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Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

Computer Science and Game Theory · Computer Science 2021-06-02 Sam Ganzfried

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…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Emilio Benenati , Wicak Ananduta , Sergio Grammatico

In this paper we review our earlier work on quantum computing and the Nash Equilibrium, in particular, tracing the history of the discovery of new Nash Equilibria and then reviewing the ways in which quantum computing may be expected to…

General Finance · Quantitative Finance 2015-05-13 Philip V. Fellman , Jonathan Vos Post

In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…

Numerical Analysis · Mathematics 2016-02-19 Simone Cacace , Emiliano Cristiani , Maurizio Falcone

Quantum annealing has the potential to find low energy solutions of NP-hard problems that can be expressed as quadratic unconstrained binary optimization problems. However, the hardware of the quantum annealer manufactured by D-Wave…

Quantum Physics · Physics 2024-01-22 Elijah Pelofske , Georg Hahn , Hristo N. Djidjev

This paper studies the global Nash equilibrium problem of leader-follower multi-agent dynamics, which yields consensus with a privacy information encrypted learning algorithm. With the secure hierarchical structure, the relationship between…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Kun Zhang , Ji-Feng Zhang , Rong Su , Huaguang Zhang

The recent availability of the first commercial quantum computers has provided a promising tool to tackle NP hard problems which can only be solved heuristically with present techniques. However, it is unclear if the current state of…

Quantum Physics · Physics 2018-02-01 Hristo N. Djidjev , Guillaume Chapuis , Georg Hahn , Guillaume Rizk

Generalized Nash equilibrium problems with mixed-integer variables constitute an important class of games in which each player solves a mixed-integer optimization problem, where both the objective and the feasible set is parameterized by…

Computer Science and Game Theory · Computer Science 2025-11-06 Aloïs Duguet , Tobias Harks , Martin Schmidt , Julian Schwarz

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

We present efficient approximation algorithms for finding Nash equilibria in anonymous games, that is, games in which the players utilities, though different, do not differentiate between other players. Our results pertain to such games…

Computer Science and Game Theory · Computer Science 2007-10-31 Constantinos Daskalakis , Christos Papadimitriou

We consider the computation of a Nash equilibrium in attack and defense games on networks (Bloch et al. [1]). We prove that a Nash Equilibrium of the game can be computed in polynomial time with respect to the number of nodes in the…

Computer Science and Game Theory · Computer Science 2024-03-26 Stanisław Kaźmierowski , Marcin Dziubiński

In this paper, we study a faithful translation of a two-player quantum Morra game, which builds on previous work by including the classical game as a special case. We propose a natural deformation of the game in the quantum regime in which…

Quantum game theory is a new interdisciplinary field between game theory and physical research. In this paper, we extend the classical inspection game into a quantum game version by quantizing the strategy space and importing entanglement…

Computer Science and Game Theory · Computer Science 2016-07-20 Xinyang Deng , Yong Deng , Qi Liu , Zhen Wang

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

Computer Science and Game Theory · Computer Science 2024-12-18 Wayne Lin , Georgios Piliouras , Ryann Sim , Antonios Varvitsiotis

We propose the first online quantum algorithm for solving zero-sum games with $\widetilde O(1)$ regret under the game setting. Moreover, our quantum algorithm computes an $\varepsilon$-approximate Nash equilibrium of an $m \times n$ matrix…

Quantum Physics · Physics 2024-10-01 Minbo Gao , Zhengfeng Ji , Tongyang Li , Qisheng Wang

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

Systems and Control · Computer Science 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

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…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman

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…

Optimization and Control · Mathematics 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

A Nash equilibrium has become important solution concept for analyzing the decision making in Game theory. In this paper, we consider the problem of computing Nash equilibria of a subclass of generic finite normal form games. We define…

Computer Science and Game Theory · Computer Science 2015-03-17 Samaresh Chatterji , Ratnik Gandhi

In zero-sum games, the optimal strategy is well-defined by the Nash equilibrium. However, it is overly conservative when playing against suboptimal opponents and it can not exploit their weaknesses. Limited look-ahead game solving in…

Computer Science and Game Theory · Computer Science 2024-04-04 David Milec , Ondřej Kubíček , Viliam Lisý