all AI news
An Exponentially Converging Particle Method for the Mixed Nash Equilibrium of Continuous Games. (arXiv:2211.01280v1 [math.OC])
cs.LG updates on arXiv.org arxiv.org
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 machine learning applications, such as
distributionally-robust learning. In those applications, the strategy sets are
high-dimensional and thus methods based on discretisation cannot tractably
return high-accuracy solutions.
In this paper, we introduce and analyze a particle-based method that enjoys
guaranteed local convergence for this problem. This method …
arxiv continuous equilibrium games math mixed nash equilibrium