Related papers: Non-Monotone Variational Inequalities
Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…
Here, we establish the existence of weak solutions to a wide class of time-dependent monotone mean-field games (MFGs). These MFGs are given as a system of degenerate parabolic equations with initial and terminal conditions. To construct…
In this paper we consider strong Nash equilibria, in mixed strategies, for finite games. Any strong Nash equilibrium outcome is Pareto efficient for each coalition. First, we analyze the two--player setting. Our main result, in its simplest…
We consider parity games on infinite graphs where configurations are represented by control-states and integer vectors. This framework subsumes two classic game problems: parity games on vector addition systems with states (vass) and…
In this paper, we present a novel stochastic method for solving variational inequalities (VI) in the context of Markovian noise. By leveraging Extragradient technique, we can productively solve VI optimization problems characterized by…
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…
Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…
We study nested variational inequalities, which are variational inequalities whose feasible set is the solution set of another variational inequality. We present a projected averaging Tikhonov algorithm requiring the weakest conditions in…
We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…
In a normed space setting, this paper studies the conditions under which the projected solutions to a quasi equilibrium problem with non-self constraint map exist. Our approach is based on an iterative algorithm which gives rise to a…
The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…
The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs), whereas existing convergence results are mostly based on…
Nash equilibrium} (NE) can be stated as a formal theorem on a multilinear form, free of game theory terminology. On the other hand, inspired by this formalism, we state and prove a {\it multilinear minimax theorem}, a generalization of von…
This paper introduces the concept of perfect monotone equilibrium in Bayesian games, which refines the standard monotone equilibrium by accounting for the possibility of unintended moves (trembling hand) and thereby enhancing robustness to…
We study episodic two-player zero-sum Markov games (MGs) in the offline setting, where the goal is to find an approximate Nash equilibrium (NE) policy pair based on a dataset collected a priori. When the dataset does not have uniform…
We study generalized games defined over Banach spaces using variational analysis. To reformulate generalized games as quasi-variational inequality problems, we will first form a suitable principal operator and study some significant…
Algorithms that solve zero-sum games, multi-objective agent objectives, or, more generally, variational inequality (VI) problems are notoriously unstable on general problems. Owing to the increasing need for solving such problems in machine…
Using the KKM technique, we establish some existence results for variational-hemivariational inequalities involving monotone set valued mappings on bounded, closed and convex subsets in reflexive Banach spaces. We also derive several…
We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…
This paper makes progress towards learning Nash equilibria in two-player zero-sum Markov games from offline data. Specifically, consider a $\gamma$-discounted infinite-horizon Markov game with $S$ states, where the max-player has $A$…