Related papers: Playing repeated games with sublinear randomness

We investigate mean-field games from the point of view of a large number of indistinguishable players which eventually converges to infinity. The players are weakly coupled via their empirical measure. The dynamics of the states of the…

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 investigate whether having a unique equilibrium (or a given number of equilibria) is robust to perturbation of the payoffs, both for Nash equilibrium and correlated equilibrium. We show that the set of n-player finite games with a unique…

An axiomatic characterization of Nash equilibrium is provided for games in normal form. The Nash equilibrium correspondence is shown to be fully characterized by four simple and intuitive axioms, two of which are inspired by contraction and…

For any two-by-two game $\G$, we define a new two-player game $\G^Q$. The definition is motivated by a vision of players in game $\G$ communicating via quantum technology according to a certain standard protocol originally introduced by…

The behavior of games repeated in parallel, when played with quantumly entangled players, has received much attention in recent years. Quantum analogues of Raz's classical parallel repetition theorem have been proved for many special…

We investigate mean field games for players, who are weakly coupled via their empirical measure. To this end we investigate time-dependent pure jump type propagators over a finite space in the framework of non-linear Markov processes. We…

In the first-order query model for zero-sum $K\times K$ matrix games, players observe the expected pay-offs for all their possible actions under the randomized action played by their opponent. This classical model has received renewed…

Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty. In incomplete markets, an appealing approach is to analyze…

Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more…

This paper provides theoretical bounds for empirical game theoretical analysis of complex multi-agent interactions. We provide insights in the empirical meta game showing that a Nash equilibrium of the meta-game is an approximate Nash…

An open problem in linear quadratic (LQ) games has been characterizing the Nash equilibria. This problem has renewed relevance given the surge of work on understanding the convergence of learning algorithms in dynamic games. This paper…

Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…

We study the query complexity of finding the set of all Nash equilibria $\mathcal X_\star \times \mathcal Y_\star$ in two-player zero-sum matrix games. Fearnley and Savani (2016) showed that for any randomized algorithm, there exists an $n…

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

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…

In this work, we study potential games and Markov potential games under stochastic cost and bandit feedback. We propose a variant of the Frank-Wolfe algorithm with sufficient exploration and recursive gradient estimation, which provably…

The class of weakly acyclic games, which includes potential games and dominance-solvable games, captures many practical application domains. In a weakly acyclic game, from any starting state, there is a sequence of better-response moves…

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…