Related papers: Properties and applications of dual reduction

Dimensionality reduction is ubiquitous in analysis of complex dynamics. The conventional dimensionality reduction techniques, however, focus on reproducing the underlying configuration space, rather than the dynamics itself. The constructed…

We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…

In this paper we present optimization problems with biconvex objective function and linear constraints such that the set of global minima of the optimization problems is the same as the set of Nash equilibria of a n-player general-sum…

We deal with the generalized Nash game proposed by Rosen, which is a game with strategy sets that are coupled across players through a shared constraint. A reduction to a classical game is shown, and as a consequence, Rosen's result can be…

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Playing a symmetric bi-matrix game is usually physically implemented by sharing pairs of 'objects' between two players. A new setting is proposed that explicitly shows effects of quantum correlations between the pairs on the structure of…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

We study the weighted Myerson value for Network games extending a similar concept for communication situations. Network games, unlike communication situations, treat direct and indirect links among players differently and distinguish their…

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…

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…

We provide a novel approach to achieving a desired outcome in a coordination game: the original 2x2 game is embedded in a 2x3 game where one of the players may use a third action. For a large set of payoff values only one of the Nash…

We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style splitting formulation, which we then solve with a semi-smooth…

We introduce and investigate certain $N$ player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to…

Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…

Exploiting the algebraic structure of the set of bimatrix games, a divide-and-conquer algorithm for finding Nash equilibria is proposed. The algorithm is fixed-parameter tractable with the size of the largest irreducible component of a game…

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

Two qubit quantum computations are viewed as two player, strictly competitive games and a game-theoretic measure of optimality of these computations is developed. To this end, the geometry of Hilbert space of quantum computations is used to…

We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…

We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…