Related papers: Computing Approximate Equilibria in Weighted Conge…
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…
Computing Nash equilibrium in multi-agent games is a longstanding challenge at the interface of game theory and computer science. It is well known that a general normal form game in N players and k strategies requires exponential space…
The framework outlined in [arXiv:2010.13024] provides an approximation algorithm for computing Nash equilibria of normal form games. Since NASH is a well-known PPAD-complete problem, this framework has potential applications to other $PPAD$…
Congestion games are attractive because they can model many concrete situations where some competing entities interact through the use of some shared resources, and also because they always admit pure Nash equilibria which correspond to the…
We consider the question of whether, and in what sense, Wardrop equilibria provide a good approximation for Nash equilibria in atomic unsplittable congestion games with a large number of small players. We examine two different definitions…
This paper is about computing constrained approximate Nash equilibria in polymatrix games, which are succinctly represented many-player games defined by an interaction graph between the players. In a recent breakthrough, Rubinstein showed…
We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…
Since the seminal PPAD-completeness result for computing a Nash equilibrium even in two-player games, an important line of research has focused on relaxations achievable in polynomial time. In this paper, we consider the notion of…
We present algorithmic applications of an approximate version of Carath\'{e}odory's theorem. The theorem states that given a set of vectors $X$ in $\mathbb{R}^d$, for every vector in the convex hull of $X$ there exists an…
We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…
We study a general scenario of simultaneous contests that allocate prizes based on equal sharing: each contest awards its prize to all players who satisfy some contest-specific criterion, and the value of this prize to a winner decreases as…
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…
In order to find Nash-equilibria for two-player zero-sum games where each player plays combinatorial objects like spanning trees, matchings etc, we consider two online learning algorithms: the online mirror descent (OMD) algorithm and the…
We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and…
The computational study of equilibria involving constraints on players' strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their…
In this study, we formulate positive and negative externalities caused by changes in the supply of shared vehicles as ride sharing games. The study aims to understand the price of anarchy (PoA) and its improvement via a coordination…
This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…
We provide a dual fitting technique on a semidefinite program yielding simple proofs of tight bounds for the robust price of anarchy of several congestion and scheduling games under the sum of weighted completion times objective. The same…
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the…
Several works have recently suggested to model the problem of coordinating the charging needs of a fleet of electric vehicles as a game, and have proposed distributed algorithms to coordinate the vehicles towards a Nash equilibrium of such…