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Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Computer Science and Game Theory · Computer Science 2023-08-17 Zailin Ma , Jiansheng Yang , Zhihua Zhang

We investigate a model for representing large multiplayer games, which satisfy strong symmetry properties. This model is made of multiple copies of an arena; each player plays in his own arena, and can partially observe what the other…

Computer Science and Game Theory · Computer Science 2014-04-04 Patricia Bouyer , Nicolas Markey , Steen Vester

We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

Consider a two-player zero-sum stochastic game where the transition function can be embedded in a given feature space. We propose a two-player Q-learning algorithm for approximating the Nash equilibrium strategy via sampling. The algorithm…

Machine Learning · Computer Science 2019-06-04 Zeyu Jia , Lin F. Yang , Mengdi Wang

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…

Computer Science and Game Theory · Computer Science 2024-07-23 Constantinos Daskalakis , Noah Golowich , Nika Haghtalab , Abhishek Shetty

In an epsilon-Nash equilibrium, a player can gain at most epsilon by changing his behaviour. Recent work has addressed the question of how best to compute epsilon-Nash equilibria, and for what values of epsilon a polynomial-time algorithm…

Computer Science and Game Theory · Computer Science 2015-03-20 John Fearnley , Paul W. Goldberg , Rahul Savani , Troels Bjerre Sørensen

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…

Optimization and Control · Mathematics 2022-04-05 Gehui Xu , Guanpu Chen , Hongsheng Qi

This paper identifies a manifold in the space of bimatrix games which contains games that are strategically equivalent to rank-1 games through a positive affine transformation. It also presents an algorithm that can compute, in polynomial…

Computer Science and Game Theory · Computer Science 2019-04-10 Joseph L. Heyman

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…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…

Computer Science and Game Theory · Computer Science 2025-11-18 Jakub Černý , Shuvomoy Das Gupta , Christian Kroer

In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost…

Computer Science and Game Theory · Computer Science 2022-10-17 Yue Yu , Jonathan Salfity , David Fridovich-Keil , Ufuk Topcu

This paper addresses the problem of learning a Nash equilibrium in $\gamma$-discounted multiplayer general-sum Markov Games (MG). A key component of this model is the possibility for the players to either collaborate or team apart to…

Computer Science and Game Theory · Computer Science 2017-03-07 Julien Pérolat , Florian Strub , Bilal Piot , Olivier Pietquin

We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

Computer Science and Game Theory · Computer Science 2013-07-09 Anshul Gupta , Sven Schewe

We study the problem of computing an $\epsilon$-approximate Nash equilibrium of a two-player, bilinear game with a bounded payoff matrix $A \in \mathbb{R}^{m \times n}$, when the players' strategies are constrained to lie in simple sets. We…

Optimization and Control · Mathematics 2026-01-08 Ishani Karmarkar , Liam O'Carroll , Aaron Sidford

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…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , Angelia Nedich

Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…

Computer Science and Game Theory · Computer Science 2017-05-29 Christian Kroer , Gabriele Farina , Tuomas Sandholm

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

Computer Science and Game Theory · Computer Science 2023-05-30 Fivos Kalogiannis , Ioannis Panageas

Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…

Machine Learning · Statistics 2018-02-28 Victor Picheny , Mickael Binois , Abderrahmane Habbal

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

Computer Science and Game Theory · Computer Science 2020-06-25 Sam Ganzfried , Conner Laughlin , Charles Morefield