Related papers: Distributed Nash Equilibrium Seeking by A Consensu…

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

Information compression techniques are majorly employed to address the concern of reducing communication cost over peer-to-peer links. In this paper, we investigate distributed Nash equilibrium (NE) seeking problems in a class of…

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the…

We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

This paper addresses a class of Nash equilibrium (NE) seeking problems in coalition games involving both local and coupling constraints for multiple Euler-Lagrange (EL) systems subject to disturbances of unknown bounds. Within each…

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…

We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…

This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…

The distributed computation of a Nash equilibrium (NE) for non-cooperative games is gaining increased attention recently. Due to the nature of distributed systems, privacy and communication efficiency are two critical concerns. Traditional…

We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of…

Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…