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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…
This paper considers the noncooperative maximization of mutual information in the Gaussian interference channel in a fully distributed fashion via game theory. This problem has been studied in a number of papers during the past decade for…
This paper introduces a unified framework called cooperative extensive form games, which (i) generalizes standard non-cooperative games, and (ii) allows for more complex coalition formation dynamics than previous concepts like…
In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…
This paper presents a new distributed algorithm that leverages heavy-ball momentum and a consensus-based gradient method to find a Nash equilibrium (NE) in a class of non-cooperative convex games with unconstrained action sets. In this…
This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…
In several game situations, the behavior of the players may depend not only on individual interests, but also on what each player considers as the correct thing to do. This work presents a game theoretic model, aiming to describe game…
We formulate for the first time the economic dispatch problem in an integrated electrical and gas distribution system as a game equilibrium problem between distributed prosumers. Specifically, by approximating the non-linear gas-flow…
This work investigates a problem of simultaneous global cost minimization and Nash equilibrium seeking, which commonly exists in $N$-cluster non-cooperative games. Specifically, the agents in the same cluster collaborate to minimize a…
Recently, a new model extending the standard replicator equation to a finite set of players connected on an arbitrary graph was developed in evolutionary game dynamics. The players are interpreted as subpopulations of multipopulations…
In competitive multi-player interactions, simultaneous optimality is a key requirement for establishing strategic equilibria. This property is explicit when the game-theoretic equilibrium is the simultaneously optimal solution of coupled…
Many emerging applications - such as adversarial training, AI alignment, and robust optimization - can be framed as zero-sum games between neural nets, with von Neumann-Nash equilibria (NE) capturing the desirable system behavior. While…
We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…
We study a very general class of games --- multi-dimensional aggregative games --- which in particular generalize both anonymous games and weighted congestion games. For any such game that is also large, we solve the equilibrium selection…
This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…
Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…
We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…
In this two-part paper, we address the problem of finding the optimal precoding/multiplexing scheme for a set of non-cooperative links sharing the same physical resources, e.g., time and bandwidth. We consider two alternative optimization…
Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…