Related papers: Linear Last-Iterate Convergence for Continuous Gam…

This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…

We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of…

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…

This paper proposes a new differentially private distributed Nash equilibrium seeking algorithm for aggregative games under time-varying unbalanced directed communication graphs. Random independent Laplace noises are injected into the…

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of…

We consider a class of concave continuous games in which the corresponding admissible strategy profile of each player underlies affine coupling constraints. We propose a novel algorithm that leads the relevant population dynamic toward Nash…

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…

This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…

Dynamic games provide a fundamental framework for multi-agent decision-making over time, yet computing feedback Nash equilibria (FNEs) in infinite-horizon discrete-time linear-quadratic (LQ) settings remains computationally challenging.…

Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

We establish finite-time last-iterate guarantees for vanilla stochastic gradient descent in co-coercive games under noisy feedback. This is a broad class of games that is more general than strongly monotone games, allows for multiple Nash…

In this paper we investigate the Follow the Regularized Leader dynamics in sequential imperfect information games (IIG). We generalize existing results of Poincar\'e recurrence from normal-form games to zero-sum two-player imperfect…

In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend…

Motivated by Cournot models, this paper proposes novel models of the noncooperative and cooperative differential games with density constraints in infinite dimensions, where markets consist of infinite firms and demand dynamics are governed…

This paper studies distributed online bandit learning of generalized Nash equilibria for online game, where cost functions of all players and coupled constraints are time-varying. The values rather than full information of cost and local…

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…

Computing Nash equilibrium (NE) of multi-player games has witnessed renewed interest due to recent advances in generative adversarial networks. However, computing equilibrium efficiently is challenging. To this end, we introduce the…