Related papers: A Bayesian optimization approach to compute the Na…
In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we…
We present multilinear and mixed-integer multilinear programs to find a Nash equilibrium in multi-player noncooperative games. We compare the formulations to common algorithms in Gambit, and conclude that a multilinear feasibility program…
Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…
The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…
The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The…
One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…
Two fundamental problems in computational game theory are computing a Nash equilibrium and learning to exploit opponents given observations of their play (opponent exploitation). The latter is perhaps even more important than the former:…
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…
Budget aggregation deals with the social choice problem of distributing an exogenously given budget among a set of public projects, given agents' preferences. Taking a game-theoretic perspective, we study budget-aggregation games where each…
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…
We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…
A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…
This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…
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 problem of finding pure strategy Nash equilibria in multiagent concurrent games with finite-horizon temporal goals has received some recent attention. Earlier work solved this problem through the use of Rabin automata. In this work, we…
We study a model of strategic coordination based on a class of games with incomplete information known as Global Games. Under the assumption of Poisson-distributed signals and a Gamma prior distribution on state of the system, we…
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…
Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…
We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…
Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…