Related papers: Distributed generalized Nash equilibria computatio…

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 present a new methodology for computing approximate Nash equilibria for two-person non-cooperative games based upon certain extensions and specializations of an existing optimization approach previously used for the derivation of fixed…

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

Continuous-time gradient-based Nash equilibrium seeking algorithms enjoy a passivity property under a suitable monotonicity assumption. This feature has been exploited to design distributed algorithms that converge to Nash equilibria and…

Finding the mixed Nash equilibria (MNE) of a two-player zero sum continuous game is an important and challenging problem in machine learning. A canonical algorithm to finding the MNE is the noisy gradient descent ascent method which in the…

This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…

In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…

Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…

Systems of competing agents can often be modeled as games. Assuming rationality, the most likely outcomes are given by an equilibrium (e.g. a Nash equilibrium). In many practical settings, games are influenced by context, i.e. additional…

In this paper, we apply the idea of fictitious play to design deep neural networks (DNNs), and develop deep learning theory and algorithms for computing the Nash equilibrium of asymmetric $N$-player non-zero-sum stochastic differential…

We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Worst-case hardness results for most equilibrium computation problems have raised the need for beyond-worst-case analysis. To this end, we study the smoothed complexity of finding pure Nash equilibria in Network Coordination Games, a…

This paper studies an $N$-coalition non-cooperative game problem, where the players in the same coalition cooperatively minimize the sum of their local cost functions under a directed communication graph, while collectively acting as a…

This paper considers the noncooperative maximization of mutual information in the Gaussian interference channel in a fully distributed fashion via game theory. This problem has been studied in a number of papers during the past decade for…

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…

This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regards to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with…

In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…

We consider a class of nonsmooth aggregative games over networks in stochastic regimes, where each player is characterized by a composite cost function $f_i+r_i$, $f_i$ is a smooth expectation-valued function dependent on its own strategy…

We study the problem of computing an approximate Nash equilibrium of a game whose strategy space is continuous without access to gradients of the utility function. Such games arise, for example, when players' strategies are represented by…