Related papers: Backward Induction for Repeated Games
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…
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…
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…
Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…
Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
We analyze Coquand's game-theoretic interpretation of Peano Arithmetic through the lens of elementary descent recursion. In Coquand's game semantics, winning strategies correspond to infinitary cut-free proofs and cut elimination…
A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods are natural in an adversarial setting, as they take the…
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…
We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents. Albeit this class of games is known to admit a potential function, its formal expression can be unavailable in several…
Nearly a decade ago, Azrieli and Shmaya introduced the class of $\lambda$-Lipschitz games in which every player's payoff function is $\lambda$-Lipschitz with respect to the actions of the other players. They showed that such games admit…
In this paper we consider the problem of computing an $\epsilon$-approximate Nash Equilibrium of a zero-sum game in a payoff matrix $A \in \mathbb{R}^{m \times n}$ with $O(1)$-bounded entries given access to a matrix-vector product oracle…
No-regret learning has been widely used to compute a Nash equilibrium in two-person zero-sum games. However, there is still a lack of regret analysis for network stochastic zero-sum games, where players competing in two subnetworks only…
Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…
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…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and…
Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…
We study the problem of computing stationary Nash equilibria in discounted perfect information stochastic games from the viewpoint of computational complexity. For two-player games we prove the problem to be in PPAD, which together with a…