Poincaré Recurrence, Cycles and Spurious Equilibria in Gradient-Descent-Ascent for Non-Convex Non-Concave Zero-Sum Games.
Lampros FlokasEmmanouil-Vasileios Vlatakis-GkaragkounisGeorgios PiliourasPublished in: CoRR (2019)
Keyphrases
- piecewise linear
- convexity properties
- objective function
- convex functions
- finite dimensional
- convex concave
- game theoretic
- convex optimization
- imperfect information
- cost function
- convex sets
- nash equilibria
- fixed point
- optimal strategy
- games with incomplete information
- game theory
- nash equilibrium
- perfect information
- loss function
- shape analysis
- risk minimization
- convex hull
- operator splitting