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This paper considers an $N$-player stochastic Nash game in which the $i$th player minimizes a composite objective $f_i(x) + r_i(x_i)$, where $f_i$ is expectation-valued and $r_i$ has an efficient prox-evaluation. In this context, we make…

Optimization and Control · Mathematics 2018-10-26 Jinlong Lei , Uday V. Shanbhag

Games are natural models for multi-agent machine learning settings, such as generative adversarial networks (GANs). The desirable outcomes from algorithmic interactions in these games are encoded as game theoretic equilibrium concepts, e.g.…

Computer Science and Game Theory · Computer Science 2022-02-25 Gabriel P. Andrade , Rafael Frongillo , Georgios Piliouras

We consider structural and algorithmic questions related to the Nash dynamics of weighted congestion games. In weighted congestion games with linear latency functions, the existence of (pure Nash) equilibria is guaranteed by potential…

Computer Science and Game Theory · Computer Science 2011-11-14 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin , Alexander Skopalik

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.…

Computer Science and Game Theory · Computer Science 2017-05-29 Christian Kroer , Gabriele Farina , Tuomas Sandholm

We study the problem of checking for the existence of constrained pure Nash equilibria in a subclass of polymatrix games defined on weighted directed graphs. The payoff of a player is defined as the sum of nonnegative rational weights on…

Computer Science and Game Theory · Computer Science 2016-11-30 Sunil Simon , Dominik Wojtczak

Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Kun Jin , Yevgeniy Vorobeychik , Mingyan Liu

A growing number of machine learning architectures, such as Generative Adversarial Networks, rely on the design of games which implement a desired functionality via a Nash equilibrium. In practice these games have an implicit complexity…

Machine Learning · Computer Science 2021-03-08 Gabriel P. Andrade , Rafael Frongillo , Georgios Piliouras

Extensive-form games (EFGs) are a common model of multi-agent interactions with imperfect information. State-of-the-art algorithms for solving these games typically perform full walks of the game tree that can prove prohibitively slow in…

Computer Science and Game Theory · Computer Science 2019-07-24 Trevor Davis , Martin Schmid , Michael Bowling

We study the problem of training a principal in a multi-agent general-sum game using reinforcement learning (RL). Learning a robust principal policy requires anticipating the worst possible strategic responses of other agents, which is…

Machine Learning · Computer Science 2022-12-21 Eric Zhao , Alexander R. Trott , Caiming Xiong , Stephan Zheng

We study the issues of existence and inefficiency of pure Nash equilibria in linear congestion games with altruistic social context, in the spirit of the model recently proposed by de Keijzer {\em et al.} \cite{DSAB13}. In such a framework,…

Computer Science and Game Theory · Computer Science 2013-08-16 Vittorio Bilò

The empirical success of Multi-agent reinforcement learning is encouraging, while few theoretical guarantees have been revealed. In this work, we prove that the plug-in solver approach, probably the most natural reinforcement learning…

Machine Learning · Computer Science 2020-12-01 Qiwen Cui , Lin F. Yang

We study protocols for verifying approximate optimality of strategies in multi-armed bandits and normal-form games. As the number of actions available to each player is often large, we seek protocols where the number of queries to the…

Computer Science and Game Theory · Computer Science 2025-07-16 Miranda Christ , Daniel Reichman , Jonathan Shafer

Solving parity games is a major building block for numerous applications in reactive program verification and synthesis. While they can be solved efficiently in practice, no known approach has a polynomial worst-case runtime complexity. We…

Computer Science and Game Theory · Computer Science 2023-07-28 Tobias Hecking , Swathy Muthukrishnan , Alexander Weinert

This paper studies a system security problem in the context of observability based on a two-person noncooperative infinitely repeated game. Both the attacker and the defender have means to modify the dimension of the unobservable subspace,…

Optimization and Control · Mathematics 2025-06-11 Yueyue Xu , Panpan Zhou , Lin Wang , Zhixin Liu , Xiaoming Hu

We study the amount of entropy players asymptotically need to play a repeated normal-form game in a Nash equilibrium. Hub\'a\v{c}ek, Naor, and Ullman (SAGT'15, TCSys'16) gave sufficient conditions on a game for the minimal amount of…

Computer Science and Game Theory · Computer Science 2023-12-22 Farid Arthaud

This paper investigates a class of multi-player discrete games where each player aims to maximize its own utility function. Each player does not know the other players' action sets, their deployed actions or the structures of its own or the…

Optimization and Control · Mathematics 2017-12-05 Zhisheng Hu , Minghui Zhu , Ping Chen , Peng Liu

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

Optimization and Control · Mathematics 2022-04-05 Gehui Xu , Guanpu Chen , Hongsheng Qi

We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…

Optimization and Control · Mathematics 2025-08-04 Aloïs Duguet , Margarida Carvalho , Gabriele Dragotto , Sandra Ulrich Ngueveu

We study the inefficiency of equilibria for various classes of games when players are (partially) altruistic. We model altruistic behavior by assuming that player i's perceived cost is a convex combination of 1-\alpha_i times his direct…

Computer Science and Game Theory · Computer Science 2013-02-21 Po-An Chen , Bart de Keijzer , David Kempe , Guido Schaefer