Related papers: Improving approximate pure Nash equilibria in cong…

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…

We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

We initiate the study of congestion games with variable demands where the (variable) demand has to be assigned to exactly one subset of resources. The players' incentives to use higher demands are stimulated by non-decreasing and concave…

We consider the computation of a Nash equilibrium in attack and defense games on networks (Bloch et al. [1]). We prove that a Nash Equilibrium of the game can be computed in polynomial time with respect to the number of nodes in the…

We study the problem of computing an $\epsilon$-approximate Nash equilibrium of a two-player, bilinear game with a bounded payoff matrix $A \in \mathbb{R}^{m \times n}$, when the players' strategies are constrained to lie in simple sets. We…

We investigate complexity issues related to pure Nash equilibria of strategic games. We show that, even in very restrictive settings, determining whether a game has a pure Nash Equilibrium is NP-hard, while deciding whether a game has a…

Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…

One of the main results shown through Roughgarden's notions of smooth games and robust price of anarchy is that, for any sum-bounded utilitarian social function, the worst-case price of anarchy of coarse correlated equilibria coincides with…

We study the problem of computing Stackelberg equilibria Stackelberg games whose underlying structure is in congestion games, focusing on the case where each player can choose a single resource (a.k.a. singleton congestion games) and one of…

In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…

In \emph{bandwidth allocation games} (BAGs), the strategy of a player consists of various demands on different resources. The player's utility is at most the sum of these demands, provided they are fully satisfied. Every resource has a…

The $\varepsilon$-well-supported Nash equilibrium is a strong notion of approximation of a Nash equilibrium, where no player has an incentive greater than $\varepsilon$ to deviate from any of the pure strategies that she uses in her mixed…