Matching Pennies is a well-known example of a two player, zero-sum game. In this game, each of the players, the matcher and the mismatcher, flips a coin, and the payoffs are determined as follows. If the coins come up matching (i.e., both heads or both tails), then the matcher wins, so the mismatcher pays the matcher the sum of $1. If the coins do not match (i.e., one head and one tail), then t...

First-order (i.e., gradient-based) methods for solving two-person zero-sum sequential games of imperfect information have recently become important tools in the construction of game theory-based agents. The computation time per iteration is typically dominated by matrix-vector product operations involving the payoff matrix A. In this paper, we describe two techniques for scaling up this operati...

In this paper, a new iteration approach is derived to solve the optimal strategies for quadratic zero-sum game of finite-horizon continuous-time nonaffine nonlinear system. Through iteration algorithm between two sequences which are a sequence of state trajectories of linear quadratic zero-sum games and a sequence of corresponding Riccati differential equations, the optimal strategies for the n...