Related papers: Robust Correlated Equilibrium: Definition and Comp…

We consider the traffic assignment problem in nonatomic routing games where the players' cost functions may be subject to random fluctuations (e.g., weather disturbances, perturbations in the underlying network, etc.). We tackle this…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…

While Online Gradient Descent and other no-regret learning procedures are known to efficiently converge to a coarse correlated equilibrium in games where each agent's utility is concave in their own strategy, this is not the case when…

Robust control theory studies the effect of noise, disturbances, and other uncertainty on system performance. Despite growing recognition across science and engineering that robustness and efficiency tradeoffs dominate the evolution and…

We construct several definitions of imbalance and playability, both of which are related to the existence of dominated strategies. Specifically, a maximally balanced game and a playable game cannot have dominated strategies for any player.…

Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…

We consider the interaction among agents engaging in a driving task and we model it as general-sum game. This class of games exhibits a plurality of different equilibria posing the issue of equilibrium selection. While selecting the most…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

We study multiplayer reachability games played on a finite directed graph equipped with target sets, one for each player. In those reachability games, it is known that there always exists a Nash equilibrium (NE) and a subgame perfect…

This paper investigates equilibrium computation and the price of anarchy for Bayesian games, which are the fundamental models of games with incomplete information. In normal-form games with complete information, it is known that efficiently…

In recent years, there has been a growing interest in games on graphs within the research community, fueled by their relevance in applications such as economics, politics, and epidemiology. This paper aims to comprehensively detail the…

We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the…

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

We establish the existence and uniqueness of distributed equilibria to possibly nonsymmetric $N$ player differential games with interactions through controls under displacement semimonotonicity assumptions. Surprisingly, the nonseparable…

To verify the robustness of a program or protocol, it is common in the computer science community to rely on the theoretical framework of game theory. In particular, if one seeks to enforce a desired property, or specification, despite an…

This work studies equilibrium problems under uncertainty where firms maximize their profits in a robust way when selling their output. Robust optimization plays an increasingly important role when best guaranteed objective values are to be…

We extend the optimin notion of Ismail (2025) from mixed strategy profiles to correlated distributions. A correlated distribution is evaluated by the worst expected payoff each player can receive when opponents may either obey their private…