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We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…

Machine Learning · Computer Science 2019-01-30 Asish Ghoshal , Jean Honorio

Quantum games with incomplete information can be studied within a Bayesian framework. We consider a version of prisoner's dilemma (PD) in this framework with three players and characterize the Nash equilibria. A variation of the standard PD…

Quantum Physics · Physics 2017-03-10 Neal Solmeyer , Ricky Dixon , Radhakrishnan Balu

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

Computer Science and Game Theory · Computer Science 2014-02-13 John Fearnley , Martin Gairing , Paul Goldberg , Rahul Savani

In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu

When learning in strategic environments, a key question is whether agents can overcome uncertainty about their preferences to achieve outcomes they could have achieved absent any uncertainty. Can they do this solely through interactions…

Computer Science and Game Theory · Computer Science 2024-11-21 Nivasini Ananthakrishnan , Nika Haghtalab , Chara Podimata , Kunhe Yang

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Computer Science and Game Theory · Computer Science 2013-08-01 Leslie Ann Goldberg , Paul W. Goldberg , Piotr Krysta , Carmine Ventre

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Sergio Grammatico

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…

Risk Management · Quantitative Finance 2016-07-11 Michail Anthropelos , Constantinos Kardaras

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Optimization and Control · Mathematics 2023-09-04 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

We study the efficiency of the proportional allocation mechanism, that is widely used to allocate divisible resources. Each agent submits a bid for each divisible resource and receives a fraction proportional to her bids. We quantify the…

Computer Science and Game Theory · Computer Science 2015-07-28 George Christodoulou , Alkmini Sgouritsa , Bo Tang

In the theory of multi-agent systems, deception refers to the strategic manipulation of information to influence the behavior of other agents, ultimately altering the long-term dynamics of the entire system. Recently, this concept has been…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

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 proposes a novel approach for local convergence to Nash equilibrium in quadratic noncooperative games based on a distributed Lie-bracket extremum seeking control scheme. This is the first instance of noncooperative games being…

Optimization and Control · Mathematics 2025-01-22 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Tamer Basar

We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…

Probability · Mathematics 2023-08-30 Liron Ravner , Ran I. Snitkovsky

In multi-agent dynamic games, the Nash equilibrium state trajectory of each agent is determined by its cost function and the information pattern of the game. However, the cost and trajectory of each agent may be unavailable to the other…

Multiagent Systems · Computer Science 2023-01-05 Jingqi Li , Chih-Yuan Chiu , Lasse Peters , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

In their seminal work, Nayyar et al. (2013) showed that imperfect information can be abstracted away from common-payoff games by having players publicly announce their policies as they play. This insight underpins sound solvers and…

Computer Science and Game Theory · Computer Science 2023-08-02 Samuel Sokota , Ryan D'Orazio , Chun Kai Ling , David J. Wu , J. Zico Kolter , Noam Brown

In socio-technical multi-agent systems, deception exploits privileged information to induce false beliefs in "victims," keeping them oblivious and leading to outcomes detrimental to them or advantageous to the deceiver. We consider…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Michael Tang , Umar Javed , Xudong Chen , Miroslav Krstic , Jorge I. Poveda

We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…

Optimization and Control · Mathematics 2025-06-03 Dirk Becherer , Christoph Reisinger , Jonathan Tam

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

Computer Science and Game Theory · Computer Science 2020-06-25 Sam Ganzfried , Conner Laughlin , Charles Morefield