Related papers: Nash equilibrium seeking under partial-decision in…
We consider the multi-sender persuasion problem: multiple players with informational advantage signal to convince a single self-interested actor to take certain actions. This problem generalizes the seminal Bayesian Persuasion framework and…
We study pure Nash equilibria in games on graphs with an imperfect monitoring based on a public signal. In such games, deviations and players responsible for those deviations can be hard to detect and track. We propose a generic epistemic…
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…
This letter investigates the problem of distributed spectrum access for cognitive small cell networks. Compared with existing work, two inherent features are considered: i) the transmission of a cognitive small cell base station only…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…
We consider a cellular system with multiple Femtocells operating in a Macrocell. They are sharing a set of communication channels. Each Femtocell has multiple users requiring certain minimum rate guarantees. Each channel has a peak power…
We investigate the complexity of computing approximate Nash equilibria in anonymous games. Our main algorithmic result is the following: For any $n$-player anonymous game with a bounded number of strategies and any constant $\delta>0$, an…
The distributed computation of a Nash equilibrium (NE) for non-cooperative games is gaining increased attention recently. Due to the nature of distributed systems, privacy and communication efficiency are two critical concerns. Traditional…
We study partial information Nash equilibrium between a broker and an informed trader. In this setting, the informed trader, who possesses knowledge of a trading signal, trades multiple assets with the broker in a dealer market.…
In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…
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 is concerned with non-zero sum differential games of mean-field stochastic differential equations with partial information and convex control domain. First, applying the classical convex variations, we obtain stochastic maximum…
This paper investigates a resilient distributed Nash equilibrium (NE) seeking problem on a directed communication network subject to malicious cyber-attacks. The considered attacks, named as Denial-of-Service (DoS) attacks, are allowed to…
This paper considers dyadic-exchange networks in which individual agents autonomously form coalitions of size two and agree on how to split a transferable utility. Valid results for this game include stable (if agents have no unilateral…
This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk neutrality imposed on market makers by…
This paper considers finitely many investors who perform mean-variance portfolio selection under relative performance criteria. That is, each investor is concerned about not only her terminal wealth, but how it compares to the average…
We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…
In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix…
In this work, we introduce graphical modelsfor multi-player game theory, and give powerful algorithms for computing their Nash equilibria in certain cases. An n-player game is given by an undirected graph on n nodes and a set of n local…
We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighbouring agents. We propose a single-layer distributed algorithm that reaches a…