Related papers: Inertial game dynamics and applications to constra…
In a Hilbert setting, we develop fast methods for convex unconstrained optimization. We rely on the asymptotic behavior of an inertial system combining geometric damping with temporal scaling. The convex function to minimize enters the…
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…
In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…
This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…
The understanding of a dynamical system's properties can be significantly advanced by establishing it as a Hamiltonian system and then systematically exploring its inherent symmetries. By formulating agents' strategies and cumulative…
Recent theories from complexity science argue that complex dynamics are ubiquitous in social and economic systems. These claims emerge from the analysis of individually simple agents whose collective behavior is surprisingly complicated.…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
Replicator dynamics, the continuous-time analogue of Multiplicative Weights Updates, is the main dynamic in evolutionary game theory. In simple evolutionary zero-sum games, such as Rock-Paper-Scissors, replicator dynamic is periodic…
We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy…
The cornerstone underpinning deep learning is the guarantee that gradient descent on an objective converges to local minima. Unfortunately, this guarantee fails in settings, such as generative adversarial nets, where there are multiple…
In the traditional game-theoretic set up, where agents select actions and experience corresponding utilities, an equilibrium is a configuration where no agent can improve their utility by unilaterally switching to a different action. In…
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 investigates the long-term behavior of an interacting particle system of interest in the hot topic of evolutionary game theory. Each site of the $d$-dimensional integer lattice is occupied by a player who is characterized by one…
We consider ordinary differential equations on the unit simplex of $\RR^n$ that naturally occur in population games, models of learning and self reinforced random processes. Generalizing and relying on an idea introduced in \cite{DF11}, we…
Real populations are seldom found at the Nash equilibrium strategy. The present work focuses on how population size can be a relevant evolutionary force diverting the population from its expected Nash equilibrium. We introduce the concept…
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
Understanding the evolutionary dynamics of reinforcement learning under multi-agent settings has long remained an open problem. While previous works primarily focus on 2-player games, we consider population games, which model the strategic…
Although dynamic games provide a rich paradigm for modeling agents' interactions, solving these games for real-world applications is often challenging. Many real-world interactive settings involve general nonlinear state and input…
This paper introduces a hierarchical framework for population games, where individuals delegate decision-making to proxies that act within their own strategic interests. This framework extends classical population games, where individuals…
A stochastic evolutionary dynamics of two strategies given by 2 x 2 matrix games is studied in finite populations. We focus on stochastic properties of fixation: how a strategy represented by a single individual wins over the entire…