Related papers: A Proof that Coarse Correlated Equilibrium Implies…

Coarse correlated equilibria (CCE) are a good alternative to Nash equilibria (NE), as they arise more naturally as outcomes of learning algorithms and they may exhibit higher payoffs than NE. CCEs include a device which allows players'…

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

We investigate how well continuous-time fictitious play in two-player games performs in terms of average payoff, particularly compared to Nash equilibrium payoff. We show that in many games, fictitious play outperforms Nash equilibrium on…

Projected gradient ascent is known to satisfy no-external regret as a learning algorithm. However, recent empirical work shows that projected gradient ascent often finds the Nash equilibrium in settings beyond two-player zero-sum…

Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…

We prove that computing a Nash equilibrium of a two-player ($n \times n$) game with payoffs in $[-1,1]$ is PPAD-hard (under randomized reductions) even in the smoothed analysis setting, smoothing with noise of constant magnitude. This gives…

We propose a framework for two-player infinite-dimensional games with cooperative or competitive structure. These games take the form of coupled partial differential equations in which players optimize over a space of measures, driven by…

We study a discrete-time finite-horizon two-players nonzero-sum stopping game where the filtration of Player 1 is richer than the filtration of Player 2. A major difficulty which is caused by the information asymmetry is that Player 2 may…

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

Claude Shannon's zero-error communication paradigm reshaped our understanding of fault-tolerant information transfer. Here, we adapt this notion into game theory with incomplete information. We ask: can players with private information…

We study pure-strategy Nash equilibria in multi-player concurrent deterministic games, for a variety of preference relations. We provide a novel construction, called the suspect game, which transforms a multi-player concurrent game into a…

Adversarial team games model multiplayer strategic interactions in which a team of identically-interested players is competing against an adversarial player in a zero-sum game. Such games capture many well-studied settings in game theory,…

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…

Much work has been done on the computation of market equilibria. However due to strategic play by buyers, it is not clear whether these are actually observed in the market. Motivated by the observation that a buyer may derive a better…

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

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…

We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…

The task of computing approximate Nash equilibria in large zero-sum extensive-form games has received a tremendous amount of attention due mainly to the Annual Computer Poker Competition. Immediately after its inception, two competing and…

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…