An Exponentially Converging Particle Method for the Mixed Nash Equilibrium of Continuous Games
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 l...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Université de Montpellier
2025-01-01
|
| Series: | Open Journal of Mathematical Optimization |
| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.37/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|