Zero-Sum Games

Author

John Robin Inston

Published

September 25, 2026

1 Zero-Sum Games

1.1 Fundamentals of Zero-Sum Games

The simplest kind of game utility structure is a zero sum game in which players can only gain at the equal cost to other players.

A zero-sum game requires for finite agents \(j=\{1, \dots, J\}=:\mathcal{J}\) with decision variables \(\boldsymbol{d}=(d^j)_\mathcal{J}\) and utility function \(U^j\) we have \[ \sum_{j=1}^{J}U^j(\boldsymbol{d})=0. \]

Games where this sum is equal to a nonzero constant (independent of decision variables) are known as constant sum game which can easily transformed to a zero-sum game.

Zero-sum games are often called strictly competitive games and are most often solved with the minimax theorem or with Nash equilibrium.

The zero-sum property means that any result of a zero-sum situation is Pareto Optimal (no players position can be improved without making another players worse).

  • Definition of Zero-Sum Game

    • Two-player game where one player’s gain is the other’s loss: u1+u2=0u1​+u2​=0
  • Game Representations

    • Normal-form (Matrix) Games

      • Payoff matrix for player 1; player 2’s payoffs are the negation
    • Extensive-form Games

      • Game tree with sequential moves and perfect/imperfect information
  • Basic Concepts

    • Strategies

      • Pure vs. mixed strategies
    • Expected Payoff

      • Payoff under mixed strategies computed using bilinear forms
  • Dominance and Simplification

    • Dominated strategies can be eliminated

    • Best response correspondences

1.1.1 Foundational Theorems and Results

  • Minimax Theorem (von Neumann, 1928)

    max⁡x∈Δmmin⁡y∈ΔnxTAy=min⁡y∈Δnmax⁡x∈ΔmxTAyx∈Δm​max​y∈Δn​min​xTAy=y∈Δn​min​x∈Δm​max​xTAy

    • Existence of equilibrium in mixed strategies

    • Value of the game is unique

  • Duality in Linear Programming

    • Connection between zero-sum games and LP duality

    • Game value as LP optimum

    • Dual variables represent optimal strategies

1.1.2 Solution Concepts

  • Saddle Point

    • Strategy pair (x∗,y∗)(x∗,y∗) such that x∗Ay∗=min⁡ymax⁡xxAy=max⁡xmin⁡yxAyx∗Ay∗=miny​maxx​xAy=maxx​miny​xAy
  • Value of the Game

    • Common expected payoff to both players at equilibrium

1.1.3 Algorithms for Computing Strategies

  • Linear Programming Formulation

  • Simplex Method

  • Iterated Best Response

  • Fictitious Play (Brown, 1951)

  • Regret Minimization and Online Learning (e.g., Follow the Regularized Leader)

1.1.4 Extensions and Advanced Topics

  • Zero-Sum Games with Infinite Strategy Sets

    • Measurable strategy spaces, Glicksberg’s generalization
  • Differential Games

    • Continuous-time control interpretation of zero-sum interactions
  • Stochastic Games (Shapley, 1953)

    • Markov decision process with two players and transition dynamics
  • Repeated Games

    • Zero-sum repeated games with finite/infinite horizon

    • Folk theorems and the emergence of cooperation

  • Mean Field Games (in zero-sum settings)

    • Large population limits with antagonistic interactions

1.1.5 Connections to Other Fields

  • Optimization & Convex Analysis

    • Saddle point theory
  • Control Theory

    • Differential and dynamic zero-sum games
  • Economics

    • Competitive equilibria in markets with strategic antagonism
  • Machine Learning

    • Adversarial training, GANs as a zero-sum game

1.2 Zero-Sum Games

The simplest kind of game utility structure is a zero sum game in which players can only gain utility at the equal cost to another players utility, for example chess. They naturally describe any head to head competition with reward for only a single winner at the end.

A zero-sum game is defined by the requirement that the sum of all player cost / reward functions is zero. Written mathematically, for finite agents \(j=\{1, \dots, J\}=:\mathcal{J}\) with decision variables \(\boldsymbol{u}=(u^j)_\mathcal{J}\) and cost / reward function \(L^i\) we have \[ \sum_{j=1}^{J}L^i(\boldsymbol{u})=0.\tag{1} \] Games where this sum is equal to a nonzero constant (independent of decision variables) are known as constant sum game which can easily transformed to a zero-sum game.

