Related papers: Nash Equilibrium Seeking in N-Coalition Games via …

In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose a novel continuous-time solution algorithm that uses regular projections and first-order information. As…

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…

Projected gradient ascent is known to satisfy no-external regret as a learning algorithm. However, recent empirical work shows that projected gradient ascent often finds the Nash equilibrium in settings beyond two-player zero-sum…

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…

This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…

In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a…

We consider a variant of the hide-and-seek game in which a seeker inspects multiple hiding locations to find multiple items hidden by a hider. Each hiding location has a maximum hiding capacity and a probability of detecting its hidden…

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

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…

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

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…

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…

A wide array of modern machine learning applications - from adversarial models to multi-agent reinforcement learning - can be formulated as non-cooperative games whose Nash equilibria represent the system's desired operational states.…

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

In this paper, we investigate the seeking of Nash equilibrium (NE) in a non-cooperative quadratic game where all agents exchange their delayed strategy information with their neighbors. To extend best-response algorithms to the delayed…