Related papers: Multiplicative weights in monotropic games

We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…

Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…

We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…

In this paper, we provide exponential rates of convergence to the interior Nash equilibrium for continuous-time dual-space game dynamics such as mirror descent (MD) and actor-critic (AC). We perform our analysis in $N$-player continuous…

Consider a strongly monotone game where the players' utility functions include a reward function and a linear term for each dimension, with coefficients that are controlled by the manager. Gradient play converges to a unique Nash…

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

We study equilibrium concepts in non-cooperative games under uncertainty where both beliefs and mixed strategies are represented by non-additive measures (capacities). In contrast to the classical Nash framework based on additive…

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…

Although it has been known since the 1970s that a globally optimal strategy profile in a common-payoff game is a Nash equilibrium, global optimality is a strict requirement that limits the result's applicability. In this work, we show that…

We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is…

In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…

Motivated by game-theoretic models of crowd motion dynamics, this paper analyzes a broad class of distributed games with jump diffusions within the recently developed $\alpha$-potential game framework. We demonstrate that analyzing 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…

This paper develops a unified framework for testing monotonicity of Bayesian Nash equilibrium strategies in unobserved types in games of incomplete information. We show that, under symmetric independent private types, monotonicity of…

After defining a pure-action profile in a nonatomic aggregative game, where players have specific compact convex pure-action sets and nonsmooth convex cost functions, as a square-integrable function, we characterize a Wardrop equilibrium as…

The noncooperative Nash equilibrium solution of classical games corresponds to a rational expectations attitude on the part of the players. However, in many cases, games played by human players have outcomes very different from Nash…

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…

We study the connection between the evolutionary replicator dynamics and the number of Nash equilibria in large random bi-matrix games. Using techniques of disordered systems theory we compute the statistical properties of both, the fixed…

Aggregative games have many industrial applications, and computing an equilibrium in those games is challenging when the number of players is large. In the framework of atomic aggregative games with coupling constraints, we show that…

In this article we evaluate the statistical evidence that a population of students learn about the sub-game perfect Nash equilibrium of the centipede game via repeated play of the game. This is done by formulating a model in which a…