Related papers: Second-Order Algorithms for Finding Local Nash Equ…
We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…
We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…
In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…
Designing efficient algorithms to compute Nash equilibria poses considerable challenges in Algorithmic Game Theory and Optimization. In this work, we employ integer programming techniques to compute Nash equilibria in Integer Programming…
A common strategy for solving an unconstrained two-player Nash equilibrium problem with continuous variables is applying Newton's method to the system of nonlinear equations obtained by the corresponding first-order necessary optimality…
We address payoff-based decentralized learning in infinite-horizon zero-sum Markov games. In this setting, each player makes decisions based solely on received rewards, without observing the opponent's strategy or actions nor sharing…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…
The central result of classical game theory states that every finite normal form game has a Nash equilibrium, provided that players are allowed to use randomized (mixed) strategies. However, in practice, humans are known to be bad at…
In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…
This paper focuses on the online saddle point problem, which involves a sequence of two-player time-varying convex-concave games. Considering the nonstationarity of the environment, we adopt the duality gap and the dynamic Nash equilibrium…
Consider a two-player zero-sum stochastic game where the transition function can be embedded in a given feature space. We propose a two-player Q-learning algorithm for approximating the Nash equilibrium strategy via sampling. The algorithm…
In this paper, the open-loop and closed-loop local and remote stochastic nonzero-sum game (LRSNG) problem is investigated. Different from previous works, the stochastic nonzero-sum game problem under consideration is essentially a special…
We study turn-based quantitative multiplayer non zero-sum games played on finite graphs with reachability objectives. In such games, each player aims at reaching his own goal set of states as soon as possible. A previous work on this model…
The nested Extremum Seeking (nES) algorithm is a model-free optimization method that has been shown to converge to a neighborhood of a Nash equilibrium. In this work, we demonstrate that the same nES dynamics can instead be made to converge…
A distributed Nash equilibrium seeking algorithm is presented for networked games. We assume an incomplete information available to each player about the other players' actions. The players communicate over a strongly connected digraph to…
Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…
We study generalized Nash equilibrium (GNE) problems in games with quadratic costs and individual linear equality constraints. Departing from approaches that require strong monotonicity and/or shared constraints, we reformulate the KKT…
In this paper two algorithms with the goal of generating the equilibrium set of the power allocation game first developed in \cite{allocation} are proposed. Based on the first algorithm, the geometric property of the pure strategy Nash…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…