Related papers: Robust Correlated Equilibrium: Definition and Comp…
We revisit Blackwell's celebrated approachability problem which considers a repeated vector-valued game between a player and an adversary. Motivated by settings in which the action set of the player or adversary (or both) is difficult to…
In this paper, we consider a sequence of transferable utility (TU) coalitional games where the coalitional values are unknown but vary within certain bounds. As a solution to the resulting family of games, we formalise the notion of "robust…
Correlated Equilibrium is a solution concept that is more general than Nash Equilibrium (NE) and can lead to outcomes with better social welfare. However, its natural extension to the sequential setting, the \textit{Extensive Form…
This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…
The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…
Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…
We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and…
We study the iteration complexity of decentralized learning of approximate correlated equilibria in incomplete information games. On the negative side, we prove that in $\mathit{extensive}$-$\mathit{form}$ $\mathit{games}$, assuming…
We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…
The behaviour of multi-agent learning in competitive settings is often considered under the restrictive assumption of a zero-sum game. Only under this strict requirement is the behaviour of learning well understood; beyond this, learning…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
Game-theoretic approaches are envisioned to bring human-like reasoning skills and decision-making processes for autonomous vehicles (AVs). However, challenges including game complexity and incomplete information still remain to be addressed…
We study the complexity of computing equilibria in two classes of network games based on flows - fractional BGP (Border Gateway Protocol) games and fractional BBC (Bounded Budget Connection) games. BGP is the glue that holds the Internet…
One of the main results shown through Roughgarden's notions of smooth games and robust price of anarchy is that, for any sum-bounded utilitarian social function, the worst-case price of anarchy of coarse correlated equilibria coincides with…
We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
Regret matching (RM) -- and its modern variants -- is a foundational online algorithm that has been at the heart of many AI breakthrough results in solving benchmark zero-sum games, such as poker. Yet, surprisingly little is known so far in…
In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correlated solution. This can be seen as the analogue of a coarse…
We investigate two notions of correlated equilibrium for extensive-form games: extensive-form correlated equilibrium (EFCE) and behavioral correlated equilibrium (BCE). We show that the two are outcome-equivalent, in the sense that every…