Related papers: Generalized Bayesian Nash Equilibrium with Continu…
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…
In this paper, we propose a distributed primal-dual algorithm for computation of a generalized Nash equilibrium (GNE) in noncooperative games over network systems. In the considered game, not only each player's local objective function…
We investigate the equilibrium stability and robustness in a class of moving target defense problems, in which players have both incomplete information and asymmetric cognition. We first establish a Bayesian Stackelberg game model for…
This paper investigates the strategic concealment of environment representations used by players in competitive games. We consider a defense scenario in which one player (the Defender) seeks to infer and exploit the representation used by…
The Nash Equilibrium (NE), one of the elegant and fundamental concepts in game theory, plays a crucial part within various fields, including engineering and computer science. However, efficiently computing an NE in normal-form games remains…
We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…
In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…
We study mean field portfolio games with random market parameters, where each player is concerned with not only her own wealth but also relative performance to her competitors. We use the martingale optimality principle approach to…
We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…
We consider both discrete and continuous time finite state-action stochastic games. In discrete time stochastic games, it is known that a stationary Blackwell-Nash equilibrium (BNE) exists for a single controller additive reward (SC-AR)…
We study pure-strategy Nash equilibria in multi-player concurrent deterministic games, for a variety of preference relations. We provide a novel construction, called the suspect game, which transforms a multi-player concurrent game into a…
We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…
We prove that finding an $\epsilon$-approximate Nash equilibrium is PPAD-complete for constant $\epsilon$ and a particularly simple class of games: polymatrix, degree 3 graphical games, in which each player has only two actions. As…
This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…
Decoding how rational agents should behave in shared systems remains a critical challenge within theoretical computer science, artificial intelligence and economics studies. Central to this challenge is the task of computing the solution…
At a mixed Nash equilibrium, the payoff of a player does not depend on her own action, as long as her opponent sticks to his. In a periodic strategy, a concept developed in a previous paper (arXiv:1307.2035v4), in contrast, the own payoff…
A repeated network game where agents have quadratic utilities that depend on information externalities -- an unknown underlying state -- as well as payoff externalities -- the actions of all other agents in the network -- is considered.…
Security challenges accompany the efficiency. The pervasive integration of information and communications technologies (ICTs) makes cyber-physical systems vulnerable to targeted attacks that are deceptive, persistent, adaptive and…