Related papers: Nash's Existence Theorem for Non-compact Strategy …

We introduce several classes of set-valued maps with generalized convexity. We obtain minimax theorems for set-valued maps which satisfy the introduced properties and are not continuous, by using a fixed point theorem for weakly naturally…

Finding, counting, or determining the existence of Nash equilibria, where players must play optimally given each others' actions, are known to be computational intractable problems. We ask whether weakening optimality to the requirement…

In this paper, we study the infinite-time mean field games with discounting, establishing an equilibrium where individual optimal strategies collectively regenerate the mean-field distribution. To solve this problem, we partition all agents…

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

We initiate a study of cohomological aspects of weakly almost periodic group representations on Banach spaces, in particular, isometric representations on reflexive Banach spaces. Using the Ryll-Nardzewski fixed point Theorem, we prove a…

Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…

We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…

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 present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…

We present a novel variant of fictitious play dynamics combining classical fictitious play with Q-learning for stochastic games and analyze its convergence properties in two-player zero-sum stochastic games. Our dynamics involves players…

Let $X$ be a partially ordered set with the property that each family of order intervals of the form $[a,b],[a,\rightarrow )$ with the finite intersection property has a nonempty intersection. We show that every directed subset of $X$ has a…

The purpose of this article is to study the existence of a coincidence point for two mappings defined on a nonempty set and taking values on a Banach space using the fixed point theory for nonexpansive mappings. Moreover, this type of…

The minimax theorem for zero-sum games is easily proved from the strong duality theorem of linear programming. For the converse direction, the standard proof by Dantzig (1951) is known to be incomplete. We explain and combine classical…

Wide machine learning tasks can be formulated as non-convex multi-player games, where Nash equilibrium (NE) is an acceptable solution to all players, since no one can benefit from changing its strategy unilaterally. Attributed to the…

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…

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…

Establishing the existence of exact or near Markov or stationary perfect Nash equilibria in nonzero-sum Markov games over Borel spaces is a challenging problem with limited positive results. Motivated by problems in multi-agent and Bayesian…

This paper considers minimax optimization $\min_x \max_y f(x, y)$ in the challenging setting where $f$ can be both nonconvex in $x$ and nonconcave in $y$. Though such optimization problems arise in many machine learning paradigms including…

We address the issue of binary classification in Banach spaces in presence of uncertainty. We show that a number of results from classical support vector machines theory can be appropriately generalised to their robust counterpart in Banach…

We add here another layer to the literature on nonatomic anonymous games started with the 1973 paper by Schmeidler. More specifically, we define a new notion of equilibrium which we call $\varepsilon$-estimated equilibrium and prove its…