Related papers: Finite Convergence Criteria for Normalized Nash Eq…

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called…

We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable properties with respect to the number of players. In a setting of interactions governed by a…

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…

Generalized Nash equilibrium problems with mixed-integer variables constitute an important class of games in which each player solves a mixed-integer optimization problem, where both the objective and the feasible set is parameterized by…

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

This paper studies the decentralized quadratic cheap talk and signaling game problems when an encoder and a decoder, viewed as two decision makers, have misaligned objective functions. The main contributions of this study are the extension…

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

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,…

In this paper we study second order master equations arising from mean field games with common noise over arbitrary time duration. A classical solution typically requires the monotonicity condition (or small time duration) and sufficiently…

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 propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…

Recently, a new model extending the standard replicator equation to a finite set of players connected on an arbitrary graph was developed in evolutionary game dynamics. The players are interpreted as subpopulations of multipopulations…

Any individual's preference represents his choice in the set of available options. It is said to be complete if the person can compare any pair of available options. We aim to initiate the notion of projected solutions for the generalized…

In this paper, the problem of finding a generalized Nash equilibrium (GNE) of a networked game is studied. Players are only able to choose their decisions from a feasible action set. The feasible set is considered to be a private linear…

Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…

In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…

Computing Nash equilibrium in multi-agent games is a longstanding challenge at the interface of game theory and computer science. It is well known that a general normal form game in N players and k strategies requires exponential space…

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…