Related papers: A Sampling-Based Approach to Computing Equilibria …
While Nash equilibrium in extensive-form games is well understood, very little is known about the properties of extensive-form correlated equilibrium (EFCE), both from a behavioral and from a computational point of view. In this setting,…
We investigate the computation of equilibria in extensive-form games where ex ante correlation is possible, focusing on correlated equilibria requiring the least amount of communication between the players and the mediator. Motivated by the…
Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…
The sequence form, owing to its compact and holistic strategy representation, has demonstrated significant efficiency in computing normal-form perfect equilibria for two-player extensive-form games with perfect recall. Nevertheless, the…
We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…
We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…
The paper is concerned with distributed learning and optimization in large-scale settings. The well-known Fictitious Play (FP) algorithm has been shown to achieve Nash equilibrium learning in certain classes of multi-agent games. However,…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
This paper introduces a sampling-based strategy synthesis algorithm for nondeterministic hybrid systems with complex continuous dynamics under temporal and reachability constraints. We model the evolution of the hybrid system as a…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
We study multi-agent general-sum Markov games with nonlinear function approximation. We focus on low-rank Markov games whose transition matrix admits a hidden low-rank structure on top of an unknown non-linear representation. The goal is to…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…
This paper considers games where the utilities for agents are the sum of a term proportional to a social utility, and another term that is an individual cost or reward. The agents are assumed to be irrational in their perception of the…
In this paper, we introduce an agent-based representation of games, in order to propose a compact representation for multi-party games in game theory. Our method is inspired by concepts in process theory and process algebra. In addition, we…
Aggregative games have many industrial applications, and computing an equilibrium in those games is challenging when the number of players is large. In the framework of atomic aggregative games with coupling constraints, we show that…
We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…
Imperfect-Information Extensive-Form Games (IIEFGs) is a prevalent model for real-world games involving imperfect information and sequential plays. The Extensive-Form Correlated Equilibrium (EFCE) has been proposed as a natural solution…
Normal-form proper equilibrium, introduced by Myerson as a refinement of normal-form perfect equilibrium, occupies a distinctive position in the equilibrium analysis of extensive-form games because its more stringent perturbation structure…