Related papers: Distributionally Robust Games with Risk-averse Pla…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the worst distribution from within a known ambiguity set. A…
In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…
This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…
There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…
This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…
In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…
We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…
The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…
This paper is concerned with a new type of differential game problems of forwardbackward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations,…
In this paper we model a game such that all strategies are non-revealing, with imperfect recall and incomplete information. We also introduce a modified sliding-block code as a linear transformation which generates common knowledge of how…
This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…
This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust optimization approach where a…
We introduce the notion of exchangeable equilibria of a symmetric bimatrix game, defined as those correlated equilibria in which players' strategy choices are conditionally independently and identically distributed given some hidden…
In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in…
Decision making in modern large-scale and complex systems such as communication networks, smart electricity grids, and cyber-physical systems motivate novel game-theoretic approaches. This paper investigates big strategic (non-cooperative)…
This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…
We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…