Related papers: The ZERO Regrets Algorithm: Optimizing over Pure N…
We describe a new complete algorithm for computing Nash equilibrium in multiplayer general-sum games, based on a quadratically-constrained feasibility program formulation. We demonstrate that the algorithm runs significantly faster than the…
Subgame solving is a technique for scaling algorithms to large games by locally refining a precomputed blueprint strategy during gameplay. While straightforward in perfect-information games where search starts from the current state,…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…
We study constrained bi-matrix games, with a particular focus on low-rank games. Our main contribution is a framework that reduces low-rank games to smaller, equivalent constrained games, along with a necessary and sufficient condition for…
We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style splitting formulation, which we then solve with a semi-smooth…
In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…
Computational tractability and social welfare (aka. efficiency) of equilibria are two fundamental but in general orthogonal considerations in algorithmic game theory. Nevertheless, we show that when (approximate) full efficiency can be…
In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…
This paper studies a variant of two-player zero-sum matrix games, where, at each timestep, the row player selects row $i$, the column player selects column $j$, and the row player receives a noisy reward with expected value $A_{i,j}$, along…
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,…
Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…
Inspired by a paper of R. W. Rosenthal, we investigate generalized Nash-equilibria of integer programming games. We show that generalized Nash-equilibria always exist and are related to an optimal solution of a so-called N-fold integer…
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…
Nash equilibrium is a fundamental solution concept in extensive-form games, while its efficient computation is still far from straightforward. This paper considers finite $n$-player extensive-form games with perfect recall under the…
Regret-based algorithms are highly efficient at finding approximate Nash equilibria in sequential games such as poker games. However, most regret-based algorithms, including counterfactual regret minimization (CFR) and its variants, rely on…
Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…
This paper deals with the complexity of the problem of computing a pure Nash equilibrium for discrete preference games and network coordination games beyond $O(\log n)$-treewidth and tree metric spaces. First, we estimate the number of…
We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…
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…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…