Related papers: Robust Correlated Equilibrium: Definition and Comp…
We analyze the robustness of (pure strategy) Nash equilibria for network games against perturbations of the players' utility functions. We first derive a simple characterization of the margin of robustness, defined as the minimum magnitude…
Many learning algorithms are known to converge to an equilibrium for specific classes of games if the same learning algorithm is adopted by all agents. However, when the agents are self-interested, a natural question is whether agents have…
Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…
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…
We provide a unifying, black-box tool for establishing existence of approximate equilibria in weighted congestion games and, at the same time, bounding their Price of Stability. Our framework can handle resources with general…
We analyze the problem of computing a correlated equilibrium that optimizes some objective (e.g., social welfare). Papadimitriou and Roughgarden [2008] gave a sufficient condition for the tractability of this problem; however, this…
In various online/offline multi-agent networked environments, it is very popular that the system can benefit from coordinating actions of two interacting agents at some cost of coordination. In this paper, we first formulate an optimization…
We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…
We consider $\epsilon$-equilibria notions for constant value of $\epsilon$ in $n$-player $m$-actions games where $m$ is a constant. We focus on the following question: What is the largest grid size over the mixed strategies such that…
We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…
Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…
Computational advertising has been studied to design efficient marketing strategies that maximize the number of acquired customers. In an increased competitive market, however, a market leader (a leader) requires the acquisition of new…
In a landmark paper, Papadimitriou and Roughgarden described a polynomial-time algorithm ("Ellipsoid Against Hope") for computing sample correlated equilibria of concisely-represented games. Recently, Stein, Parrilo and Ozdaglar showed that…
Mechanism design is a well-established game-theoretic paradigm for designing games to achieve desired outcomes. This paper addresses a closely related but distinct concept, equilibrium design. Unlike mechanism design, the designer's…
We study fair allocation of profit (or cost) for three central problems from combinatorial optimization: Max-Flow, MST and $b$-matching. The essentially unequivocal choice of solution concept for this purpose would be the core, because of…
This paper presents a technique for approximating, up to any precision, the set of subgame-perfect equilibria (SPE) in discounted repeated games. The process starts with a single hypercube approximation of the set of SPE. Then the initial…
Autonomous systems often operate in multi-agent settings and need to make concurrent, strategic decisions, typically in uncertain environments. Verification and control problems for these systems can be tackled with concurrent stochastic…
We apply Blackwell optimality to repeated games. An equilibrium whose strategy profile is sequentially rational for all high enough discount factors simultaneously is a Blackwell (subgame-perfect, perfect public, etc.) equilibrium. The bite…
We consider a problem of placing generators of rewards to be collected by randomly moving agents in a network. In many settings, the precise mobility pattern may be one of several possible, based on parameters outside our control, such as…
Coordination in multiplayer games enables players to avoid the lose-lose outcome that often arises at Nash equilibria. However, designing a coordination mechanism typically requires the consideration of the joint actions of all players,…