Related papers: Discrete Nondeterminism and Nash Equilibria for St…
We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…
The class of weakly acyclic games, which includes potential games and dominance-solvable games, captures many practical application domains. In a weakly acyclic game, from any starting state, there is a sequence of better-response moves…
In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…
The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…
In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…
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…
In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…
A fundamental problem with the Nash equilibrium concept is the existence of certain "structurally deficient" equilibria that (i) lack fundamental robustness properties, and (ii) are difficult to analyze. The notion of a "regular" Nash…
We study pure Nash equilibria in infinite-duration games on graphs, with partial visibility of actions but communication (based on a graph) among the players. We show that a simple communication mechanism consisting in reporting the…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…
In this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recent a posteriori developments of the so called scenario approach (Campi et al.,…
We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…
In evolutionary game theory, it is customary to be partial to the dynamical models possessing fixed points so that they may be understood as the attainment of evolutionary stability, and hence, Nash equilibrium. Any show of periodic or…
A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…
We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…
We consider a multi-agent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We…
There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
Mixed extension has played an important role in game theory, especially in the proof of the existence of Nash equilibria in strategic form games. Mixed extension can be regarded as continuous relaxation of a strategic form game. Recently,…
We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…