Related papers: Efficient Decomposition of Bimatrix Games
In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…
We study the deterministic and randomized query complexity of finding approximate equilibria in bimatrix games. We show that the deterministic query complexity of finding an $\epsilon$-Nash equilibrium when $\epsilon < \frac{1}{2}$ is…
We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
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…
We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…
A bimatrix game $(A,B)$ is called a game of rank $k$ if the rank of the matrix $A+B$ is at most $k$. We consider the problem of enumerating the Nash equilibria in (non-degenerate) games of rank 1. In particular, we show that even for games…
Dynamic games are powerful tools to model multi-agent decision-making, yet computing Nash (generalized Nash) equilibria remains a central challenge in such settings. Complexity arises from tightly coupled optimality conditions, nested…
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…
We develop a quasi-polynomial time Las Vegas algorithm for approximating Nash equilibria in polymatrix games over trees, under a mild renormalizing assumption. Our result, in particular, leads to an expected polynomial-time algorithm for…
We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…
In this paper, we compute $\epsilon$-approximate Nash equilibria in atomic splittable polymatroid congestion games with convex Lipschitz continuous cost functions. The main approach relies on computing a pure Nash equilibrium for an…
The rank of a bimatrix game is the matrix rank of the sum of the two payoff matrices. This paper comprehensively analyzes games of rank one, and shows the following: (1) For a game of rank r, the set of its Nash equilibria is the…
Computing Nash equilibria for strategic multi-agent systems is challenging for expensive black box systems. Motivated by the ubiquity of games involving exploitation of common resources, this paper considers the above problem for potential…
We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…
We study the structure of the set of equilibrium payoffs in finite games, both for Nash equilibrium and correlated equilibrium. A nonempty subset of R^2 is shown to be the set of Nash equilibrium payoffs of a bimatrix game if and only if it…
We introduce and study the class of semidefinite games, which generalizes bimatrix games and finite $N$-person games, by replacing the simplex of the mixed strategies for each player by a slice of the positive semidefinite cone in the space…
We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…
We study the problem of checking for the existence of constrained pure Nash equilibria in a subclass of polymatrix games defined on weighted directed graphs. The payoff of a player is defined as the sum of nonnegative rational weights on…
Given a rank-1 bimatrix game (A,B), i.e., where rank(A+B)=1, we construct a suitable linear subspace of the rank-1 game space and show that this subspace is homeomorphic to its Nash equilibrium correspondence. Using this homeomorphism, we…