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Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…
Finding Nash equilibria in two-player zero-sum continuous games is a central problem in machine learning, e.g. for training both GANs and robust models. The existence of pure Nash equilibria requires strong conditions which are not…
We extend the study of learning in games to dynamics that exhibit non-asymptotic stability. We do so through the notion of uniform stability, which is concerned with equilibria of individually utility-seeking dynamics. Perhaps surprisingly,…
Nonzero sum games typically have multiple Nash equilibriums (or no equilibrium), and unlike the zero sum case, they may have different values at different equilibriums. Instead of focusing on the existence of individual equilibriums, we…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…
Towards characterizing the optimization landscape of games, this paper analyzes the stability of gradient-based dynamics near fixed points of two-player continuous games. We introduce the quadratic numerical range as a method to…
The approximation of mixed Nash equilibria (MNE) for zero-sum games with mean-field interacting players has recently raised much interest in machine learning. In this paper we propose a mean-field gradient descent dynamics for finding the…
In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…
In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is…
We provide a complete characterization for uniqueness of equilibria in unconstrained polymatrix games. We show that while uniqueness is natural for coordination and general polymatrix games, zero-sum games require that the dimension of the…
Learning in games has been widely used to solve many cooperative multi-agent problems such as coverage control, consensus, self-reconfiguration or vehicle-target assignment. One standard approach in this domain is to formulate the problem…
We consider N-player non-zero sum games played on finite trees (i.e., sequential games), in which the players have the right to repeatedly update their respective strategies (for instance, to improve the outcome wrt to the current strategy…
Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…
We prove that differential Nash equilibria are generic amongst local Nash equilibria in continuous zero-sum games. That is, there exists an open-dense subset of zero-sum games for which local Nash equilibria are non-degenerate differential…
Correlated equilibrium generalizes Nash equilibrium by allowing a central coordinator to guide players' actions through shared recommendations, similar to how routing apps guide drivers. We investigate how a coordinator can learn a…
We discuss stochastic dynamics of finite populations of individuals playing games. We review recent results concerning the dependence of the long-run behavior of such systems on the number of players and the noise level. In the case of…
Adversarial training is a standard technique for training adversarially robust models. In this paper, we study adversarial training as an alternating best-response strategy in a 2-player zero-sum game. We prove that even in a simple…
This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…
Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…