Related papers: A Generic Multi-Player Transformation Algorithm fo…
Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…
In the context of multi-player, general-sum games, there is an increasing interest in solution concepts modeling some form of communication among players, since they can lead to socially better outcomes with respect to Nash equilibria, and…
In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…
Developing autonomous agents that can strategize and cooperate with humans under information asymmetry is challenging without effective communication in natural language. We introduce a shared-control game, where two players collectively…
Game theory has by now found numerous applications in various fields, including economics, industry, jurisprudence, and artificial intelligence, where each player only cares about its own interest in a noncooperative or cooperative manner,…
Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…
This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…
We conduct a comprehensive analysis of the discrete-time exponential-weights dynamic with a constant step size on all general-sum and symmetric $2 \times 2$ normal-form games, i.e. games with $2$ pure strategies per player, and where the…
In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…
In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…
Advanced persistent threats (APT) combine a variety of different attack forms ranging from social engineering to technical exploits. The diversity and usual stealthiness of APT turns them into a central problem of contemporary practical…
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…
Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…
We study a very general class of games --- multi-dimensional aggregative games --- which in particular generalize both anonymous games and weighted congestion games. For any such game that is also large, we solve the equilibrium selection…
Advanced Persistent Threats (APTs) have created new security challenges for critical infrastructures due to their stealthy, dynamic, and adaptive natures. In this work, we aim to lay a game-theoretic foundation by establishing a multi-stage…
Recent advancements in algorithms for sequential decision-making under imperfect information have shown remarkable success in large games such as limit- and no-limit poker. These algorithms traditionally formalize the games using the…
The Nash Equilibrium (NE) assumes rational play in imperfect-information Extensive-Form Games (EFGs) but fails to ensure optimal strategies for off-equilibrium branches of the game tree, potentially leading to suboptimal outcomes in…
We study balanced solutions for network bargaining games with general capacities, where agents can participate in a fixed but arbitrary number of contracts. We provide the first polynomial time algorithm for computing balanced solutions for…
We study the problem of finding optimal correlated equilibria of various sorts in extensive-form games: normal-form coarse correlated equilibrium (NFCCE), extensive-form coarse correlated equilibrium (EFCCE), and extensive-form correlated…
We study strategy improvement algorithms for solving parity games. While these algorithms are known to solve parity games using a very small number of iterations, experimental studies have found that a high step complexity causes them to…