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Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

In this paper, we present an online learning approach for two-player zero-sum linear quadratic games with unknown dynamics. We develop a framework combining regularized least squares model estimation, high probability confidence sets, and…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Shanting Wang , Weihao Sun , Andreas A. Malikopoulos

We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…

Computer Science and Game Theory · Computer Science 2020-12-15 Masoud Roudneshin , Jalal Arabneydi , Amir G. Aghdam

Congestion games constitute an important class of games in which computing an exact or even approximate pure Nash equilibrium is in general {\sf PLS}-complete. We present a surprisingly simple polynomial-time algorithm that computes…

Computer Science and Game Theory · Computer Science 2011-07-14 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin , Alexander Skopalik

This paper proposes a payoff perturbation technique for the Mirror Descent (MD) algorithm in games where the gradient of the payoff functions is monotone in the strategy profile space, potentially containing additive noise. The optimistic…

Computer Science and Game Theory · Computer Science 2024-06-25 Kenshi Abe , Kaito Ariu , Mitsuki Sakamoto , Atsushi Iwasaki

We study the computation of equilibria of anonymous games, via algorithms that may proceed via a sequence of adaptive queries to the game's payoff function, assumed to be unknown initially. The general topic we consider is \emph{query…

Computer Science and Game Theory · Computer Science 2016-05-06 Paul W. Goldberg , Stefano Turchetta

Reinforcement learning for multi-agent games has attracted lots of attention recently. However, given the challenge of solving Nash equilibria for large population games, existing works with guaranteed polynomial complexities either focus…

Optimization and Control · Mathematics 2025-09-04 Anran Hu , Junzi Zhang

Two-player games such as board games have long been used as traditional benchmarks for reinforcement learning. This work revisits a policy optimization method with reverse Kullback-Leibler regularization and entropy regularization and…

Machine Learning · Computer Science 2026-05-22 Kazuki Ota , Takayuki Osa , Motoki Omura , Tatsuya Harada

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires…

Multiagent Systems · Computer Science 2023-02-21 Jing Wang , Meichen Song , Feng Gao , Boyi Liu , Zhaoran Wang , Yi Wu

In this paper, we investigate the power of {\it regularization}, a common technique in reinforcement learning and optimization, in solving extensive-form games (EFGs). We propose a series of new algorithms based on regularizing the payoff…

Computer Science and Game Theory · Computer Science 2025-07-10 Mingyang Liu , Asuman Ozdaglar , Tiancheng Yu , Kaiqing Zhang

Reinforcement Learning from Human Feedback (RLHF) has been highly successful in aligning large language models with human preferences. While prevalent methods like DPO have demonstrated strong performance, they frame interactions with the…

Machine Learning · Computer Science 2025-05-27 Yongtao Wu , Luca Viano , Yihang Chen , Zhenyu Zhu , Kimon Antonakopoulos , Quanquan Gu , Volkan Cevher

Consider a two-player zero-sum stochastic game where the transition function can be embedded in a given feature space. We propose a two-player Q-learning algorithm for approximating the Nash equilibrium strategy via sampling. The algorithm…

Machine Learning · Computer Science 2019-06-04 Zeyu Jia , Lin F. Yang , Mengdi Wang

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

Machine Learning · Computer Science 2024-02-29 Philip Jordan , Anas Barakat , Niao He

This paper presents algorithms for non-zero sum nonlinear constrained dynamic games with full information. Such problems emerge when multiple players with action constraints and differing objectives interact with the same dynamic system.…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Bolei Di , Andrew Lamperski

In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

Computer Science and Game Theory · Computer Science 2025-05-22 Nanxiang Zhou , Jing Dong , Baoxiang Wang

We study the application of iterative first-order methods to the problem of computing equilibria of large-scale two-player extensive-form games. First-order methods must typically be instantiated with a regularizer that serves as a…

Computer Science and Game Theory · Computer Science 2021-10-14 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We study a finite-horizon two-person zero-sum risk-sensitive stochastic game for continuous-time Markov chains and Borel state and action spaces, in which payoff rates, transition rates and terminal reward functions are allowed to be…

Optimization and Control · Mathematics 2021-03-09 Junyu Zhang , Xianping Guo , Li Xia

This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…

Computer Science and Game Theory · Computer Science 2017-02-28 Georgios C. Chasparis

In this paper, we investigate distributed Nash equilibrium seeking for a class of two-subnetwork zero-sum games characterized by bilinear coupling. We present a distributed primal-dual accelerated mirror-descent algorithm with convergence…

Optimization and Control · Mathematics 2025-08-07 Weijian Li , Lacra Pavel , Andreas A. Malikopoulos