Related papers: Approximation and Convergence of Large Atomic Cong…

We consider the problem of computing stationary points in min-max optimization, with a particular focus on the special case of computing Nash equilibria in (two-)team zero-sum games. We first show that computing $\epsilon$-Nash equilibria…

We prove that finding an epsilon-Nash equilibrium in a succinctly representable game with many players is PPAD-hard for constant epsilon. Our proof uses succinct games, i.e. games whose payoff function is represented by a circuit. Our…

In resource buying games a set of players jointly buys a subset of a finite resource set E (e.g., machines, edges, or nodes in a digraph). The cost of a resource e depends on the number (or load) of players using e, and has to be paid…

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…

This article studies the user behavior in non-atomic congestion games. We consider non-atomic congestion games with continuous and non-decreasing functions and investigate the limit of the price of anarchy when the total user volume…

We study a very general class of games --- multi-dimensional aggregative games --- which in particular generalize both anonymous games and weighted congestion games. For any such game that is also large, we solve the equilibrium selection…

This work studies Nash equilibria for games where a mixture of coordinating and anti-coordinating agents, with possibly heterogeneous thresholds, coexist and interact through an all-to-all network. Whilst games with only coordinating or…

We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…

We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…

We provide a complete characterization for the computational complexity of finding approximate equilibria in two-action graphical games. We consider the two most well-studied approximation notions: $\varepsilon$-Nash equilibria…

We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…

We show that for any $\epsilon>0$, as the number of agents gets large, the share of games that admit a pure $\epsilon$-equilibrium converges to 1. Our result holds even for pure $\epsilon$-equilibrium in which all agents, except for at most…

Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…

A distributed Nash equilibrium seeking algorithm is presented for networked games. We assume an incomplete information available to each player about the other players' actions. The players communicate over a strongly connected digraph to…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

In recent work of Hazan and Krauthgamer (SICOMP 2011), it was shown that finding an $\eps$-approximate Nash equilibrium with near-optimal value in a two-player game is as hard as finding a hidden clique of size $O(\log n)$ in the random…

A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…