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Policy Space Response Oracles (PSRO) is a multi-agent reinforcement learning algorithm for games that can handle continuous actions and has empirically found approximate Nash equilibria in large games. PSRO is based on the tabular Double Oracle (DO) method, an algorithm that is guaranteed to converge to a Nash equilibrium, but may increase exploitability from one iteration to the next. We propose Anytime Optimal Double Oracle (AODO), a tabular double oracle algorithm for 2-player zero-sum gamesdoi:10.48550/arxiv.2201.07700 fatcat:urpae7excrgsze3imzz5fsrele