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We study the problem of computing an $\epsilon$-approximate Nash equilibrium of a two-player, bilinear game with a bounded payoff matrix $A \in \mathbb{R}^{m \times n}$, when the players' strategies are constrained to lie in simple sets. We…

Optimization and Control · Mathematics 2026-01-08 Ishani Karmarkar , Liam O'Carroll , Aaron Sidford

Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…

Computer Science and Game Theory · Computer Science 2019-02-07 Trevor Davis , Kevin Waugh , Michael Bowling

We consider the problem of two-player zero-sum games. This problem is formulated as a min-max Markov game in the literature. The solution of this game, which is the min-max payoff, starting from a given state is called the min-max value of…

Machine Learning · Computer Science 2022-03-21 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

We focus on the problem of finding an optimal strategy for a team of two players that faces an opponent in an imperfect-information zero-sum extensive-form game. Team members are not allowed to communicate during play but can coordinate…

Computer Science and Game Theory · Computer Science 2020-09-22 Gabriele Farina , Andrea Celli , Nicola Gatti , Tuomas Sandholm

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

We consider the relation between Sion's minimax theorem for a continuous function and a Nash equilibrium in a multi-players game with two groups which is zero-sum and symmetric in each group. We will show the following results. 1. The…

Optimization and Control · Mathematics 2018-09-11 Atsuhiro Satoh , Yasuhito Tanaka

Two-team zero-sum games are one of the most important paradigms in game theory. In this paper, we focus on finding an unexploitable equilibrium in large team games. An unexploitable equilibrium is a worst-case policy, where members in the…

Computer Science and Game Theory · Computer Science 2024-03-04 Naming Liu , Mingzhi Wang , Youzhi Zhang , Yaodong Yang , Bo An , Ying Wen

Despite the many recent practical and theoretical breakthroughs in computational game theory, equilibrium finding in extensive-form team games remains a significant challenge. While NP-hard in the worst case, there are provably efficient…

Computer Science and Game Theory · Computer Science 2022-01-19 Brian Hu Zhang , Tuomas Sandholm

The most important factors which contribute to the efficiency of game-theoretical algorithms are time and game complexity. In this study, we have offered an elegant method to deal with high complexity of game theoretic multi-objective…

Computer Science and Game Theory · Computer Science 2015-03-13 Mahsa Badami , Ali Hamzeh , Sattar Hashemi

Two standard algorithms for approximately solving two-player zero-sum concurrent reachability games are value iteration and strategy iteration. We prove upper and lower bounds of 2^(m^(Theta(N))) on the worst case number of iterations…

Computer Science and Game Theory · Computer Science 2012-03-02 Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen , Peter Bro Miltersen

A zero-sum two person Perfect Information Stochastic game (PISG) under limiting average payoff has a value and both the maximiser and the minimiser have optimal pure stationary strategies. Firstly we form the matrix of undiscounted payoffs…

Optimization and Control · Mathematics 2023-02-15 K. G. Bakshi , S. Sinha

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

Machine Learning · Computer Science 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

We calculated a fixed strategy that minimizes the average number of guesses (minimum strategy) for the number-guessing game MOO by exhaustive search. Although the minimum strategy for a similar game, mastermind, has been reported, this…

Computer Science and Game Theory · Computer Science 2022-07-12 Tetsuro Tanaka

Synthesizing near-optimal mixed strategies for zero-sum differential games (ZSDGs) has been a longstanding challenge. Existing research mainly focuses on characterizing the theoretical value function, while the practical design of…

Optimization and Control · Mathematics 2026-05-13 Tao Xu , Wang Xi , Jianping He

Learning to play optimally against any mixture over a diverse set of strategies is of important practical interests in competitive games. In this paper, we propose simplex-NeuPL that satisfies two desiderata simultaneously: i) learning a…

Artificial Intelligence · Computer Science 2022-12-26 Siqi Liu , Marc Lanctot , Luke Marris , Nicolas Heess

We consider a symmetric multi-players zero-sum game with two strategic variables. There are $n$ players, $n\geq 3$. Each player is denoted by $i$. Two strategic variables are $t_i$ and $s_i$, $i\in \{1, \dots, n\}$. They are related by…

Mathematical Finance · Quantitative Finance 2018-06-20 Masahiko Hattori , Atsuhiro Satoh , Yasuhito Tanaka

We study the problem of optimizing a graph-structured objective function under \emph{adversarial} uncertainty. This problem can be modeled as a two-persons zero-sum game between an Engineer and Nature. The Engineer controls a subset of the…

Computational Engineering, Finance, and Science · Computer Science 2011-11-29 Morteza Ibrahimi , Adel Javanmard , Yashodhan Kanoria , Andrea Montanari

In this paper, we formulate a two-player zero-sum game under dynamic constraints defined by hybrid dynamical equations. The game consists of a min-max problem involving a cost functional that depends on the actions and resulting solutions…

Optimization and Control · Mathematics 2025-05-20 Santiago J. Leudo , Ricardo G. Sanfelice

Matrix game, which is also known as two person zero sum game, is a famous model in game theory. There are some well established theories about it, such as von Neumann minimax theorem. However, almost no literature have reported the…

Computer Science and Game Theory · Computer Science 2020-12-03 Haolin Liu

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…