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Use of Reinforcement Learning to Gain the Nash Equilibrium

Received: 29 August 2025     Accepted: 13 October 2025     Published: 31 October 2025
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Abstract

Reinforcement learning (RL) is a type of machine learning where an agent learns optimal behavior through interaction with its environment. It is a machine learning training method that trains software to make certain desired actions. Nash equilibrium (SNE) is a combination of actions of the different players, in which no coalition of players can cooperatively deviate. Each player chooses the best strategy among all options. Nash equilibrium occurs when each player knows the strategy of their opponent and uses that knowledge. Nash equilibrium occurs in non-cooperative games when two players have optimal game strategies such that no matter how they change their strategy. This paper explores the application of reinforcement learning algorithms within the domain of game theory, with a particular focus on their convergence properties toward Nash equilibrium. We analyze q-learning approach in 2-agent environments, highlighting their capacity to learn optimal strategies through iterative interactions. Our theoretical investigation examines the conditions under which these algorithms converge to Nash equilibrium, considering factors such as learning rate schedules. The insights gained contribute to a deeper understanding of how reinforcement learning can serve as a powerful tool for equilibrium computation in complex strategic environments, paving the way for advanced applications in economics, automated negotiations, and autonomous systems.

Published in Mathematics Letters (Volume 11, Issue 3)
DOI 10.11648/j.ml.20251103.12
Page(s) 66-70
Creative Commons

This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.

Copyright

Copyright © The Author(s), 2025. Published by Science Publishing Group

Keywords

Q-learning, Nash Equilibrium, Game Theory, Reinforcement Learning

References
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[4] Cristofol, M. and Roques, L. (2016). Simultaneous determination of the drift and diffusion coefficients in stochastic differential equations. Technical report. Institut de Math ematiques de Marseille, France.
[5] Gyungmin, P. (2022). Insider trading, stock volatility and market liquidity in the Korean capital market. Studies in Business and Economics 17, 175-189.
[6] Harris, L. (1998). Optimal dynamic trading in the presence of insider information. Journal of Financial Markets 1, 123-148.
[7] Kyle, A. S. (1985). Continuous auctions and insider trading. Economterica 53, 1315-1335.
[8] Leslie, D. S., and Collins, E. J. (2025). Individual q-learning in normal form games. SIAM Journal on Control and Optimization 44, 1-20.
[9] Mailath, G. & Samuelson, L. (2016). Repeated games and reputations: long-run relationships. Oxford University Press. USA.
[10] Morris, S. and Shin, H. S. (1998). Unique equilibrium in a model of self-fulfilling currency attacks. American Economic Review 88, 587–597.
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    Habibi, R. (2025). Use of Reinforcement Learning to Gain the Nash Equilibrium. Mathematics Letters, 11(3), 66-70. https://doi.org/10.11648/j.ml.20251103.12

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    ACS Style

    Habibi, R. Use of Reinforcement Learning to Gain the Nash Equilibrium. Math. Lett. 2025, 11(3), 66-70. doi: 10.11648/j.ml.20251103.12

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    AMA Style

    Habibi R. Use of Reinforcement Learning to Gain the Nash Equilibrium. Math Lett. 2025;11(3):66-70. doi: 10.11648/j.ml.20251103.12

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  • @article{10.11648/j.ml.20251103.12,
      author = {Reza Habibi},
      title = {Use of Reinforcement Learning to Gain the Nash Equilibrium
    },
      journal = {Mathematics Letters},
      volume = {11},
      number = {3},
      pages = {66-70},
      doi = {10.11648/j.ml.20251103.12},
      url = {https://doi.org/10.11648/j.ml.20251103.12},
      eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ml.20251103.12},
      abstract = {Reinforcement learning (RL) is a type of machine learning where an agent learns optimal behavior through interaction with its environment. It is a machine learning training method that trains software to make certain desired actions. Nash equilibrium (SNE) is a combination of actions of the different players, in which no coalition of players can cooperatively deviate. Each player chooses the best strategy among all options. Nash equilibrium occurs when each player knows the strategy of their opponent and uses that knowledge. Nash equilibrium occurs in non-cooperative games when two players have optimal game strategies such that no matter how they change their strategy. This paper explores the application of reinforcement learning algorithms within the domain of game theory, with a particular focus on their convergence properties toward Nash equilibrium. We analyze q-learning approach in 2-agent environments, highlighting their capacity to learn optimal strategies through iterative interactions. Our theoretical investigation examines the conditions under which these algorithms converge to Nash equilibrium, considering factors such as learning rate schedules. The insights gained contribute to a deeper understanding of how reinforcement learning can serve as a powerful tool for equilibrium computation in complex strategic environments, paving the way for advanced applications in economics, automated negotiations, and autonomous systems.
    },
     year = {2025}
    }
    

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  • TY  - JOUR
    T1  - Use of Reinforcement Learning to Gain the Nash Equilibrium
    
    AU  - Reza Habibi
    Y1  - 2025/10/31
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    EP  - 70
    PB  - Science Publishing Group
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    UR  - https://doi.org/10.11648/j.ml.20251103.12
    AB  - Reinforcement learning (RL) is a type of machine learning where an agent learns optimal behavior through interaction with its environment. It is a machine learning training method that trains software to make certain desired actions. Nash equilibrium (SNE) is a combination of actions of the different players, in which no coalition of players can cooperatively deviate. Each player chooses the best strategy among all options. Nash equilibrium occurs when each player knows the strategy of their opponent and uses that knowledge. Nash equilibrium occurs in non-cooperative games when two players have optimal game strategies such that no matter how they change their strategy. This paper explores the application of reinforcement learning algorithms within the domain of game theory, with a particular focus on their convergence properties toward Nash equilibrium. We analyze q-learning approach in 2-agent environments, highlighting their capacity to learn optimal strategies through iterative interactions. Our theoretical investigation examines the conditions under which these algorithms converge to Nash equilibrium, considering factors such as learning rate schedules. The insights gained contribute to a deeper understanding of how reinforcement learning can serve as a powerful tool for equilibrium computation in complex strategic environments, paving the way for advanced applications in economics, automated negotiations, and autonomous systems.
    
    VL  - 11
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