Related papers: Parallel Algorithm for Approximating Nash Equilibr…
Nash equilibrium is the most commonly-used notion of equilibrium in game theory. However, it suffers from numerous problems. Some are well known in the game theory community; for example, the Nash equilibrium of repeated prisoner's dilemma…
This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…
This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…
A long-standing open problem in algorithmic game theory asks whether or not there is a polynomial time algorithm to compute a Nash equilibrium in a random bimatrix game. We study random win-lose games, where the entries of the $n\times n$…
We derive sublinear-time quantum algorithms for computing the Nash equilibrium of two-player zero-sum games, based on efficient Gibbs sampling methods. We are able to achieve speed-ups for both dense and sparse payoff matrices at the cost…
In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…
In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…
We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…
Fictitious play has recently emerged as the most accurate scalable algorithm for approximating Nash equilibrium strategies in multiplayer games. We show that the degree of equilibrium approximation error of fictitious play can be…
Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…
We develop a quasi-polynomial time Las Vegas algorithm for approximating Nash equilibria in polymatrix games over trees, under a mild renormalizing assumption. Our result, in particular, leads to an expected polynomial-time algorithm for…
Blotto Games are a popular model of multi-dimensional strategic resource allocation. Two players allocate resources in different battlefields in an auction setting. While competition with equal budgets is well understood, little is known…
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.…
We study the computational complexity of solving stochastic games with mean-payoff objectives. Instead of identifying special classes in which simple strategies are sufficient to play $\epsilon$-optimally, or form $\epsilon$-Nash…
In this paper, I prove that existence of pure-strategy Nash equilibrium in games with infinitely many players is equivalent to the axiom of choice.
Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…
Security games model strategic interactions in adversarial real-world applications. Such applications often involve extremely large but highly structured strategy sets (e.g., selecting a distribution over all patrol routes in a given…
The Team-maxmin equilibrium prescribes the optimal strategies for a team of rational players sharing the same goal and without the capability of correlating their strategies in strategic games against an adversary. This solution concept can…
Of paramount importance in both ecological systems and economic policies are the problems of harvesting of natural resources. A paradigmatic situation where this question is raised is that of fishing strategies. Indeed, overfishing is a…
We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…