization function to the…

Optimization and Control · Mathematics 2022-11-11 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

We establish the first uncoupled learning algorithm that attains $O(n \log^2 d \log T)$ per-player regret in multi-player general-sum games, where $n$ is the number of players, $d$ is the number of actions available to each player, and $T$…

Computer Science and Game Theory · Computer Science 2025-04-01 Ashkan Soleymani , Georgios Piliouras , Gabriele Farina

Pessimism is of great importance in offline reinforcement learning (RL). One broad category of offline RL algorithms fulfills pessimism by explicit or implicit behavior regularization. However, most of them only consider policy divergence…

Machine Learning · Computer Science 2022-11-29 Chen Chen , Hongyao Tang , Yi Ma , Chao Wang , Qianli Shen , Dong Li , Jianye Hao

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Seyed Shahram Yadollahi , Hamed Kebriaei , Sadegh Soudjani

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