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This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…

Optimization and Control · Mathematics 2025-08-29 Yu Si , Jingtao Shi

We study natural improvement dynamics in weighted congestion games with polynomial latencies of maximum degree $d\geq 1$. We focus on two problems regarding the existence and efficiency of approximate pure Nash equilibria, with a reasonable…

Computer Science and Game Theory · Computer Science 2020-11-09 Ioannis Caragiannis , Angelo Fanelli

This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

Optimization and Control · Mathematics 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

We define generalized quantum games by introducing the coherent payoff operators and propose a simple scheme to illustrate it. The scheme is implemented with a single spin qubit system and two entangled qubit system. The Nash Equilibrium…

Quantum Physics · Physics 2007-05-23 X. F. Liu , C. P. Sun

In this paper we present an averaging technique applicable to the design of zeroth-order Nash equilibrium seeking algorithms. First, we propose a multi-timescale discrete-time averaging theorem that requires only that the equilibrium is…

Optimization and Control · Mathematics 2023-02-10 Suad Krilašević , Sergio Grammatico

Public goods games in undirected networks are generally known to have pure Nash equilibria, which are easy to find. In contrast, we prove that, in directed networks, a broad range of public goods games have intractable equilibrium problems:…

Computer Science and Game Theory · Computer Science 2021-07-15 Christos Papadimitriou , Binghui Peng

Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…

Computer Science and Game Theory · Computer Science 2022-10-20 Denizalp Goktas , Amy Greenwald

Lagrangian generalized Nash equilibriums (LGNEs) were introduced by Rockafellar (2024) for a class of generalized Nash equilibrium problems (GNEPs) in which each player's strategy is subject to conic constraints. This paper investigates the…

Optimization and Control · Mathematics 2026-05-11 Lixin Tang , Liwei Zhang

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…

Optimization and Control · Mathematics 2022-08-16 Ben Hambly , Renyuan Xu , Huining Yang

Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…

Computer Science and Game Theory · Computer Science 2025-11-18 Jakub Černý , Shuvomoy Das Gupta , Christian Kroer

We analyze a simple variant of the Goldfarb-Idnani (GI) dual active-set method for computing variational generalized Nash equilibria of strongly monotone N-player games with convex quadratic costs and shared affine inequality and equality…

Optimization and Control · Mathematics 2026-05-21 Alberto Bemporad

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Computer Science and Game Theory · Computer Science 2022-02-07 Ian Gemp , Rahul Savani , Marc Lanctot , Yoram Bachrach , Thomas Anthony , Richard Everett , Andrea Tacchetti , Tom Eccles , János Kramár

Noncooperative game-theoretic tools have been increasingly used to study many important resource allocation problems in communications, networking, smart grids, and portfolio optimization. In this paper, we consider a general class of…

Computer Science and Game Theory · Computer Science 2016-11-17 Gesualdo Scutari , Francisco Facchinei , Jong-Shi Pang , Daniel P. Palomar

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

It is conjectured that the coefficients of the Jones polynomial can be computed by counting solutions of the KW equations on a four-dimensional half-space, with certain boundary conditions that depend on a knot. The boundary conditions are…

Differential Geometry · Mathematics 2018-03-01 Rafe Mazzeo , Edward Witten

Nash`s classical bargaining solution suggests that n players in a non-cooperative bargaining situation should find a solution that maximizes the product of each player's utility functions. We consider a special case: Suppose that the…

Analysis of PDEs · Mathematics 2017-12-21 Micah Warren

We present an algorithm that computes approximate pure Nash equilibria in a broad class of constraint satisfaction games that generalize the well-known cut and party affiliation games. Our results improve previous ones by Bhalgat et al.~(EC…

Computer Science and Game Theory · Computer Science 2014-02-17 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin

In this article we show that the asymptotic outcomes of both shallow and deep neural networks such as those used in BloombergGPT to generate economic time series are exactly the Nash equilibria of a non-potential game. We then design and…

Computer Science and Game Theory · Computer Science 2024-03-11 Boualem Djehiche , Hamidou Tembine

This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…

Computer Science and Game Theory · Computer Science 2024-12-13 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedić