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This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

机器学习 · 统计学 2018-06-07 Xingyu Wang , Diego Klabjan

We study min-max algorithms to solve zero-sum differential games on Riemannian manifold. Based on the notions of differential Stackelberg equilibrium and differential Nash equilibrium on Riemannian manifold, we analyze the local convergence…

机器学习 · 计算机科学 2025-03-04 Sixin Zhang

The extragradient method has gained popularity due to its robust convergence properties for differentiable games. Unlike single-objective optimization, game dynamics involve complex interactions reflected by the eigenvalues of the game…

机器学习 · 计算机科学 2024-02-13 Junhyung Lyle Kim , Gauthier Gidel , Anastasios Kyrillidis , Fabian Pedregosa

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

最优化与控制 · 数学 2025-07-18 Tatiana Tatarenko , Angelia Nedich

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

计算机科学与博弈论 · 计算机科学 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…

最优化与控制 · 数学 2022-05-17 Tongyu Wang , Peng Yi , Jie Chen

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…

计算机科学与博弈论 · 计算机科学 2019-10-29 Gabriele Farina , Christian Kroer , Tuomas Sandholm

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…

We provide a unified analysis of two-timescale gradient descent ascent (TTGDA) for solving structured nonconvex minimax optimization problems in the form of $\min_\textbf{x} \max_{\textbf{y} \in Y} f(\textbf{x}, \textbf{y})$, where the…

机器学习 · 计算机科学 2025-01-28 Tianyi Lin , Chi Jin , Michael. I. Jordan

We derive the rate of convergence to Nash equilibria for the payoff-based algorithm proposed in \cite{tat_kam_TAC}. These rates are achieved under the standard assumption of convexity of the game, strong monotonicity and differentiability…

最优化与控制 · 数学 2022-02-24 Tatiana Tatarenko , Maryam Kamgarpour

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 analyze Nesterov's accelerated gradient descent (NAGD) for Nash equilibrium seeking in $N$-player quadratic games. While the continuous-time NAGD dynamics -- the Su--Boyd--Cand\`{e}s ODE -- are well understood for convex optimization,…

最优化与控制 · 数学 2026-03-27 Jay Paek

We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…

计算机科学与博弈论 · 计算机科学 2024-04-16 Ian Gemp , Luke Marris , Georgios Piliouras

We study distributed algorithms for seeking a Nash equilibrium in a class of non-cooperative convex games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in…

最优化与控制 · 数学 2018-10-24 Tatiana Tatarenko , Wei Shi , Angelia Nedich

Memory-efficient optimization methods have recently gained increasing attention for scaling full-parameter training of large language models under the GPU-memory bottleneck. Existing approaches either lack clear convergence guarantees, or…

机器学习 · 计算机科学 2026-03-11 Hui Yang , Tao Ren , Jinyang Jiang , Wan Tian , Yijie Peng

We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…

计算机科学与博弈论 · 计算机科学 2026-05-27 Annalisa Barbara , Riccardo Poiani , Martino Bernasconi , Andrea Celli

In this paper, we introduce a bilevel optimization framework for addressing inverse mean-field games, alongside an exploration of numerical methods tailored for this bilevel problem. The primary benefit of our bilevel formulation lies in…

最优化与控制 · 数学 2024-11-13 Jiajia Yu , Quan Xiao , Tianyi Chen , Rongjie Lai

Last-iterate convergence of learning dynamics in games has attracted significant recent attention. In two-player zero-sum games with bandit feedback, where only the loss of the selected action pair is observed, Fiegel et al. (2025) show a…

机器学习 · 计算机科学 2026-05-12 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

最优化与控制 · 数学 2025-09-04 Guillaume Wang , Lénaïc Chizat

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…

量子物理 · 物理学 2019-04-08 Joran van Apeldoorn , András Gilyén