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Corpus ID: 219687881

Algorithm for Computing Approximate Nash equilibrium in Continuous Games with Application to Continuous Blotto

@article{Ganzfried2020AlgorithmFC,
title={Algorithm for Computing Approximate Nash equilibrium in Continuous Games with Application to Continuous Blotto},
author={Sam Ganzfried},
journal={ArXiv},
year={2020},
volume={abs/2006.07443}
}

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games---in which the pure strategy space is (potentially uncountably) infinite---is far more challenging. Nonetheless, many real-world domains have continuous action spaces, e.g., where actions refer to an amount of time, money, or other resource that is naturally modeled as being real-valued as opposed to integral. We present a new algorithm for computing… CONTINUE READING