Zero-sum games are often called strictly competitive games and are most often solved with the minimax theorem or with Nash equilibrium.

The zero-sum property means that any result of a zero-sum situation is Pareto Optimal (no players position can be improved without making another players worse).

1.3 2-Player Zero-Sum Games

Two-person zero-sum games do not allow for any cooperation between the players since what one player gains incurs an equivalent loss in the other. This is not the case in other games, such as two-player non-zero-sum games or games with three or more players, as cooperation between two or more players can result in their mutual advantage.

Definition (Saddle Point): In a zero-sum game, a saddle point represents a stable solution where the maximin value (highest row minimum) equals the minimax value (lowest column maximum). This point indicates an equilibrium where neither player can improve their outcome by unilaterally changing their strategy.

Example: Consider players \(p_{1}, p_{2}\) who are directing unit forces on a point mass in \(\mathbb{R}^2\) at the origin \((x,y)=(0,0)\) at time \(t=0\). At \(t=1\) player \(p_{1}\) has aim to maximize the \(y\) coordinate and \(p_{2}\) has aim to minimize the \(y\)-coordinate. This is a zero-sum game with solution following immediately, both players will act their force in their preferred direction, cancel each other out, resulting in no net force and equilibrium.

1.4 Matrix Games

Elementary two-person zero-sum games are matrix games in which players \(p_1, p_{2}\) have game outcomes summarized in the \(n \times m\) matrix \[ A=(a_{i,j});\quad i=1, .., m; ~j=1, \dots, n,\tag{2} \] where each outcome corresponds to a particular pair of decisions made by the players. The matrix rows and columns correspond to the strategies for players \(p_{1}, p_{2}\) respectively. We interpret positive outcomes as \(p_{1}\) paying \(p_{2}\) and vice versa, generally thought of as relative change of utility.

First considering a single round, a reasonable strategy for \(p_1\) might be to minimize her losses against any strategy of \(p_{2}\) (rational or irrational). Similarly, \(p_{2}\) will want to secure his gains against any behavior of \(p_{1}\). These are known as security strategies.

The security strategy \(i^*\) is the strategy of \(p_{1}\) (matrix row) such that \[ \overline{V}(A)\stackrel{\Delta}{=}\max_{j}a_{i^*j}\leq \max_{j}a_{i,j};\quad i=1, \dots, m.\tag{3} \] If selected then her losses will be no greater than \(\overline{V}\) which we call the loss ceiling of \(p_{1}\). Similarly, the security strategy \(j^*\) is the strategy of \(p_{2}\) (matrix column) such that \[ \underline{V}(A)\stackrel{\Delta}{=}\min_{i}a_{i,j^*}\geq \min_{i}a_{ij};\quad j = 1, \dots, n.\tag{4} \] If selected then her gains will be no less than \(\underline{V}\) which we call the gain floor of \(p_{2}\).

In every matrix game \(A=(a_{ij})\) the following hold: 1. The security level of each player is unique; 2. There exists at least one security strategy for each player; and 3. The security level of \(p_{1}\) (the minimizer) never falls below the security level of \(p_{2}\) (the maximizer) \[ \min_{i}a_{ij^*}=\underline{V}(A)\leq \overline{V}(A)=\max_{j}a_{i^*j}\tag{5} \] for security strategies \(i^*,j^*\).

Proof: Properties 1 and 2 follow directly from equations \((3)\) and \((4)\), since in every matrix game there is only a finite number of alternatives for each player to chose from. To proce 3 we note \[ \min_{i}a_{i,l}\leq a_{kl}\leq \max_{j}a_{kj};\quad \forall k,l.\tag{6} \] Letting \(k=i^*\) and \(l=j^*\) the result follows. \(\square\)

For matrix game \(A=(a_{ij})\) with security strategies \(i^*, j^*\). If the paif og inequalities \[ a_{i^*j} \leq a_{i^*j^*}\leq a_{ij^*};\quad \forall i,j, \] the strategies are said to be saddle-point strategies, and the game is said to have a saddle point in pure strategies. The corresponding outcome \(a_{i^*j^*}\) is called the saddle-point value and is denoted \(V(A)\).

1.5 Backlinks

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