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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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3 results for “Nikaido-Isoda”
Game Theoretic Optimization via Gradient-based Nikaido-Isoda Functioncs.LG

Gradient-based Nikaido-Isoda function helps find Nash equilibria efficiently.

problem Efficient computation of Nash equilibria in multi-player games.
method Gradient-based Nikaido-Isoda (GNI) function for computing first-order stationary points.
result Gradient descent converges sublinearly to a first-order stationary point of the GNI function.
Nash equilibriumgradient descentNikaido-Isodamulti-player gamesfirst-order stationary point
2019-05-15abs ↗pdf ↗
Large deviations for interacting particle dynamics for finding mixed equilibria in zero-sum gamesstat.ML

This work finds mixed equilibria in zero-sum games using interacting particle dynamics.

problem Finding mixed equilibrium points in continuous minmax games.
method A method based on entropic regularisation of two-layer zero-sum games with interacting particle dynamics.
result The sequence of empirical measures of the particle system satisfies a large deviation principle as the number of particles grows to infinity, implying convergence of the empirical measure and the Nikaidô-Isoda error.
large deviationsinteracting particle dynamicsmixed equilibriazero-sum gamesentropic regularisation
2022-06-30abs ↗pdf ↗