Related papers: Nash equilibrium seeking under partial decision in…
We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…
This paper studies the problem of Nash equilibrium approximation in large-scale heterogeneous mean-field games under communication and computation constraints. A deterministic mean-field game is considered in which the non-linear utility…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…
We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…
The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…
We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games "monotone-follower games". In a…
We study the problem of checking for the existence of constrained pure Nash equilibria in a subclass of polymatrix games defined on weighted directed graphs. The payoff of a player is defined as the sum of nonnegative rational weights on…
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…
This paper is concerned with non-zero sum differential games of mean-field stochastic differential equations with partial information and convex control domain. First, applying the classical convex variations, we obtain stochastic maximum…
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.…
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…
Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…
Nash equilibrium is the most commonly-used notion of equilibrium in game theory. However, it suffers from numerous problems. Some are well known in the game theory community; for example, the Nash equilibrium of repeated prisoner's dilemma…
In this paper, we show the equivalence between a constrained, multi-agent control problem, modeled within the port-Hamiltonian framework, and an exact potential game. Specifically, critical distance-based constraints determine a network of…
We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…
In this letter, we study distributed optimization and Nash equilibrium-seeking dynamics from a contraction theoretic perspective. Our first result is a novel bound on the logarithmic norm of saddle matrices. Second, for distributed gradient…
We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…
We develop a quasi-polynomial time Las Vegas algorithm for approximating Nash equilibria in polymatrix games over trees, under a mild renormalizing assumption. Our result, in particular, leads to an expected polynomial-time algorithm for…
With respect to probabilistic mixtures of the strategies in non-cooperative games, quantum game theory provides guarantee of fixed-point stability, the so-called Nash equilibrium. This permits players to choose mixed quantum strategies that…
Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…