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Markov decision process (MDP) congestion game is an extension of classic congestion games, where a continuous population of selfish agents solves Markov decision processes with congestion: the payoff of a strategy decreases as more…

Computer Science and Game Theory · Computer Science 2021-12-14 Sarah H. Q. Li , Yue Yu , Daniel Calderone , Lillian Ratliff , Behcet Acikmese

This paper presents a computational evolutionary game model to study and understand fraud dynamics in the consumption tax system. Players are cooperators if they correctly declare their value added tax (VAT), and are defectors otherwise.…

Neural and Evolutionary Computing · Computer Science 2021-01-13 M. Chica , J. Hernandez , C. Manrique-de-Lara-Peñate , R. Chiong

Due to the lack of coordination, it is unlikely that the selfish players of a strategic game reach a socially good state. A possible way to cope with selfishness is to compute a desired outcome (if it is tractable) and impose it. However…

Computer Science and Game Theory · Computer Science 2010-12-20 Bruno Escoffier , Laurent Gourvès , Jérôme Monnot

One of the natural objectives of the field of the social networks is to predict agents' behaviour. To better understand the spread of various products through a social network arXiv:1105.2434 introduced a threshold model, in which the nodes…

Computer Science and Game Theory · Computer Science 2013-04-09 Sunil Simon , Krzysztof R. Apt

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

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…

Optimization and Control · Mathematics 2023-10-25 Tatiana Tatarenko , Angelia Nedich

The decisions that human beings make to allocate time has significant bearing on economic output and to the sustenance of social networks. The time allocation problem motivates our formal analysis of the resource allocation game, where…

Computer Science and Game Theory · Computer Science 2018-08-28 Wei-Chun Lee , Vasilis Livanos , Ruta Mehta , Hari Sundaram

No-regret learning has emerged as a powerful tool for solving extensive-form games. This was facilitated by the counterfactual-regret minimization (CFR) framework, which relies on the instantiation of regret minimizers for simplexes at each…

Computer Science and Game Theory · Computer Science 2017-11-10 Gabriele Farina , Christian Kroer , Tuomas Sandholm

This paper studies the connection between a class of mean-field games and a social welfare optimization problem. We consider a mean-field game in function spaces with a large population of agents, and each agent seeks to minimize an…

Optimization and Control · Mathematics 2018-02-15 Sen Li , Wei Zhang , Lin Zhao

We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous time on an infinite-time…

Mathematical Finance · Quantitative Finance 2026-03-31 Tiziano De Angelis , Caio César Graciani Rodrigues , Peter Tankov

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…

We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…

Computer Science and Game Theory · Computer Science 2020-05-25 Thodoris Lykouris , Vasilis Syrgkanis , Eva Tardos

In this work we completely characterize how the frequency with which each player participates in the game dynamics affects the possibility of reaching efficient states, i.e., states with an approximation ratio within a constant factor from…

Computer Science and Game Theory · Computer Science 2011-05-02 Angelo Fanelli , Luca Moscardelli , Alexander Skopalik

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

Optimization and Control · Mathematics 2020-07-09 Géraldine Bouveret , Roxana Dumitrescu , Peter Tankov

In this paper, we compute $\epsilon$-approximate Nash equilibria in atomic splittable polymatroid congestion games with convex Lipschitz continuous cost functions. The main approach relies on computing a pure Nash equilibrium for an…

Computer Science and Game Theory · Computer Science 2018-08-15 Tobias Harks , Veerle Timmermans

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…

Machine Learning · Computer Science 2021-06-29 Yue Guan , Qifan Zhang , Panagiotis Tsiotras

Best response (BR) dynamics is a natural method by which players proceed toward a pure Nash equilibrium via a local search method. The quality of the equilibrium reached may depend heavily on the order by which players are chosen to perform…

Computer Science and Game Theory · Computer Science 2020-02-27 Michal Feldman , Yuval Snappir , Tami Tamir

We study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by the minimisation of some cost, related to optimal transport. This cost is not convex in the usual sense in general but it turns out…

Analysis of PDEs · Mathematics 2012-06-29 Adrien Blanchet , Guillaume Carlier

Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…

Physics and Society · Physics 2015-04-01 Giulio Cimini , Claudio Castellano , Angel Sánchez

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

Machine Learning · Computer Science 2022-06-06 Asaf Cassel , Alon Cohen , Tomer Koren