Related papers: Global Nash Equilibrium in Non-convex Multi-player…
We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
The framework of multi-agent learning explores the dynamics of how individual agent strategies evolve in response to the evolving strategies of other agents. Of particular interest is whether or not agent strategies converge to well known…
In this paper, we present three distributed algorithms to solve a class of generalized Nash equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the…
Decision-making in multi-player games can be extremely challenging, particularly under uncertainty. In this work, we propose a new sample-based approximation to a class of stochastic, general-sum, pure Nash games, where each player has an…
The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…
We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…
Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…
In this note, we investigate the robustness of Nash equilibria (NE) in multi-player aggregative games with coupling constraints. There are many algorithms for computing an NE of an aggregative game given a known aggregator. When the…
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…
In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…
We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…
NashOpt is an open-source Python library for computing and designing generalized Nash equilibria (GNEs) in noncooperative games with shared constraints and real-valued decision variables. The library exploits the joint Karush-Kuhn-Tucker…
Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…
In this work, we study the sample complexity of obtaining a Nash equilibrium (NE) estimate in two-player zero-sum matrix games with noisy feedback. Specifically, we propose a novel algorithm that repeatedly solves linear programs (LPs) to…
In this paper, we propose an equilibrium-seeking algorithm for finding generalized Nash equilibria of non-cooperative monotone convex quadratic games. Specifically, we recast the Nash equilibrium-seeking problem as variational inequality…
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…
We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…
We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a…
Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…