Related papers: A Variational Inequality Approach to Bayesian Regr…

Recent price-of-anarchy analyses of games of complete information suggest that coarse correlated equilibria, which characterize outcomes resulting from no-regret learning dynamics, have near-optimal welfare. This work provides two main…

Noncooperative game-theoretic tools have been increasingly used to study many important resource allocation problems in communications, networking, smart grids, and portfolio optimization. In this paper, we consider a general class of…

Bayesian games model interactive decision-making where players have incomplete information -- e.g., regarding payoffs and private data on players' strategies and preferences -- and must actively reason and update their belief models (with…

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…

Learning meaningful representations that maintain the content necessary for a particular task while filtering away detrimental variations is a problem of great interest in machine learning. In this paper, we tackle the problem of learning…

In discriminative settings such as regression and classification there are two random variables at play, the inputs X and the targets Y. Here, we demonstrate that the Variational Information Bottleneck can be viewed as a compromise between…

A matrix-based framework for Bayesian games is presented, using semi-tensor product of matrices. Static Bayesian games are considered first. Matrix expression of Bayesian games is proposed. Three kinds of conversions, which convert Bayesian…

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

In a social system, the self-interest of agents can be detrimental to the collective good, sometimes leading to social dilemmas. To resolve such a conflict, a central designer may intervene by either redesigning the system or incentivizing…

A Bayesian game is said to have nested information if the players are ordered, and each player knows the types of all players that follow her in that order. We prove that all multiplayer Bayesian games with finite actions spaces, bounded…

This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. The types of players are…

In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…

We extend the formalism of Conjectural Variations games to Stackelberg games involving multiple leaders and a single follower. To solve these nonconvex games, a common assumption is that the leaders compute their strategies having perfect…

In this paper we present optimization problems with biconvex objective function and linear constraints such that the set of global minima of the optimization problems is the same as the set of Nash equilibria of a n-player general-sum…

Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…

We consider a non-zero-sum linear quadratic Gaussian (LQG) dynamic game with asymmetric information. Each player observes privately a noisy version of a (hidden) state of the world $V$, resulting in dependent private observations. We study…

This paper introduces risk-revising players to a class of games with incomplete information. These players enter the game with ex ante risk preferences represented by coherent risk measures and develop time-consistent interim revisions of…

We propose a new class of games, called Multi-Games (MG), in which a given number of players play a fixed number of basic games simultaneously. In each round of the MG, each player will have a specific set of weights, one for each basic…

An important challenge in non-cooperative game theory is coordinating on a single (approximate) equilibrium from many possibilities - a challenge that becomes even more complex when players hold private information. Recommender mechanisms…

We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…