Related papers: The Optimal Equilibrium for Time-Inconsistent Stop…
In recent work of Hazan and Krauthgamer (SICOMP 2011), it was shown that finding an $\eps$-approximate Nash equilibrium with near-optimal value in a two-player game is as hard as finding a hidden clique of size $O(\log n)$ in the random…
A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…
We study the optimal stopping problem of maximizing the variance of an unkilled linear diffusion. Especially, we demonstrate how the problem can be solved as a convex two-player zero-sum game, and reveal quite surprising application of game…
This paper proposes the first fully distributed algorithm for finding the Generalized Nash Equilibrium (GNE) of a non-cooperative game with shared coupling constraints and general cost coupling at a user-prescribed finite time T. As a…
We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…
We study markets of indivisible items in which price-based (Walrasian) equilibria often do not exist due to the discrete non-convex setting. Instead we consider Nash equilibria of the market viewed as a game, where players bid for items,…
Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…
We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different for local first- or second-mover advantages, which we…
This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existing studies on mean-field optimal control/stopping due to its…
We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…
Computing Nash equilibria for strategic multi-agent systems is challenging for expensive black box systems. Motivated by the ubiquity of games involving exploitation of common resources, this paper considers the above problem for potential…
We show that the value function of an optimal stopping game driven by a one-dimensional diffusion can be characterised using a modification of the Legendre transformation if and only if the optimal stopping game exhibits a Nash equilibrium…
We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…
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…
The equilibrium selection problem in the variational Generalized Nash Equilibrium Problem (v-GNEP) has been reported as an optimization problem defined over the solution set of v-GNEP, called in this paper the lower-level v-GNEP. However,…
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…
We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…