Related papers: Efficient Decomposition of Bimatrix Games (Extende…
We analyse the computational complexity of finding Nash equilibria in simple stochastic multiplayer games. We show that restricting the search space to equilibria whose payoffs fall into a certain interval may lead to undecidability. In…
We develop a constrained bimatrix game framework that can be used to model many practical problems in many disciplines, including jamming in packetized wireless networks. In contrast to the widely used zero-sum framework, in bimatrix games…
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…
This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…
In an epsilon-Nash equilibrium, a player can gain at most epsilon by changing his behaviour. Recent work has addressed the question of how best to compute epsilon-Nash equilibria, and for what values of epsilon a polynomial-time algorithm…
We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…
We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…
Computing a Nash equilibrium (NE) is a central task in computer science. An NE is a particularly appropriate solution concept for two-agent settings because coalitional deviations are not an issue. However, even in this case, finding an NE…
We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…
This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…
Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…
We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…
This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…
The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…
We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…
We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…
Since the celebrated PPAD-completeness result for Nash equilibria in bimatrix games, a long line of research has focused on polynomial-time algorithms that compute $\varepsilon$-approximate Nash equilibria. Finding the best possible…
In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…
Since the seminal PPAD-completeness result for computing a Nash equilibrium even in two-player games, an important line of research has focused on relaxations achievable in polynomial time. In this paper, we consider the notion of…