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Nash equilibrium is the most commonly-used notion of equilibrium in game theory. However, it suffers from numerous problems. Some are well known in the game theory community; for example, the Nash equilibrium of repeated prisoner's dilemma…

Computer Science and Game Theory · Computer Science 2008-12-18 Joseph Y. Halpern

Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…

Computer Science and Game Theory · Computer Science 2016-06-07 Yannai A. Gonczarowski , Moshe Tennenholtz

We consider a multi-agent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We…

Optimization and Control · Mathematics 2020-10-15 Filiberto Fele , Kostas Margellos

Exploiting the algebraic structure of the set of bimatrix games, a divide-and-conquer algorithm for finding Nash equilibria is proposed. The algorithm is fixed-parameter tractable with the size of the largest irreducible component of a game…

Computer Science and Game Theory · Computer Science 2013-01-01 Xiang Jiang , Arno Pauly

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

We consider a variant of the hide-and-seek game in which a seeker inspects multiple hiding locations to find multiple items hidden by a hider. Each hiding location has a maximum hiding capacity and a probability of detecting its hidden…

Computer Science and Game Theory · Computer Science 2024-06-26 Bastián Bahamondes , Mathieu Dahan

We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to…

Computational Engineering, Finance, and Science · Computer Science 2018-07-23 Lorenzo Nespoli , Matteo Salani , Vasco Medici

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

Noticing that physical limitations are ubiquitous in practical engineering systems, this paper considers Nash equilibrium seeking for games in systems where the control inputs are bounded. More specifically, first-order integrator-type…

Optimization and Control · Mathematics 2020-09-29 Maojiao Ye

In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Yutao Tang , Peng Yi

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Computer Science and Game Theory · Computer Science 2022-02-07 Ian Gemp , Rahul Savani , Marc Lanctot , Yoram Bachrach , Thomas Anthony , Richard Everett , Andrea Tacchetti , Tom Eccles , János Kramár

The framework outlined in [arXiv:2010.13024] provides an approximation algorithm for computing Nash equilibria of normal form games. Since NASH is a well-known PPAD-complete problem, this framework has potential applications to other $PPAD$…

Computer Science and Game Theory · Computer Science 2021-10-27 Aadesh Salecha

Congestion games constitute an important class of games to model resource allocation by different users. As computing an exact or even an approximate pure Nash equilibrium is in general PLS-complete, Caragiannis et al. (2011) present a…

Computer Science and Game Theory · Computer Science 2020-08-03 Alexander Skopalik , Vipin Ravindran Vijayalakshmi

Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty. In incomplete markets, an appealing approach is to analyze…

Probability · Mathematics 2018-11-27 Klebert Kentia , Christoph Kühn

We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…

Computer Science and Game Theory · Computer Science 2026-02-09 Philip Jordan , Maryam Kamgarpour

In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Suad Krilašević , Sergio Grammatico

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

Optimization and Control · Mathematics 2023-01-23 Shicong Cen , Yuting Wei , Yuejie Chi

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

Probability · Mathematics 2018-11-09 René Aïd , Matteo Basei , Giorgia Callegaro , Luciano Campi , Tiziano Vargiolu

We study an optimal targeting problem for super-modular games with binary actions and finitely many players. The considered problem consists in the selection of a subset of players of minimum size such that, when the actions of these…

Computer Science and Game Theory · Computer Science 2020-09-22 Giacomo Como , Stéphane Durand , Fabio Fagnani

Many decentralized and networked control problems involve decision makers which have either misaligned criteria or subjective priors. In the context of such a setup, in this paper we consider binary signaling problems in which the decision…

Optimization and Control · Mathematics 2019-09-06 Serkan Sarıtaş , Sinan Gezici , Serdar Yüksel