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Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…
Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…
Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…
Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…
We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…
Stochastic differential games have been used extensively to model agents' competitions in Finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently…
We show that the problem of deciding whether in a multi-player perfect information recursive game (i.e. a stochastic game with terminal rewards) there exists a stationary Nash equilibrium ensuring each player a certain payoff is Existential…
We study the computation of equilibria of anonymous games, via algorithms that may proceed via a sequence of adaptive queries to the game's payoff function, assumed to be unknown initially. The general topic we consider is \emph{query…
Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…
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 investigate a model for representing large multiplayer games, which satisfy strong symmetry properties. This model is made of multiple copies of an arena; each player plays in his own arena, and can partially observe what the other…
In the field of international security, understanding the strategic interactions between countries within a networked context is crucial. Our previous research has introduced a ``games-on-signed graphs'' framework~\cite{LiMorse2022} to…
In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…
We study multi-strategies in multiplayer reachability games played on finite graphs. A multi-strategy prescribes a set of possible actions, instead of a single action as usual strategies: it represents a set of all strategies that are…
In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…
In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…
We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…
We present a new, distributed method to compute approximate Nash equilibria in bimatrix games. In contrast to previous approaches that analyze the two payoff matrices at the same time (for example, by solving a single LP that combines the…
In zero-sum games, the optimal strategy is well-defined by the Nash equilibrium. However, it is overly conservative when playing against suboptimal opponents and it can not exploit their weaknesses. Limited look-ahead game solving in…
This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…