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We present an experimental investigation of the performance of the Lemke-Howson algorithm, which is the most widely used algorithm for the computation of a Nash equilibrium for bimatrix games. Lemke-Howson algorithm is based upon a simple…

Data Structures and Algorithms · Computer Science 2008-11-21 Bruno Codenotti , Stefano De Rossi , Marino Pagan

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

Optimization and Control · Mathematics 2022-05-17 Xiaoyu Ma , Jinlong Lei , Peng Yi , Jie Chen

We present an algorithm that computes approximate pure Nash equilibria in a broad class of constraint satisfaction games that generalize the well-known cut and party affiliation games. Our results improve previous ones by Bhalgat et al.~(EC…

Computer Science and Game Theory · Computer Science 2014-02-17 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

We study uniqueness of Nash equilibria in atomic splittable congestion games and derive a uniqueness result based on polymatroid theory: when the strategy space of every player is a bidirectional flow polymatroid, then equilibria are…

Computer Science and Game Theory · Computer Science 2018-08-09 Tobias Harks , Veerle Timmermans

In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…

Optimization and Control · Mathematics 2022-04-06 Yuanhanqing Huang , Jianghai Hu

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and…

Computer Science and Game Theory · Computer Science 2022-05-10 Veerle Tan-Timmermans , Tobias Harks

This paper develops a novel methodology to study robust stability properties of Nash equilibrium points in dynamic games. Small-gain techniques in modern mathematical control theory are used for the first time to derive conditions…

Dynamical Systems · Mathematics 2010-01-12 Iasson Karafyllis , Zhong-Ping Jiang , George Athanasiou

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…

Optimization and Control · Mathematics 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

We study the problem of computing all Nash equilibria of a subclass of finite normal form games. With algebraic characterization of the games, we present a method for computing all its Nash equilibria. Further, we present a method for…

Computer Science and Game Theory · Computer Science 2010-01-28 Samaresh Chatterji , Ratnik Gandhi

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

If a game has a unique Nash equilibrium, then this equilibrium is arguably the solution of the game from the refinement's literature point of view. However, it might be that for almost all initial conditions, all strategies in the support…

Computer Science and Game Theory · Computer Science 2012-11-26 Yannick Viossat

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

We study automated intrusion response for an IT infrastructure and formulate the interaction between an attacker and a defender as a partially observed stochastic game. To solve the game we follow an approach where attack and defense…

Systems and Control · Electrical Eng. & Systems 2024-04-23 Kim Hammar , Rolf Stadler

This paper explores distributed aggregative games in multi-agent systems. Current methods for finding distributed Nash equilibrium require players to send original messages to their neighbors, leading to communication burden and privacy…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Wei Huo , Xiaomeng Chen , Kemi Ding , Subhrakanti Dey , Ling Shi

In this paper two algorithms with the goal of generating the equilibrium set of the power allocation game first developed in \cite{allocation} are proposed. Based on the first algorithm, the geometric property of the pure strategy Nash…

Computer Science and Game Theory · Computer Science 2018-05-08 Yuke Li , Jiahua Yue , Fengjiao Liu , A. Stephen Morse

We study the problem of computing an $\epsilon$-Nash equilibrium in repeated games. Earlier work by Borgs et al. [2010] suggests that this problem is intractable. We show that if we make a slight change to their model---modeling the players…

Computer Science and Game Theory · Computer Science 2015-03-24 Joseph Y. Halpern , Rafael Pass , Lior Seeman

In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…

Optimization and Control · Mathematics 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang