Related papers: The Cut-and-Play Algorithm: Computing Nash Equilib…
We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…
A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a…
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…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…
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…
We study Nash equilibrium problems with mixed-integer variables in which each player solves a mixed-integer optimization problem parameterized by the rivals' strategies. We distinguish between standard Nash equilibrium problems (NEPs),…
We present an algorithm that computes approximate pure Nash equilibria in a broad class of constraint satisfaction games that generalize the well-known cut and party affiliation games. Our results improve previous ones by Bhalgat et al.~(EC…
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…
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…
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 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…
The task of computing approximate Nash equilibria in large zero-sum extensive-form games has received a tremendous amount of attention due mainly to the Annual Computer Poker Competition. Immediately after its inception, two competing and…
We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…
The computational study of equilibria involving constraints on players' strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their…
We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…
In this paper, we compute $\epsilon$-approximate Nash equilibria in atomic splittable polymatroid congestion games with convex Lipschitz continuous cost functions. The main approach relies on computing a pure Nash equilibrium for an…
Designing efficient algorithms to compute Nash equilibria poses considerable challenges in Algorithmic Game Theory and Optimization. In this work, we employ integer programming techniques to compute Nash equilibria in Integer Programming…
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…