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

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 action spaces, e.g., where actions refer to an amount time, money, or other resource that naturally modeled as being real-valued opposed integral. We present new algorithm approximating strategies games. In addition two-player zero-sum games, our also applies multiplayer games and with imperfect information. experiment on imperfect-information Blotto game, two players distribute resources over multiple battlefields. frequently used model national security scenarios applied electoral competition auction theory. Experiments show able quickly compute close approximations this game.