Related papers: The Efficiency of Best-Response Dynamics

Approximating a Nash equilibrium is currently the best performing approach for creating poker-playing programs. While for the simplest variants of the game, it is possible to evaluate the quality of the approximation by computing the value…

The paper studies the routing in the network shared by several users. Each user seeks to optimize either its own performance or some combination between its own performance and that of other users, by controlling the routing of its given…

This paper combines ideas from Q-learning and fictitious play to define three reinforcement learning procedures which converge to the set of stationary mixed Nash equilibria in identical interest discounted stochastic games. First, we…

Inspired by the recent work by Shapiro et al. [45], we propose a Bayesian distributionally robust Nash equilibrium (BDRNE) model where each player lacks complete information on the true probability distribution of the underlying uncertainty…

Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…

Job-scheduling games have traditionally assumed fixed processing times. However, in many realistic environments, ranging from cyber-security response to high-frequency trading, a task's duration depends on its starting time. We study…

We consider the multi-agent spatial navigation problem of computing the socially optimal order of play, i.e., the sequence in which the agents commit to their decisions, and its associated equilibrium in an N-player Stackelberg trajectory…

In this paper the problem of optimal derivative design, profit maximization and risk minimization under adverse selection when multiple agencies compete for the business of a continuum of heterogenous agents is studied. The presence of ties…

We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given…

Due to the lack of coordination, it is unlikely that the selfish players of a strategic game reach a socially good state. A possible way to cope with selfishness is to compute a desired outcome (if it is tractable) and impose it. However…

We consider a weighted Shapley network design game, where selfish players choose paths in a network to minimize their cost. The cost function of each edge in the network is affine linear with respect to the sum of weights of the players who…

Network creation games are well-established for investigating the decentralized formation of communication networks, like the Internet or social networks. In these games, selfish agents that correspond to network nodes strategically create…

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

This paper aims to accommodate games in which the players' dynamics are subject to un-modeled and disturbance terms. The un-modeled and disturbance terms are regarded as extended states for which observers are designed to estimate them.…

We analyse the typical structure of games in terms of the connectivity properties of their best-response graphs. Our central result shows that, among games that are `generic' (without indifferences) and that have a pure Nash equilibrium,…

In this paper, we consider the problem of network design on network games. We study the conditions on the adjacency matrix of the underlying network to design a game such that the Nash equilibrium coincides with the social optimum. We…

The term rational has become synonymous with maximizing expected payoff in the definition of the best response in Nash setting. In this work, we consider stochastic games in which players engage only once, or at most a limited number of…

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games…