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Computing Nash equilibria of zero-sum games in classical and quantum settings is extensively studied. For general-sum games, computing Nash equilibria is PPAD-hard and the computing of a more general concept called correlated equilibria has…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…
We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…
Recently, invariant risk minimization (IRM) (Arjovsky et al.) was proposed as a promising solution to address out-of-distribution (OOD) generalization. In Ahuja et al., it was shown that solving for the Nash equilibria of a new class of…
This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…
This paper proposes a payoff perturbation technique for the Mirror Descent (MD) algorithm in games where the gradient of the payoff functions is monotone in the strategy profile space, potentially containing additive noise. The optimistic…
This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…
The convergence of online learning algorithms in games under self-play is a fundamental question in game theory and machine learning. Among various notions of convergence, last-iterate convergence is particularly desirable, as it reflects…
We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow…
This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…
Congestion games constitute an important class of games in which computing an exact or even approximate pure Nash equilibrium is in general {\sf PLS}-complete. We present a surprisingly simple polynomial-time algorithm that computes…
A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a…
Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact…
We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…
The Nash Equilibrium (NE), one of the elegant and fundamental concepts in game theory, plays a crucial part within various fields, including engineering and computer science. However, efficiently computing an NE in normal-form games remains…
In this paper, we study the dynamic behavior of Hedge, a well-known algorithm in theoretical machine learning and algorithmic game theory. The empirical average (arithmetic mean) of the iterates Hedge generates is known to converge to a…
Online gradient descent (OGD) is well known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single-agent setting, it achieves an optimal regret of $\Theta(\log T)$ for strongly convex cost functions; and…
We present a deterministic polynomial-time algorithm for computing $d^{d+o(d)}$-approximate (pure) Nash equilibria in (proportional sharing) weighted congestion games with polynomial cost functions of degree at most $d$. This is an…
One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…
We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…