Related papers: The MIMO Iterative Waterfilling Algorithm
We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…
Allocation of dynamically-arriving (i.e., online) divisible resources among a set of offline agents is a fundamental problem, with applications to online marketplaces, scheduling, portfolio selection, signal processing, and many other…
Studying games in the complete information model makes them analytically tractable. However, large $n$ player interactions are more realistically modeled as games of incomplete information, where players may know little to nothing about the…
For multi-input multi-output (MIMO) communication systems, many transceiver design problems involve the optimization of the covariance matrices of the transmitted signals. The derivation of the optimal solutions based on Karush-Kuhn-Tucker…
We study equilibrium finding in polymatrix games under differential privacy constraints. Prior work in this area fails to achieve both high-accuracy equilibria and a low privacy budget. To better understand the fundamental limitations of…
Model-based algorithms -- algorithms that explore the environment through building and utilizing an estimated model -- are widely used in reinforcement learning practice and theoretically shown to achieve optimal sample efficiency for…
Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…
We develop a message-passing algorithm for noisy matrix completion problems based on matrix factorization. The algorithm is derived by approximating message distributions of belief propagation with Gaussian distributions that share the same…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…
Finding Nash equilibria in two-player zero-sum continuous games is a central problem in machine learning, e.g. for training both GANs and robust models. The existence of pure Nash equilibria requires strong conditions which are not…
The problem of distributed rate maximization in multi-channel ALOHA networks is considered. First, we study the problem of constrained distributed rate maximization, where user rates are subject to total transmission probability…
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…
In this contribution, an algorithm for evaluating the capacity-achieving input covariance matrices for frequency selective Rayleigh MIMO channels is proposed. In contrast with the flat fading Rayleigh case, no closed-form expressions for…
We study the issues of existence and inefficiency of pure Nash equilibria in linear congestion games with altruistic social context, in the spirit of the model recently proposed by de Keijzer {\em et al.} \cite{DSAB13}. In such a framework,…
We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…
We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…
In this paper we introduce a capacity allocation game which models the problem of maximizing network utility from the perspective of distributed noncooperative agents. Motivated by the idea of self-managed networks, in the developed…
This paper considers a distributed Nash equilibrium seeking problem, where the players only have partial access to other players' actions, such as their neighbors' actions. Thus, the players are supposed to communicate with each other to…
Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…
This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…