Related papers: Generalized Nash Equilibrium Problem by the Altern…
This work examines a stochastic formulation of the generalized Nash equilibrium problem (GNEP) where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully-distributed online learning by…
In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…
Data-driven modeling increasingly requires to find a Nash equilibrium in multi-player games, e.g. when training GANs. In this paper, we analyse a new extra-gradient method for Nash equilibrium finding, that performs gradient extrapolations…
Dynamic games can be an effective approach to modeling interactive behavior between multiple non-cooperative agents and they provide a theoretical framework for simultaneous prediction and control in such scenarios. In this work, we propose…
We consider a game in which each player must find a compromise between more daring strategies that carry a high risk for him to be eliminated, and more cautious ones that, however, reduce his final score. For two symmetric players this game…
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…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
We study the robust Nash equilibrium (RNE) for a class of games in communications systems and networks where the impact of users on each other is an additive function of their strategies. Each user measures this impact, which may be…
In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…
In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…
Shared-constraint games are noncooperative $N$-player games where players are coupled through a common coupling constraint. It is known that such games admit two kinds of equilibria -- generalized Nash equilibria (GNE) and variational…
We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…
This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…
In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…
We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…
We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…
We study a very general class of games --- multi-dimensional aggregative games --- which in particular generalize both anonymous games and weighted congestion games. For any such game that is also large, we solve the equilibrium selection…
In this paper, we consider the competitive diffusion game, and study the existence of its pure-strategy Nash equilibrium when defined over general undirected networks. We first determine the set of pure-strategy Nash equilibria for two…
We are concerned with finding Nash Equilibria in agent-based multi-cluster games, where agents are separated into distinct clusters. While the agents inside each cluster collaborate to achieve a common goal, the clusters are considered to…
In noncooperative Nash games, equilibria are often inefficient. This is exemplified by the Prisoner's Dilemma and was first provably shown in the 1980s. Since then, understanding the quality of Nash equilibrium (NE) received considerable…