Related papers: Solving Monotone Variational Inequalities with Bes…
We consider the problem of approximating Nash equilibria of $N$ functions $f_1,\dots, f_N$ of $N$ variables. In particular, we deduce conditions under which systems of the form $$ \dot u_j(t)=-\nabla_{x_j}f_j(u(t)) $$ $(j=1,\dots, N)$ are…
Dynamic games arise when multiple agents with differing objectives control a dynamic system. They model a wide variety of applications in economics, defense, energy systems and etc. However, compared to single-agent control problems, the…
We study an optimal targeting problem for super-modular games with binary actions and finitely many players. The considered problem consists in the selection of a subset of players of minimum size such that, when the actions of these…
Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…
We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…
We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…
We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…
We analyze best response dynamics for finding a Nash equilibrium of an infinite horizon zero-sum stochastic linear quadratic dynamic game (LQDG) with partial and asymmetric information. We derive explicit expressions for each player's best…
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…
We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve…
In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…
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…
We study an independent best-response dynamics on network games in which the nodes (players) decide to revise their strategies independently with some probability. We provide several bounds on the convergence time to an equilibrium as a…
The solution to a Nash or a nonsymmetric bargaining game is obtained by maximizing a concave function over a convex set, i.e., it is the solution to a convex program. We show that each 2-player game whose convex program has linear…
The decisions that human beings make to allocate time has significant bearing on economic output and to the sustenance of social networks. The time allocation problem motivates our formal analysis of the resource allocation game, where…
In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…
We study a new class of games which generalizes congestion games and its bottleneck variant. We introduce congestion games with mixed objectives to model network scenarios in which players seek to optimize for latency and bandwidths alike.…
It is known that the generalized Nash equilibrium problem can be reformulated as a quasivariational inequality. Our aim in this work is to introduce a variational approach to study the existence of solutions for generalized ordinal Nash…
In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…