Kentaro Toyoshima

Last-Iterate Convergence with Full and Noisy Feedback in Two-Player Zero-Sum Games

This paper proposes Mutation-Driven Multiplicative Weights Update (M2WU) for learning an equilibrium in two-player zero-sum normal-form games and proves that it exhibits the last-iterate convergence property in both full and noisy feedback settings. In the former, players observe their exact gradien…