Related papers: On Synchronous, Asynchronous, and Randomized Best-…
We study the stochastic bilinear minimax optimization problem, presenting an analysis of the same-sample Stochastic ExtraGradient (SEG) method with constant step size, and presenting variations of the method that yield favorable…
We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…
In this article, we revisit a communication-control co-design problem for a class of two-player stochastic differential games on an infinite horizon. Each 'player' represents two active decision makers, namely a scheduler and a remote…
Inspired by real world examples, e.g. the Internet, researchers have introduced an abundance of strategic games to study natural phenomena in networks. Unfortunately, almost all of these games have the conceptual drawback of being…
We investigate asynchronous distributed algorithms with delayed information for seeking generalized Nash equilibrium over multi-agent networks. The considered game model has all players' local decisions coupled with a shared affine…
Best response (BR) dynamics is a natural method by which players proceed toward a pure Nash equilibrium via a local search method. The quality of the equilibrium reached may depend heavily on the order by which players are chosen to perform…
A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always…
Network congestion games are a convenient model for reasoning about routing problems in a network: agents have to move from a source to a target vertex while avoiding congestion, measured as a cost depending on the number of players using…
We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of…
The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…
This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…
Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…
We consider structural and algorithmic questions related to the Nash dynamics of weighted congestion games. In weighted congestion games with linear latency functions, the existence of (pure Nash) equilibria is guaranteed by potential…
Advanced Persistent Threats (APTs) have recently emerged as a significant security challenge for a cyber-physical system due to their stealthy, dynamic and adaptive nature. Proactive dynamic defenses provide a strategic and holistic…
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…
This paper considers the maximization of information rates for the Gaussian frequency-selective interference channel, subject to power and spectral mask constraints on each link. To derive decentralized solutions that do not require any…
We analyse the computational complexity of finding Nash equilibria in simple stochastic multiplayer games. We show that restricting the search space to equilibria whose payoffs fall into a certain interval may lead to undecidability. In…
Motivated by problems arising in decentralized control problems and non-cooperative Nash games, we consider a class of strongly monotone Cartesian variational inequality (VI) problems, where the mappings either contain expectations or their…
This paper establishes the tractability of finding the optimal Nash equilibrium, as well as the optimal social solution, to a discrete congestion game using a gate-model quantum computer. The game is of the type originally posited by…
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…