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Nash equilibrium (NE) assumes that players always make a best response. However, this is not always true; sometimes people cooperate even it is not a best response to do so. For example, in the Prisoner's Dilemma, people often cooperate.…

Computer Science and Game Theory · Computer Science 2014-12-23 Nan Rong , Joseph Y. Halpern

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

A solution that is only reliable under favourable conditions is hardly a safe solution. Min Max Optimization is an approach that returns optima that are robust against worst case conditions. We propose algorithms that perform Min Max…

Machine Learning · Computer Science 2021-07-30 Dorina Weichert , Alexander Kister

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

We consider solutions of normal form games that are invariant under strategic equivalence. We consider additional properties that can be expected (or be desired) from a solution of a game, and we observe the following: - Even the weakest…

Computer Science and Game Theory · Computer Science 2014-02-24 Yakov Babichenko

This paper identifies necessary and sufficient conditions for the exactness of penalty functions in optimization problems whose constraint sets are not necessarily bounded. The case where the data of problems is locally Lipschitz,…

Optimization and Control · Mathematics 2025-10-21 Liguo Jiao , Tien-Son Pham , Nguyen Van Tuyen

Both the mean square polynomial stability and exponential stability of $\theta$ Euler-Maruyama approximation solutions of stochastic differential equations will be investigated for each $0\le\theta\le 1$ by using an auxiliary function $F$…

Numerical Analysis · Mathematics 2014-09-18 Yunjiao Hu , Guangqiang Lan , Chong Zhang

We study the complexity of computing equilibria in two classes of network games based on flows - fractional BGP (Border Gateway Protocol) games and fractional BBC (Bounded Budget Connection) games. BGP is the glue that holds the Internet…

Computer Science and Game Theory · Computer Science 2008-12-05 Laura J. Poplawski , Rajmohan Rajaraman , Ravi Sundaram , Shang-Hua Teng

Self-stabilization is an excellent approach for adding fault tolerance to a distributed multi-agent system. However, two properties of self-stabilization theory, convergence and closure, may not be satisfied if agents are selfish. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-12 Amir Reza Ramtin , Don Towsley

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

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

Computer Science and Game Theory · Computer Science 2020-06-18 Ben Amiet , Andrea Collevecchio , Marco Scarsini , Ziwen Zhong

We consider polymatrix coordination games with individual preferences where every player corresponds to a node in a graph who plays with each neighbor a separate bimatrix game with non-negative symmetric payoffs. In this paper, we study…

Computer Science and Game Theory · Computer Science 2015-04-29 Mona Rahn , Guido Schäfer

As evolutionary algorithms (EAs) are general-purpose optimization algorithms, recent theoretical studies have tried to analyze their performance for solving general problem classes, with the goal of providing a general theoretical…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

Functional Analysis · Mathematics 2022-03-25 Ryan Hynd

The behaviour of multi-agent learning in competitive settings is often considered under the restrictive assumption of a zero-sum game. Only under this strict requirement is the behaviour of learning well understood; beyond this, learning…

Computer Science and Game Theory · Computer Science 2023-07-27 Aamal Hussain , Francesco Belardinelli , Georgios Piliouras

This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…

Statistics Theory · Mathematics 2024-02-27 Jozsef Konczer

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…

Computational Complexity · Computer Science 2011-04-20 Per Austrin , Mark Braverman , Eden Chlamtac

We study natural improvement dynamics in weighted congestion games with polynomial latencies of maximum degree $d\geq 1$. We focus on two problems regarding the existence and efficiency of approximate pure Nash equilibria, with a reasonable…

Computer Science and Game Theory · Computer Science 2020-11-09 Ioannis Caragiannis , Angelo Fanelli

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

This paper presents a new lower bound for the discrete strategy improvement algorithm for solving parity games due to Voege and Jurdziski. First, we informally show which structures are difficult to solve for the algorithm. Second, we…

Computer Science and Game Theory · Computer Science 2009-01-20 Oliver Friedmann