Related papers: Query Complexity of Approximate Nash Equilibria
We study $n$-agent Bayesian Games with $m$-dimensional vector types and linear payoffs, also called Linear Multidimensional Bayesian Games. This class of games is equivalent with $n$-agent, $m$-game Uniform Multigames. We distinguish…
We address the problem of assessing the robustness of the equilibria in uncertain, multi-agent games. Specifically, we focus on generalized Nash equilibrium problems in aggregative form subject to linear coupling constraints affected by…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
We propose a general class of symmetric games called position-optimization games. Given a probability distribution $Q$ over a set of targets $\mathcal{Y}$, the $n$ players each choose a position in a space $\mathcal{X}$. A player's utility…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
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…
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…
This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…
This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…
We describe a new complete algorithm for computing Nash equilibrium in multiplayer general-sum games, based on a quadratically-constrained feasibility program formulation. We demonstrate that the algorithm runs significantly faster than the…
Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…
Contrary to the customary view that the celebrated Nash-equilibrium theorem in Game Theory is paradigmatic for non-cooperative games, it is shown that, in fact, it is essentially based on a particularly strong cooperation assumption.…
Noncooperative game theory provides a normative framework for analyzing strategic interactions. However, for the toolbox to be operational, the solutions it defines will have to be computed. In this paper, we provide a single reduction that…
We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…
We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…
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…
This paper provides the first expert sample complexity characterization for learning a Nash equilibrium from expert data in Markov Games. We show that a new quantity named the single policy deviation concentrability coefficient is…
We study pure Nash equilibria in infinite-duration games on graphs, with partial visibility of actions but communication (based on a graph) among the players. We show that a simple communication mechanism consisting in reporting the…
A solution concept that is a refinement of Nash equilibria selects for each finite game a nonempty collection of closed and connected subsets of Nash equilibria as solutions. We impose three axioms for such solution concepts. The axiom of…
In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…