Related papers: Multilinear formulations for computing Nash equili…
We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…
We present a simple primal-dual algorithm for computing approximate Nash-equilibria in two-person zero-sum sequential games with incomplete information and perfect recall (like Texas Hold'em Poker). Our algorithm is numerically stable,…
We design a computational approach to find equilibria in a class of Nash games possessing a hierarchical structure. By using tools from mixed-integer optimization and the characterization of variational equilibria in terms of the…
Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…
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 dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…
Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…
The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…
We study the query complexity of finding the set of all Nash equilibria $\mathcal X_\star \times \mathcal Y_\star$ in two-player zero-sum matrix games. Fearnley and Savani (2016) showed that for any randomized algorithm, there exists an $n…
This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…
Playing a symmetric bi-matrix game is usually physically implemented by sharing pairs of 'objects' between two players. A new setting is proposed that explicitly shows effects of quantum correlations between the pairs on the structure of…
A long-standing open problem in algorithmic game theory asks whether or not there is a polynomial time algorithm to compute a Nash equilibrium in a random bimatrix game. We study random win-lose games, where the entries of the $n\times n$…
While fictitious play is guaranteed to converge to Nash equilibrium in certain game classes, such as two-player zero-sum games, it is not guaranteed to converge in non-zero-sum and multiplayer games. We show that fictitious play in fact…
One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…
We consider the computation of a Nash equilibrium in attack and defense games on networks (Bloch et al. [1]). We prove that a Nash Equilibrium of the game can be computed in polynomial time with respect to the number of nodes in the…
We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the…
We consider a game in which each player must find a compromise between more daring strategies that carry a high risk for him to be eliminated, and more cautious ones that, however, reduce his final score. For two symmetric players this game…