Improved saddle point prediction in stochastic two-player zero-sum games with a deep learning approach

Abstract

In this paper, we propose a novel deep learning approach for predicting saddle points in stochastic two-player zero-sum games. Our method combines neurodynamic optimization and deep neural networks. First, we model the stochastic two-player zero-sum game as an ordinary differential equation (ODE) system using neurodynamic optimization. Second, we develop a neural network to approximate the solution to the ODE system, which includes the saddle point prediction for the game problem. Third, we introduce a specialized algorithm for training the neural network to enhance the accuracy of the saddle point prediction. Our experiments demonstrate that our model outperforms existing approaches, yielding faster convergence and more accurate saddle point predictions.