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We show that there is a polynomial-time approximation scheme for computing Nash equilibria in anonymous games with any fixed number of strategies (a very broad and important class of games), extending the two-strategy result of Daskalakis…

Computer Science and Game Theory · Computer Science 2016-11-15 Constantinos Daskalakis , Christos H. Papadimitriou

Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…

Optimization and Control · Mathematics 2022-12-12 Zachary Feinstein , Birgit Rudloff

This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Kai-Yuan Guo , Yan-Wu Wang , Xiao-Kang Liu , Zhi-Wei Liu

We study the alternating gradient descent-ascent (AltGDA) algorithm in two-player zero-sum games. Alternating methods, where players take turns to update their strategies, have long been recognized as simple and practical approaches for…

Computer Science and Game Theory · Computer Science 2026-03-03 Tianlong Nan , Shuvomoy Das Gupta , Garud Iyengar , Christian Kroer

A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous vehicles, robotic…

Optimization and Control · Mathematics 2022-08-31 Shicong Cen , Fan Chen , Yuejie Chi

In this paper, we present a novel consensus-based zeroth-order algorithm tailored for non-convex multiplayer games. The proposed method leverages a metaheuristic approach using concepts from swarm intelligence to reliably identify global…

Dynamical Systems · Mathematics 2024-07-30 Enis Chenchene , Hui Huang , Jinniao Qiu

This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…

Optimization and Control · Mathematics 2021-08-17 Maojiao Ye , Lei Ding , Shengyuan Xu

In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…

Computer Science and Game Theory · Computer Science 2023-09-15 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

We study natural improvement dynamics in weighted congestion games with polynomial latencies of maximum degree $d\geq 1$. We focus on two problems regarding the existence and efficiency of approximate pure Nash equilibria, with a reasonable…

Computer Science and Game Theory · Computer Science 2020-11-09 Ioannis Caragiannis , Angelo Fanelli

We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of…

Machine Learning · Computer Science 2014-08-04 Walid Krichene , Benjamin Drighès , Alexandre M. Bayen

Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact…

Computer Science and Game Theory · Computer Science 2011-10-27 B. Blum , D. Koller , C. R. Shelton

We introduce a new methodology that enables detection of the onset of convergence towards Nash equilibria in simple repeated games with infinitely large strategy spaces, thereby revealing the heuristics used in decision-making. The method…

General Finance · Quantitative Finance 2020-05-06 Jørgen Vitting Andersen , Philippe de Peretti

Constructing effective algorithms to converge to Nash Equilibrium (NE) is an important problem in algorithmic game theory. Prior research generally posits that the upper bound on the convergence rate for games is $O\left(T^{-1/2}\right)$.…

Computer Science and Game Theory · Computer Science 2024-09-06 Qi Ju , Falin Hei , Yuxuan Liu , Zhemei Fang , Yunfeng Luo

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

Computer Science and Game Theory · Computer Science 2021-06-02 Sam Ganzfried

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Suad Krilašević , Sergio Grammatico

We present a new methodology for computing approximate Nash equilibria for two-person non-cooperative games based upon certain extensions and specializations of an existing optimization approach previously used for the derivation of fixed…

Computer Science and Game Theory · Computer Science 2009-09-28 Haralampos Tsaknakis , Paul G. Spirakis

The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…

Optimization and Control · Mathematics 2019-08-05 Jinlong Lei , Uday V. Shanbhag

Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on…

Computer Science and Game Theory · Computer Science 2018-09-11 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We derive the rate of convergence to the strongly variationally stable Nash equilibrium in a convex game, for a zeroth-order learning algorithm. Though we do not assume strong monotonicity of the game, our rates for the one-point feedback…

Optimization and Control · Mathematics 2024-03-12 Tatiana Tatarenko , Maryam Kamgarpour