Related papers: Correlation in Extensive-Form Games: Saddle-Point …
In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
For common notions of correlated equilibrium in extensive-form games, computing an optimal (e.g., welfare-maximizing) equilibrium is NP-hard. Other equilibrium notions -- communication (Forges 1986) and certification (Forges & Koessler…
This paper addresses the problem of fair equilibrium selection in graphical games. Our approach is based on the data structure called the {\em best response policy}, which was proposed by Kearns et al. \cite{kls} as a way to represent all…
Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…
Nash equilibrium is a fundamental solution concept in extensive-form games, while its efficient computation is still far from straightforward. This paper considers finite $n$-player extensive-form games with perfect recall under the…
Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving…
We analyze a market impact game between $n$ risk averse agents who compete for liquidity in a market impact model with permanent price impact and additional slippage. Most market parameters, including volatility and drift, are allowed to…
Finite objects and more specifically finite games are formalized using induction, whereas infinite objects are formalized using coinduction. In this article, after an introduction to the concept of coinduction, we revisit on infinite…
Nash equilibrium (NE) is a widely adopted solution concept in game theory due to its stability property. However, we observe that the NE strategy might not always yield the best results, especially against opponents who do not adhere to NE…
Subgame solving is a technique for scaling algorithms to large games by locally refining a precomputed blueprint strategy during gameplay. While straightforward in perfect-information games where search starts from the current state,…
We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…
Two-vehicle racing is natural example of a competitive dynamic game. As with most dynamic games, there are many ways in which the underlying solution concept can be structured, resulting in different equilibrium concepts. The assumed…
A celebrated connection in the interface of online learning and game theory establishes that players minimizing swap regret converge to correlated equilibria (CE) -- a seminal game-theoretic solution concept. Despite the long history of…
We consider an algorithmic framework for two-player non-zero-sum semidefinite games, where each player's strategy is a positive semidefinite matrix with trace one. We formulate the computation of Nash equilibria in such games as…
In Feinstein and Rudloff (2023), it was shown that the set of Nash equilibria for any non-cooperative $N$ player game coincides with the set of Pareto optimal points of a certain vector optimization problem with non-convex ordering cone. To…
Environments with multi-agent interactions often result a rich set of modalities of behavior between agents due to the inherent suboptimality of decision making processes when agents settle for satisfactory decisions. However, existing…
Strategic interactions can be represented more concisely, and analyzed and solved more efficiently, if we are aware of the symmetries within the multiagent system. Symmetries also have conceptual implications, for example for equilibrium…
Finite-horizon probabilistic multiagent concurrent game systems, also known as finite multiplayer stochastic games, are a well-studied model in computer science due to their ability to represent a wide range of real-world scenarios…
We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…