Related papers: Learning Convex Partitions and Computing Game-theo…
This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…
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…
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…
Learning to play optimally against any mixture over a diverse set of strategies is of important practical interests in competitive games. In this paper, we propose simplex-NeuPL that satisfies two desiderata simultaneously: i) learning a…
Saddle point optimization is a critical problem employed in numerous real-world applications, including portfolio optimization, generative adversarial networks, and robotics. It has been extensively studied in cases where the objective…
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…
This paper investigates the problem of determining a binary-valued function through a sequence of strategically selected queries. The focus is an algorithm called Generalized Binary Search (GBS). GBS is a well-known greedy algorithm for…
Many interactions result in a socially suboptimal equilibrium, or in a non-equilibrium state, from which arriving at an equilibrium through simple dynamics can be impossible of too long. Aiming to achieve a certain equilibrium, we persuade,…
Kakutani's Fixed Point theorem is a fundamental theorem in topology with numerous applications in game theory and economics. Computational formulations of Kakutani exist only in special cases and are too restrictive to be useful in…
We study the computational complexity of solving stochastic games with mean-payoff objectives. Instead of identifying special classes in which simple strategies are sufficient to play $\epsilon$-optimally, or form $\epsilon$-Nash…
We study the problem of causal structure learning over a set of random variables when the experimenter is allowed to perform at most $M$ experiments in a non-adaptive manner. We consider the optimal learning strategy in terms of minimizing…
This paper proposes an asymmetric perturbation technique for solving bilinear saddle-point optimization problems, commonly arising in minimax problems, game theory, and constrained optimization. Perturbing payoffs or values is known to be…
A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…
We consider $\epsilon$-equilibria notions for constant value of $\epsilon$ in $n$-player $m$-actions games where $m$ is a constant. We focus on the following question: What is the largest grid size over the mixed strategies such that…
The Hybrid Online Learning Problem, where features are drawn i.i.d. from an unknown distribution but labels are generated adversarially, is a well-motivated setting positioned between statistical and fully-adversarial online learning. Prior…
Congestion games constitute an important class of games to model resource allocation by different users. As computing an exact or even an approximate pure Nash equilibrium is in general PLS-complete, Caragiannis et al. (2011) present a…
In this paper, we employ fixed point theory and semidefinite programming to compute the performance bounds on convex block-sparsity recovery algorithms. As a prerequisite for optimal sensing matrix design, a computable performance bound…
Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…
High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…
Partitioning the vertices of a graph into two roughly equal parts while minimizing the number of edges crossing the cut is a fundamental problem (called Balanced Separator) that arises in many settings. For this problem, and variants such…