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This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…

Optimization and Control · Mathematics 2024-10-30 Enxian Chen , Bin Wu , Hanping Xu

Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…

Computer Science and Game Theory · Computer Science 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu

Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…

Logic in Computer Science · Computer Science 2023-06-22 Julian Gutierrez , Paul Harrenstein , Giuseppe Perelli , Michael Wooldridge

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Computer Science and Game Theory · Computer Science 2021-02-19 Sam Ganzfried

We formulate for the first time the economic dispatch problem in an integrated electrical and gas distribution system as a game equilibrium problem between distributed prosumers. Specifically, by approximating the non-linear gas-flow…

Optimization and Control · Mathematics 2022-11-08 Wicak Ananduta , Sergio Grammatico

We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…

Optimization and Control · Mathematics 2021-07-15 Barbara Franci , Sergio Grammatico

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…

Computer Science and Game Theory · Computer Science 2022-08-05 Joe Clanin , Sourabh Bhattacharya

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…

Computer Science and Game Theory · Computer Science 2022-10-28 Shutian Liu , Tao Li , Quanyan Zhu

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…

Computer Science and Game Theory · Computer Science 2007-12-11 Stéphane Le Roux

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

Machine Learning · Computer Science 2024-02-29 Philip Jordan , Anas Barakat , Niao He

The use of game theoretic models has been quite successful in describing various cooperative and non-cooperative optimization problems in networks and other domains of computer systems. In this paper, we study an application of game…

Networking and Internet Architecture · Computer Science 2013-05-16 Sandip Chakraborty , Soumyadip Majumder , Diganta Goswami

In this letter, we study distributed optimization and Nash equilibrium-seeking dynamics from a contraction theoretic perspective. Our first result is a novel bound on the logarithmic norm of saddle matrices. Second, for distributed gradient…

Optimization and Control · Mathematics 2023-09-25 Anand Gokhale , Alexander Davydov , Francesco Bullo

Game theory studies situations in which strategic players can modify the state of a given system, due to the absence of a central authority. Solution concepts, such as Nash equilibrium, are defined to predict the outcome of such situations.…

Computer Science and Game Theory · Computer Science 2013-11-08 Diodato Ferraioli , Paul W. Goldberg , Carmine Ventre

In this paper, we investigate distributed generalized Nash equilibrium (GNE) computation of monotone games with affine coupling constraints. Each player can only utilize its local objective function, local feasible set and a local block of…

Optimization and Control · Mathematics 2020-04-10 Peng Yi , Lacra Pavel

In contrast with existing works which rely on the same type of energy-efficiency measure to design distributed power control policies, the present work takes into account the presence of a finite packet buffer at the transmitter side and…

Networking and Internet Architecture · Computer Science 2016-11-17 Vineeth S. Varma , Samson Lasaulce , Yezekael Hayel , Salah Eddine Elayoubi

Distributed strategic learning has been getting attention in recent years. As systems become distributed finding Nash equilibria in a distributed fashion is becoming more important for various applications. In this paper, we develop a…

Optimization and Control · Mathematics 2012-10-02 A. F. Hanif , H. Tembine , M. Assaad , D. Zeghlache

We propose and analyze a broad family of games played by resource-constrained players, which are characterized by the following central features: 1) each user has a multi-dimensional action space, subject to a single sum resource…

Computer Science and Game Theory · Computer Science 2010-05-07 Yi Su , Mihaela van der Schaar

The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…

Optimization and Control · Mathematics 2015-12-03 Simone Sagratella