Related papers: Optimin achieves super-Nash performance

We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires…

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

Game theory studies situations in which strategic players can modify the state of a given system, due to the absence of a central authority. Solution concepts, such as Nash equilibrium, are defined to predict the outcome of such situations.…

Due to the lack of coordination, it is unlikely that the selfish players of a strategic game reach a socially good state. A possible way to cope with selfishness is to compute a desired outcome (if it is tractable) and impose it. However…

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

In this paper, we study the dynamic behavior of Hedge, a well-known algorithm in theoretical machine learning and algorithmic game theory. The empirical average (arithmetic mean) of the iterates Hedge generates is known to converge to a…

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Since the seminal PPAD-completeness result for computing a Nash equilibrium even in two-player games, an important line of research has focused on relaxations achievable in polynomial time. In this paper, we consider the notion of…

The theory of full implementation has been criticized for using integer/modulo games which admit no equilibrium (Jackson (1992)). To address the critique, we revisit the classical Nash implementation problem due to Maskin (1999) but allow…

In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose a novel continuous-time solution algorithm that uses regular projections and first-order information. As…

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 distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

We study whether zero-sum decision rules, maximin and minimax, harm agents' interests in positive-sum strategic environments relative to Nash equilibrium behavior or, more generally, than best response behaviour. Contrary to an influential…

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

We consider finite $n$-person deterministic graphical games and study the existence of pure stationary Nash-equilibrium in such games. We assume that all infinite plays are equivalent and form a unique outcome, while each terminal position…

We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…

Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…