Related papers: Distributed forward-backward (half) forward algori…
This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747,…
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…
We consider a class of multi-robot motion planning problems where each robot is associated with multiple objectives and decoupled task specifications. The problems are formulated as an open-loop non-cooperative differential game. A…
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…
Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…
This paper presents algorithms for non-zero sum nonlinear constrained dynamic games with full information. Such problems emerge when multiple players with action constraints and differing objectives interact with the same dynamic system.…
We observe that a significant class of Nash equilibrium problems in non-potential games can be associated with monotone inclusion problems. We propose splitting techniques to solve such problems and establish their convergence. Applications…
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…
Since the seminal PPAD-completeness result for computing a Nash equilibrium even in two-player games, an important line of research has focused on relaxations achievable in polynomial time. In this paper, we consider the notion of…
In this paper two algorithms with the goal of generating the equilibrium set of the power allocation game first developed in \cite{allocation} are proposed. Based on the first algorithm, the geometric property of the pure strategy Nash…
In this paper, we study the problem of learning the set of pure strategy Nash equilibria and the exact structure of a continuous-action graphical game with quadratic payoffs by observing a small set of perturbed equilibria. 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 $n\times n$…
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…
In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…
In this paper, we present a stochastic forward-backward-half forward splitting algorithm with variance reduction for solving the structured monotone inclusion problem composed of a maximally monotone operator, a maximally monotone operator…
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…
This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…
In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional…
Exploiting the algebraic structure of the set of bimatrix games, a divide-and-conquer algorithm for finding Nash equilibria is proposed. The algorithm is fixed-parameter tractable with the size of the largest irreducible component of a game…
This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…