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On Lyapunov functions and particle methods for regularized minimax problems

On Lyapunov functions and particle methods for regularized minimax problems We study the two-player zero-sum game with mixed strategies. For a class of commonly used regularizers and a class of metrics, we show the existence of a Lyapunov function of the gradient ascent descent dynamics. We also propose for a new particle method for a specific combination of regularizers and metrics. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Research in the Mathematical Sciences Springer Journals

On Lyapunov functions and particle methods for regularized minimax problems

Research in the Mathematical Sciences , Volume 9 (2) – Jun 1, 2022

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Publisher
Springer Journals
Copyright
Copyright © The Author(s), under exclusive licence to Springer Nature Switzerland AG 2022
eISSN
2197-9847
DOI
10.1007/s40687-022-00315-5
Publisher site
See Article on Publisher Site

Abstract

We study the two-player zero-sum game with mixed strategies. For a class of commonly used regularizers and a class of metrics, we show the existence of a Lyapunov function of the gradient ascent descent dynamics. We also propose for a new particle method for a specific combination of regularizers and metrics.

Journal

Research in the Mathematical SciencesSpringer Journals

Published: Jun 1, 2022

Keywords: Path divergence; Wasserstein gradient descent ascent; Minimax problems

References