Related papers: Incentive Schemes for Rollup Validators

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player…

Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…

The $\varepsilon$-well-supported Nash equilibrium is a strong notion of approximation of a Nash equilibrium, where no player has an incentive greater than $\varepsilon$ to deviate from any of the pure strategies that she uses in her mixed…

We study the problem of computing an approximate Nash equilibrium of a game whose strategy space is continuous without access to gradients of the utility function. Such games arise, for example, when players' strategies are represented by…

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

In this paper we consider strong Nash equilibria, in mixed strategies, for finite games. Any strong Nash equilibrium outcome is Pareto efficient for each coalition. First, we analyze the two--player setting. Our main result, in its simplest…

Reinforcement learning has been shown to be an effective strategy for automatically training policies for challenging control problems. Focusing on non-cooperative multi-agent systems, we propose a novel reinforcement learning framework for…

We study optimal execution in markets with transient price impact in a competitive setting with $N$ traders. Motivated by prior negative results on the existence of pure Nash equilibria, we consider randomized strategies for the traders and…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a…

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…

The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing…

A fair gambling is hard to be made between two spatially separated parties without introducing a trusted third party. Here we propose a novel gambling protocol, which enables fair gambling between two distant parties without the help of a…

We consider existence and uniqueness of Nash equilibria in an $N$-player game of utility maximization under relative performance criteria of multiplicative form in complete semimartingale markets. For a large class of players' utility…

We study contests in which two groups compete to win (or not to win) a group-specific public-good/bad prize. Each player in the groups can exert two types of effort: one to help her own group win the prize, and one to sabotage her own…

There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…