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This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-16 Ziqin Chen , Ji Ma , Shu Liang , Li Li

We use co-evolutionary genetic algorithms to model the players' learning process in several Cournot models, and evaluate them in terms of their convergence to the Nash Equilibrium. The "social-learning" versions of the two co-evolutionary…

Computer Science and Game Theory · Computer Science 2010-05-13 Mattheos K. Protopapas , Elias B. Kosmatopoulos , Francesco Battaglia

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

Optimization and Control · Mathematics 2022-06-14 Shu Liang , Peng Yi , Yiguang Hong

Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…

Machine Learning · Statistics 2018-02-28 Victor Picheny , Mickael Binois , Abderrahmane Habbal

Motivated by the fact that in many game-theoretic settings, the game analyzed is only an approximation to the game being played, in this work we analyze equilibrium computation for the broad and natural class of bimatrix games that are…

Computer Science and Game Theory · Computer Science 2012-03-14 Maria-Florina Balcan , Mark Braverman

Concurrent stochastic games (CSGs) are an ideal formalism for modelling probabilistic systems that feature multiple players or components with distinct objectives making concurrent, rational decisions. Examples include communication or…

Logic in Computer Science · Computer Science 2020-07-27 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

In recent work of Hazan and Krauthgamer (SICOMP 2011), it was shown that finding an $\eps$-approximate Nash equilibrium with near-optimal value in a two-player game is as hard as finding a hidden clique of size $O(\log n)$ in the random…

Computational Complexity · Computer Science 2011-04-20 Per Austrin , Mark Braverman , Eden Chlamtac

In an epsilon-Nash equilibrium, a player can gain at most epsilon by changing his behaviour. Recent work has addressed the question of how best to compute epsilon-Nash equilibria, and for what values of epsilon a polynomial-time algorithm…

Computer Science and Game Theory · Computer Science 2015-03-20 John Fearnley , Paul W. Goldberg , Rahul Savani , Troels Bjerre Sørensen

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

Computer Science and Game Theory · Computer Science 2023-05-30 Fivos Kalogiannis , Ioannis Panageas

In this paper, we study the dynamic behavior of Hedge, a well-known algorithm in theoretical machine learning and algorithmic game theory. The empirical average (arithmetic mean) of the iterates Hedge generates is known to converge to a…

Computer Science and Game Theory · Computer Science 2020-07-22 Ioannis Avramopoulos

In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our work is inspired by recent deterministic operator splitting…

Optimization and Control · Mathematics 2021-03-25 Shisheng Cui , Barbara Franci , Sergio Grammatico , Uday V. Shanbhag , Mathias Staudigl

This paper is about computing constrained approximate Nash equilibria in polymatrix games, which are succinctly represented many-player games defined by an interaction graph between the players. In a recent breakthrough, Rubinstein showed…

Computer Science and Game Theory · Computer Science 2017-05-09 Argyrios Deligkas , John Fearnley , Rahul Savani

We consider structural and algorithmic questions related to the Nash dynamics of weighted congestion games. In weighted congestion games with linear latency functions, the existence of (pure Nash) equilibria is guaranteed by potential…

Computer Science and Game Theory · Computer Science 2011-11-14 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin , Alexander Skopalik

In this paper, the problem of finding a generalized Nash equilibrium (GNE) of a networked game is studied. Players are only able to choose their decisions from a feasible action set. The feasible set is considered to be a private linear…

Computer Science and Game Theory · Computer Science 2017-03-27 Farzad Salehisadaghiani , Lacra Pavel

Generating payoff matrices of normal-form games at random, we calculate the frequency of games with a unique pure strategy Nash equilibrium in the ensemble of $n$-player, $m$-strategy games. These are perfectly predictable as they must…

Theoretical Economics · Economics 2020-11-03 Samuel C. Wiese , Torsten Heinrich

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Machine Learning · Computer Science 2020-04-06 Adrian Rivera Cardoso , Jacob Abernethy , He Wang , Huan Xu

We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given…

Computer Science and Game Theory · Computer Science 2016-04-19 Sunil Simon , Dominik Wojtczak

In this paper, I prove that existence of pure-strategy Nash equilibrium in games with infinitely many players is equivalent to the axiom of choice.

Logic · Mathematics 2023-06-06 Conrad Kosowsky

For any two-by-two game $\G$, we define a new two-player game $\G^Q$. The definition is motivated by a vision of players in game $\G$ communicating via quantum technology according to a certain standard protocol originally introduced by…

Optimization and Control · Mathematics 2011-10-07 Steven E. Landsburg