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Supermodular games find significant applications in a variety of models, especially in operations research and economic applications of noncooperative game theory, and feature pure strategy Nash equilibria characterized as fixed points of…
There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…
Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…
Systems of competing agents can often be modeled as games. Assuming rationality, the most likely outcomes are given by an equilibrium (e.g. a Nash equilibrium). In many practical settings, games are influenced by context, i.e. additional…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…
We study a general scenario of simultaneous contests that allocate prizes based on equal sharing: each contest awards its prize to all players who satisfy some contest-specific criterion, and the value of this prize to a winner decreases as…
We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…
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…
We study competitive resource allocation problems in which players distribute their demands integrally on a set of resources subject to player-specific submodular capacity constraints. Each player has to pay for each unit of demand a cost…
We investigate the complexity of bounding the uncertainty of graphical games, and we provide new insight into the intrinsic difficulty of computing Nash equilibria. In particular, we show that, if one adds very simple and natural additional…
In this paper, we propose a novel class of Nash problems for Cognitive Radio (CR) networks, modeled as Gaussian frequency-selective interference channels, wherein each secondary user (SU) competes against the others to maximize his own…
Consider a game where Alice generates an integer and Bob wins if he can factor that integer. Traditional game theory tells us that Bob will always win this game even though in practice Alice will win given our usual assumptions about the…
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…
Motivated by Generative Adversarial Networks, we study the computation of Nash equilibrium in concave network zero-sum games (NZSGs), a multiplayer generalization of two-player zero-sum games first proposed with linear payoffs. Extending…
The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…
We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…
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…
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,…
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…