Related papers: Nash Equilibria via Stochastic Eigendecomposition
Many resources are provided by an ecological system that is vulnerable to tipping when exceeding a certain level of pollution, with a sudden big loss of ecosystem services. An ecological system is usually also a common-pool resource and…
There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…
This paper addresses the problem of learning a Nash equilibrium in $\gamma$-discounted multiplayer general-sum Markov Games (MG). A key component of this model is the possibility for the players to either collaborate or team apart to…
In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…
We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…
In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…
Cut games are among the most fundamental strategic games in algorithmic game theory. It is well-known that computing an exact pure Nash equilibrium in these games is PLS-hard, so research has focused on computing approximate equilibria. We…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…
We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…
This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…
Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…
In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose a novel continuous-time solution algorithm that uses regular projections and first-order information. As…
We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in [7]. We then use the powerful entropic regularization…
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…
There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…
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…
In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…
Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…
We investigate Nash equilibrium learning in a competitive Markov Game (MG) environment, where multiple agents compete, and multiple Nash equilibria can exist. In particular, for an oligopolistic dynamic pricing environment, exact Nash…