Related papers: The Cut-and-Play Algorithm: Computing Nash Equilib…

The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…

It is known that the set of all correlated equilibria of an n-player non-cooperative game is a convex polytope and includes all the Nash equilibria. Further, the Nash equilibria all lie on the boundary of this polytope. We study the…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

This paper addresses the problem of fair equilibrium selection in graphical games. Our approach is based on the data structure called the {\em best response policy}, which was proposed by Kearns et al. \cite{kls} as a way to represent all…

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

In this paper two algorithms with the goal of generating the equilibrium set of the power allocation game first developed in \cite{allocation} are proposed. Based on the first algorithm, the geometric property of the pure strategy Nash…

Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…

Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…

We introduce a general representation of large-population games in which each player s influence ON the others IS centralized AND limited, but may otherwise be arbitrary.This representation significantly generalizes the class known AS…

Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…

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…

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Computing Nash equilibria for strategic multi-agent systems is challenging for expensive black box systems. Motivated by the ubiquity of games involving exploitation of common resources, this paper considers the above problem for potential…

In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper…

We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

Data-driven modeling increasingly requires to find a Nash equilibrium in multi-player games, e.g. when training GANs. In this paper, we analyse a new extra-gradient method for Nash equilibrium finding, that performs gradient extrapolations…