Related papers: Optimal transport and Cournot-Nash equilibria
Network congestion games are a convenient model for reasoning about routing problems in a network: agents have to move from a source to a target vertex while avoiding congestion, measured as a cost depending on the number of players using…
We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference…
Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…
We introduce set packing games as an abstraction of situations in which $n$ selfish players select subsets of a finite set of indivisible items, and analyze the quality of several equilibria for this class of games. Assuming that players…
In this paper, we delve into the problem of using monetary incentives to encourage players to shift from an initial Nash equilibrium to a more favorable one within a game. Our main focus revolves around computing the minimum reward required…
This work addresses the issue of the convergence of an $N$-player game towards a limit model involving a continuum of players, as the number of agents $N$ goes to infinity. More precisely, we investigate the convergence of Nash equilibria…
Different populations of vehicles travel along a network. Each population has its origin, destination and travel costs - which may well be unbounded. Under the only requirement of the continuity of the travel costs, we prove the existence…
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 a multi-leader single-follower congestion game where multiple users (leaders) choose one resource out of a set of resources and, after observing the realized loads, an adversary (single-follower) attacks the resources with maximum…
A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…
We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…
The computational study of equilibria involving constraints on players' strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their…
We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…
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…
Inspired by the path coordination problem arising from robo-taxis, warehouse management, and mixed-vehicle routing problems, we model a group of heterogeneous players responding to stochastic demands as a congestion game under Markov…
Congestion games constitute an important class of games to model resource allocation by different users. As computing an exact or even an approximate pure Nash equilibrium is in general PLS-complete, Caragiannis et al. (2011) present a…
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 the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…