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We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a…

Computer Science and Game Theory · Computer Science 2011-09-29 Michael Ummels , Dominik Wojtczak

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…

Computational tractability and social welfare (aka. efficiency) of equilibria are two fundamental but in general orthogonal considerations in algorithmic game theory. Nevertheless, we show that when (approximate) full efficiency can be…

Computer Science and Game Theory · Computer Science 2025-01-10 Ioannis Anagnostides , Tuomas Sandholm

Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Liudong Chen , Jay Sethuraman , Bolun Xu

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…

Computer Science and Game Theory · Computer Science 2023-11-07 Victor Boone , Panayotis Mertikopoulos

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

Although it has been known since the 1970s that a globally optimal strategy profile in a common-payoff game is a Nash equilibrium, global optimality is a strict requirement that limits the result's applicability. In this work, we show that…

Computer Science and Game Theory · Computer Science 2022-07-08 Scott Emmons , Caspar Oesterheld , Andrew Critch , Vincent Conitzer , Stuart Russell

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

Computer Science and Game Theory · Computer Science 2016-09-15 Patricia Bouyer , Nicolas Markey , Daniel Stan

This paper investigates the convergence of learning dynamics in Stackelberg games. In the class of games we consider, there is a hierarchical game being played between a leader and a follower with continuous action spaces. We establish a…

Computer Science and Game Theory · Computer Science 2024-12-07 Tanner Fiez , Benjamin Chasnov , Lillian J. Ratliff

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…

Machine Learning · Computer Science 2019-01-28 Eric V. Mazumdar , Michael I. Jordan , S. Shankar Sastry

Min-max optimization problems involving nonconvex-nonconcave objectives have found important applications in adversarial training and other multi-agent learning settings. Yet, no known gradient descent-based method is guaranteed to converge…

Machine Learning · Computer Science 2022-10-19 Constantinos Daskalakis , Noah Golowich , Stratis Skoulakis , Manolis Zampetakis

Graphical games are a useful framework for modeling the interactions of (selfish) agents who are connected via an underlying topology and whose behaviors influence each other. They have wide applications ranging from computer science to…

Computer Science and Game Theory · Computer Science 2021-04-27 Juho Hirvonen , Laura Schmid , Krishnendu Chatterjee , Stefan Schmid

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

In this paper, we examine the Nash equilibrium convergence properties of no-regret learning in general N-player games. For concreteness, we focus on the archetypal follow the regularized leader (FTRL) family of algorithms, and we consider…

Computer Science and Game Theory · Computer Science 2021-02-05 Angeliki Giannou , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Panayotis Mertikopoulos

Projected gradient ascent is known to satisfy no-external regret as a learning algorithm. However, recent empirical work shows that projected gradient ascent often finds the Nash equilibrium in settings beyond two-player zero-sum…

Computer Science and Game Theory · Computer Science 2025-06-05 Mete Şeref Ahunbay , Martin Bichler

In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…

Computer Science and Game Theory · Computer Science 2025-12-10 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet

We consider the problem of learning stable matchings with unknown preferences in a decentralized and uncoordinated manner, where "decentralized" means that players make decisions individually without the influence of a central platform, and…

Computer Science and Game Theory · Computer Science 2024-08-16 S. Rasoul Etesami , R. Srikant

$\Phi$-equilibria -- and the associated notion of $\Phi$-regret -- are a powerful and flexible framework at the heart of online learning and game theory, whereby enriching the set of deviations $\Phi$ begets stronger notions of rationality.…

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

Computer Science and Game Theory · Computer Science 2024-12-18 Wayne Lin , Georgios Piliouras , Ryann Sim , Antonios Varvitsiotis