Related papers: On approximate and weak correlated equilibria in c…

We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

We consider a multi-agent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We…

Motivated by the fact that in many game-theoretic settings, the game analyzed is only an approximation to the game being played, in this work we analyze equilibrium computation for the broad and natural class of bimatrix games that are…

We study nonzero-sum stochastic games for continuous time Markov decision processes on a denumerable state space with risk-sensitive ergodic cost criterion. Transition rates and cost rates are allowed to be unbounded. Under a Lyapunov type…

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

The class of weakly acyclic games, which includes potential games and dominance-solvable games, captures many practical application domains. In a weakly acyclic game, from any starting state, there is a sequence of better-response moves…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…

We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…

We consider the framework of average aggregative games, where the cost function of each agent depends on his own strategy and on the average population strategy. We focus on the case in which the agents are coupled not only via their cost…

This paper considers a networked aggregative game (NAG) where the players are distributed over a communication network. By only communicating with a subset of players, the goal of each player in the NAG is to minimize an individual cost…

In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

This short paper concerns discretization schemes for representing and computing approximate Nash equilibria, with emphasis on graphical games, but briefly touching on normal-form and poly-matrix games. The main technical contribution is a…

A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…

We study stationary mean field games with singular controls in which the representative player interacts with a long-time weighted average of the population through a discounted and an ergodic performance criterion. This class of games…

We study a static game played by a finite number of agents, in which agents are assigned independent and identically distributed random types and each agent minimizes its objective function by choosing from a set of admissible actions that…

We study stochastic mean-field games among finite number of teams with large finite as well as infinite number of decision makers. For this class of games within static and dynamic settings, we establish the existence of a Nash equilibrium,…