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Hamilton-Jacobi (HJ) Reachability offers a framework for generating safe value functions and policies in the face of adversarial disturbance, but is limited by the curse of dimensionality. Physics-informed deep learning is able to overcome…

Robotics · Computer Science 2025-10-22 Ryan Teoh , Sander Tonkens , William Sharpless , Aijia Yang , Zeyuan Feng , Somil Bansal , Sylvia Herbert

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Applications of combinatorial auctions (CA) as market mechanisms are prevalent in practice, yet their Bayesian Nash equilibria (BNE) remain poorly understood. Analytical solutions are known only for a few cases where the problem can be…

Computer Science and Game Theory · Computer Science 2021-02-09 Stefan Heidekrüger , Paul Sutterer , Nils Kohring , Maximilian Fichtl , Martin Bichler

We prove that finding an $\epsilon$-approximate Nash equilibrium is PPAD-complete for constant $\epsilon$ and a particularly simple class of games: polymatrix, degree 3 graphical games, in which each player has only two actions. As…

Computer Science and Game Theory · Computer Science 2016-09-14 Aviad Rubinstein

The use of reinforcement learning algorithms in financial trading is becoming increasingly prevalent. However, the autonomous nature of these algorithms can lead to unexpected outcomes that deviate from traditional game-theoretical…

Trading and Market Microstructure · Quantitative Finance 2026-02-16 Fabrizio Lillo , Andrea Macrì

We present novel techniques for neuro-symbolic concurrent stochastic games, a recently proposed modelling formalism to represent a set of probabilistic agents operating in a continuous-space environment using a combination of neural network…

Computer Science and Game Theory · Computer Science 2022-06-22 Rui Yan , Gabriel Santos , Xiaoming Duan , David Parker , Marta Kwiatkowska

In this paper, we propose a novel class of Nash problems for Cognitive Radio (CR) networks composed of multiple primary users (PUs) and secondary users (SUs) wherein each SU (player) competes against the others to maximize his own…

Information Theory · Computer Science 2015-06-12 Jong-Shi Pang , Gesualdo Scutari

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…

Computer Science and Game Theory · Computer Science 2026-04-15 Yuqing Hou

In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…

Optimization and Control · Mathematics 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

Optimization and Control · Mathematics 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

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…

Computer Science and Game Theory · Computer Science 2012-03-14 Maria-Florina Balcan , Mark Braverman

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…

In the context of multi-player, general-sum games, there is an increasing interest in solution concepts modeling some form of communication among players, since they can lead to socially better outcomes with respect to Nash equilibria, and…

Computer Science and Game Theory · Computer Science 2019-10-15 Andrea Celli , Alberto Marchesi , Tommaso Bianchi , Nicola Gatti

We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…

Machine Learning · Computer Science 2026-04-20 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Michal Valko , Vianney Perchet

This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…

Optimization and Control · Mathematics 2015-09-23 Minghui Zhu , Emilio Frazzoli

In an $\epsilon$-Nash equilibrium, a player can gain at most $\epsilon$ by unilaterally changing his behaviour. For two-player (bimatrix) games with payoffs in $[0,1]$, the best-known$\epsilon$ achievable in polynomial time is 0.3393. In…

Computer Science and Game Theory · Computer Science 2014-10-02 Argyrios Deligkas , John Fearnley , Rahul Savani , Paul Spirakis

Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

Optimization and Control · Mathematics 2014-04-08 Pierre Coucheney , Bruno Gaujal , Panayotis Mertikopoulos

In socio-technical multi-agent systems, deception exploits privileged information to induce false beliefs in "victims," keeping them oblivious and leading to outcomes detrimental to them or advantageous to the deceiver. We consider…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Michael Tang , Umar Javed , Xudong Chen , Miroslav Krstic , Jorge I. Poveda

Generalized Nash Equilibrium Problems (GNEPs) arise in many applications, including non-cooperative multi-agent control problems. Although many methods exist for finding generalized Nash equilibria, most of them rely on assuming knowledge…

Computer Science and Game Theory · Computer Science 2026-03-19 Pablo Krupa , Alberto Bemporad
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