Related papers: Exact Penalization of Generalized Nash Equilibrium…
We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to…
In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…
Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…
Designing efficient algorithms to compute Nash equilibria poses considerable challenges in Algorithmic Game Theory and Optimization. In this work, we employ integer programming techniques to compute Nash equilibria in Integer Programming…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…
We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given…
In this work, we introduce graphical modelsfor multi-player game theory, and give powerful algorithms for computing their Nash equilibria in certain cases. An n-player game is given by an undirected graph on n nodes and a set of n local…
Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…
The Inspection Game is the canonical model for the strategic conflict between law enforcement (inspectors) and citizens (potential criminals). Its classical Mixed-Strategy Nash Equilibrium (MSNE) is afflicted by a paradox: the equilibrium…
The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing…
A fundamental problem with the Nash equilibrium concept is the existence of certain "structurally deficient" equilibria that (i) lack fundamental robustness properties, and (ii) are difficult to analyze. The notion of a "regular" Nash…
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…
The computational characterization of game-theoretic solution concepts is a central topic in artificial intelligence, with the aim of developing computationally efficient tools for finding optimal ways to behave in strategic interactions.…
Decision-making in multi-player games can be extremely challenging, particularly under uncertainty. In this work, we propose a new sample-based approximation to a class of stochastic, general-sum, pure Nash games, where each player has an…
Motivated by Cournot models, this paper proposes novel models of the noncooperative and cooperative differential games with density constraints in infinite dimensions, where markets consist of infinite firms and demand dynamics are governed…
Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…
The generalized Nash equilibrium problems play a significant role in modeling and analyzing several complex economics problems. In this work, we consider jointly convex generalized Nash games which were introduced by Rosen. We study two…
This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…
Computing equilibria of games is a central task in computer science. A large number of results are known for \emph{Nash equilibrium} (NE). However, these can be adopted only when coalitions are not an issue. When instead agents can form…
Generative Adversarial Networks (GAN) have become one of the most successful frameworks for unsupervised generative modeling. As GANs are difficult to train much research has focused on this. However, very little of this research has…