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In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Emilio Benenati , Wicak Ananduta , Sergio Grammatico

We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…

Probability · Mathematics 2023-08-30 Liron Ravner , Ran I. Snitkovsky

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…

Computer Science and Game Theory · Computer Science 2026-05-20 Léonard Brice

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

Computer Science and Game Theory · Computer Science 2026-05-11 Ian Gemp , Crystal Qian , Marc Lanctot , Kate Larson

The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The…

Computer Science and Game Theory · Computer Science 2016-03-17 Argyrios Deligkas , John Fearnley , Tobenna Peter Igwe , Rahul Savani

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Computer Science and Game Theory · Computer Science 2013-08-01 Leslie Ann Goldberg , Paul W. Goldberg , Piotr Krysta , Carmine Ventre

Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact…

Computer Science and Game Theory · Computer Science 2011-10-27 B. Blum , D. Koller , C. R. Shelton

We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…

Optimization and Control · Mathematics 2025-08-04 Aloïs Duguet , Margarida Carvalho , Gabriele Dragotto , Sandra Ulrich Ngueveu

We consider the computation of a Nash equilibrium in attack and defense games on networks (Bloch et al. [1]). We prove that a Nash Equilibrium of the game can be computed in polynomial time with respect to the number of nodes in the…

Computer Science and Game Theory · Computer Science 2024-03-26 Stanisław Kaźmierowski , Marcin Dziubiński

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,…

Theoretical Economics · Economics 2024-07-02 Florian Brandl , Felix Brandt

In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…

Optimization and Control · Mathematics 2021-08-30 Gehui Xu , Guanpu Chen , Hongsheng Qi , Yiguang Hong

This paper is concerned with complexity theoretic aspects of a general formulation of quantum game theory that models strategic interactions among rational agents that process and exchange quantum information. In particular, we prove that…

Computational Complexity · Computer Science 2022-12-28 John Bostanci , John Watrous

In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , S. Rasoul Etesami

Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…

Logic in Computer Science · Computer Science 2023-06-22 Julian Gutierrez , Paul Harrenstein , Giuseppe Perelli , Michael Wooldridge

Computing equilibria of games is a central task in computer science. A large number of results are known for \emph{Nash equilibrium} (NE). However, these can be adopted only when coalitions are not an issue. When instead agents can form…

Computer Science and Game Theory · Computer Science 2017-11-20 Nicola Gatti , Marco Rocco , Tuomas Sandholm

Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…

Computer Science and Game Theory · Computer Science 2020-10-01 Lukáš Adam , Rostislav Horčík , Tomáš Kasl , Tomáš Kroupa

Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…

Computational Complexity · Computer Science 2008-02-21 Mihalis Yannakakis

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…

Neural and Evolutionary Computing · Computer Science 2026-01-07 Alireza Rezaee