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This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

In this paper we characterise the long-run behaviour of the replicator dynamic in zero-sum games (symmetric or non-symmetric). Specifically, we prove that every zero-sum game possesses a unique global replicator attractor, which we then…

Replicator equation -- a paradigm equation in evolutionary game dynamics -- mathematizes the frequency dependent selection of competing strategies vying to enhance their fitness (quantified by the average payoffs) with respect to the…

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…

This paper tackles the problem of adversarial examples from a game theoretic point of view. We study the open question of the existence of mixed Nash equilibria in the zero-sum game formed by the attacker and the classifier. While previous…

This paper investigates the stability of switched linear systems whose switching signal is modeled as a stochastic process called a regenerative process. We show that the mean stability of such a switched system is characterized by the…

Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…

In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…

This paper analyses two-player nonzero-sum games of optimal stopping on a class of linear regular diffusions with not non-singular boundary behaviour (in the sense of It\^o and McKean (1974), p.\ 108). We provide sufficient conditions under…

We study evolutionary game dynamics in a well-mixed populations of finite size, N. A well-mixed population means that any two individuals are equally likely to interact. In particular we consider the average abundances of two strategies, A…

We consider two-player stochastic games played on a finite state space for an infinite number of rounds. The games are concurrent: in each round, the two players (player 1 and player 2) choose their moves independently and simultaneously;…

We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

This paper provides theoretical bounds for empirical game theoretical analysis of complex multi-agent interactions. We provide insights in the empirical meta game showing that a Nash equilibrium of the meta-game is an approximate Nash…

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…

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria,…

In this paper, we formulate an evolutionary multiple access channel game with continuous-variable actions and coupled rate constraints. We characterize Nash equilibria of the game and show that the pure Nash equilibria are Pareto optimal…

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…