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Bargaining games, where agents attempt to agree on how to split utility, are an important class of games used to study economic behavior, which motivates a study of online learning algorithms in these games. In this work, we tackle when…

Computer Science and Game Theory · Computer Science 2025-07-08 Serafina Kamp , Reese Liebman , Benjamin Fish

We present necessary conditions for linear noncooperative N-player delta dynamic games on a generic time scale. Necessary conditions for an open-loop Nash-equilibrium and for a memoryless perfect state Nash-equilibrium are proved.

Optimization and Control · Mathematics 2012-09-18 Natalia Martins , Delfim F. M. Torres

Designing efficient algorithms to find Nash equilibrium (NE) refinements in sequential games is of paramount importance in practice. Indeed, it is well known that the NE has several weaknesses, since it may prescribe to play sub-optimal…

Computer Science and Game Theory · Computer Science 2022-08-18 Martino Bernasconi , Alberto Marchesi , Francesco Trovò

We study generalized Nash equilibrium (GNE) problems in games with quadratic costs and individual linear equality constraints. Departing from approaches that require strong monotonicity and/or shared constraints, we reformulate the KKT…

Optimization and Control · Mathematics 2025-12-23 Tatiana Tatarenko , Lucas Wey Hacker

This paper investigates when one can efficiently recover an approximate Nash Equilibrium (NE) in offline congestion games. The existing dataset coverage assumption in offline general-sum games inevitably incurs a dependency on the number of…

Computer Science and Game Theory · Computer Science 2024-10-07 Haozhe Jiang , Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

This paper examines the convergence behaviour of simultaneous best-response dynamics in random potential games. We provide a theoretical result showing that, for two-player games with sufficiently many actions, the dynamics converge quickly…

Computer Science and Game Theory · Computer Science 2025-05-19 Galit Ashkenazi-Golan , Domenico Mergoni Cecchelli , Edward Plumb

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Optimization and Control · Mathematics 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

We introduce and investigate certain $N$ player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to…

Analysis of PDEs · Mathematics 2020-07-29 René Carmona , Mark Cerenzia , Aaron Zeff Palmer

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

Computer Science and Game Theory · Computer Science 2025-10-01 Sam Ganzfried

This paper considers data-based solutions of linear-quadratic nonzero-sum differential games. Two cases are considered. First, the deterministic game is solved and Nash equilibrium strategies are obtained by using persistently excited data…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Victor G. Lopez , Matthias A. Müller

We consider a class of smooth $N$-player noncooperative games, where player objectives are expectation-valued and potentially nonconvex. In such a setting, we consider the largely open question of efficiently computing a suitably defined…

Optimization and Control · Mathematics 2025-05-23 Zhuoyu Xiao , Uday V. Shanbhag

Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…

Computer Science and Game Theory · Computer Science 2024-05-07 Xinrun Wang , Chang Yang , Shuxin Li , Pengdeng Li , Xiao Huang , Hau Chan , Bo An

In this paper, we investigate infinite horizon jump-diffusion forward-backward stochastic differential equations under some monotonicity conditions. We establish an existence and uniqueness theorem, two stability results and a comparison…

Probability · Mathematics 2016-08-22 Zhiyong Yu

We consider the problem of finding stationary Nash equilibria (NE) in a finite discounted general-sum stochastic game. We first generalize a non-linear optimization problem from Filar and Vrieze [2004] to a $N$-player setting and break down…

Computer Science and Game Theory · Computer Science 2015-07-06 H. L Prasad , L. A. Prashanth , Shalabh Bhatnagar

We analyze the performance of the best-response dynamic across all normal-form games using a random games approach. The playing sequence -- the order in which players update their actions -- is essentially irrelevant in determining whether…

Theoretical Economics · Economics 2022-11-18 Torsten Heinrich , Yoojin Jang , Luca Mungo , Marco Pangallo , Alex Scott , Bassel Tarbush , Samuel Wiese

In this paper, we address the inverse problem for linear-quadratic differential non-cooperative games with output-feedback. Given players' stabilizing feedback laws, the goal is to find cost function parameters that lead to a game for which…

Optimization and Control · Mathematics 2024-10-27 Emin Martirosyan , Ming Cao

This paper is concerned with a new class of mean-field games which involve a finite number of agents. Necessary and sufficient conditions are obtained for the existence of the decentralized open-loop Nash equilibrium in terms of…

Optimization and Control · Mathematics 2022-06-14 Bing-Chang Wang , Huanshui Zhang , Minyue Fu , Yong Liang

Aligning large language models (LLMs) with human preferences has proven effective for enhancing model capabilities, yet standard preference modeling using the Bradley-Terry model assumes transitivity, overlooking the inherent complexity of…

Machine Learning · Computer Science 2026-01-05 Shulun Chen , Runlong Zhou , Zihan Zhang , Maryam Fazel , Simon S. Du

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

We consider a class of continuous-time dynamic games involving a large number of players. Each player selects actions from a finite set and evolves through a finite set of states. State transitions occur stochastically and depend on the…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar