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Despite the many recent practical and theoretical breakthroughs in computational game theory, equilibrium finding in extensive-form team games remains a significant challenge. While NP-hard in the worst case, there are provably efficient…
Graph games provide the foundation for modeling and synthesis of reactive processes. Such games are played over graphs where the vertices are controlled by two adversarial players. We consider graph games where the objective of the first…
This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…
We study the inverse power index problem for weighted voting games: the problem of finding a weighted voting game in which the power of the players is as close as possible to a certain target distribution. Our goal is to find algorithms…
In many multi-agent settings, participants can form teams to achieve collective outcomes that may far surpass their individual capabilities. Measuring the relative contributions of agents and allocating them shares of the reward that…
We introduce the concept of a \emph{cycle pattern} for directed graphs as functions from the set of cycles to the set $\{-,0,+\}$. The key example for such a pattern is derived from a weight function, giving rise to the sign of the total…
Mean-payoff zero-sum stochastic games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair $(u,\lambda)$ solution of $T(u)=\lambda e + u$, where $T:\mathbb{R}^n…
We consider a deterministic game with alternate moves and complete information, of which the issue is always the victory of one of the two opponents. We assume that this game is the realization of a random model enjoying some independence…
Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.…
We develop a quasi-polynomial time Las Vegas algorithm for approximating Nash equilibria in polymatrix games over trees, under a mild renormalizing assumption. Our result, in particular, leads to an expected polynomial-time algorithm for…
We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…
Many problems in machine learning and game theory can be formulated as saddle-point problems, for which various first-order methods have been developed and proven efficient in practice. Under the general convex-concave assumption, most…
Here, we prove the existence of solutions to first-order mean-field games (MFGs) arising in optimal switching. First, we use the penalization method to construct approximate solutions. Then, we prove uniform estimates for the penalized…
In a multi-objective game, each individual's payoff is a \emph{vector-valued} function of everyone's actions. Under such vectorial payoffs, Pareto-efficiency is used to formulate each individual's best-response condition, inducing…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
We formulate and analyze game-theoretic problems for systems governed by integral equations. For Volterra integral equations, we obtain and prove necessary and sufficient conditions for linear-quadratic problems, and for problems that are…
We study optimal portfolio choice models in markets with partial information about the stock's drift. We solve the single agent problem for general utilities using a new approach that yields regularity of the value function and closed form…
In this paper, we consider a sequence of transferable utility (TU) coalitional games where the coalitional values are unknown but vary within certain bounds. As a solution to the resulting family of games, we formalise the notion of "robust…
Already for bivariate tropical polynomials, factorization is an NP-Complete problem. In this paper, we give an efficient algorithm for factorization and rational factorization of a rich class of tropical polynomials in $n$ variables.…
A polyhedral method to solve a system of polynomial equations exploits its sparse structure via the Newton polytopes of the polynomials. We propose a hybrid symbolic-numeric method to compute a Puiseux series expansion for every space curve…