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Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

Zero-sum stochastic games are easy to solve as they can be cast as simple Markov decision processes. This is however not the case with general-sum stochastic games. A fairly general optimization problem formulation is available for…

Machine Learning · Computer Science 2015-07-02 H. L. Prasad , Shalabh Bhatnagar

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…

Computer Science and Game Theory · Computer Science 2007-12-11 Stéphane Le Roux

Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…

Optimization and Control · Mathematics 2021-03-08 Aathira Prasad , Puduru Viswanadha Reddy

We consider a class of hierarchical noncooperative $N$-player games where the $i$th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC) with the caveat that the implicit form of the $i$th…

Optimization and Control · Mathematics 2022-02-23 Shisheng Cui , Uday V. Shanbhag

Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…

Computational Complexity · Computer Science 2023-05-09 Bruce M. Kapron , Koosha Samieefar

We address the problem of assessing the robustness of the equilibria in uncertain, multi-agent games. Specifically, we focus on generalized Nash equilibrium problems in aggregative form subject to linear coupling constraints affected by…

Optimization and Control · Mathematics 2020-05-20 Filippo Fabiani , Kostas Margellos , Paul J. Goulart

We provide a complete characterization for the computational complexity of finding approximate equilibria in two-action graphical games. We consider the two most well-studied approximation notions: $\varepsilon$-Nash equilibria…

Computer Science and Game Theory · Computer Science 2022-10-03 Argyrios Deligkas , John Fearnley , Alexandros Hollender , Themistoklis Melissourgos

We consider continuous-time equilibrium seeking in monotone aggregative games with coupling constraints. We propose semi-decentralized integral dynamics and prove their global convergence to a variational generalized aggregative or Nash…

Optimization and Control · Mathematics 2018-05-10 Claudio De Persis , Sergio Grammatico

Multi-agent reinforcement learning has made substantial empirical progresses in solving games with a large number of players. However, theoretically, the best known sample complexity for finding a Nash equilibrium in general-sum games…

Machine Learning · Computer Science 2022-04-01 Ziang Song , Song Mei , Yu Bai

In recent work of Hazan and Krauthgamer (SICOMP 2011), it was shown that finding an $\eps$-approximate Nash equilibrium with near-optimal value in a two-player game is as hard as finding a hidden clique of size $O(\log n)$ in the random…

Computational Complexity · Computer Science 2011-04-20 Per Austrin , Mark Braverman , Eden Chlamtac

We consider seeking generalized Nash equilibria (GNE) for noncooperative games with coupled nonlinear constraints over networks. We first revisit a well-known gradientplay dynamics from a passivity-based perspective, and address that the…

Optimization and Control · Mathematics 2024-08-23 Weijian Li , Lacra Pavel

We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power…

Information Theory · Computer Science 2014-09-29 Krishna Chaitanya A , Utpal Mukherji , Vinod Sharma

We study a class of distributionally robust games where agents are allowed to heterogeneously choose their risk aversion with respect to distributional shifts of the uncertainty. In our formulation, heterogeneous Wasserstein ball…

Optimization and Control · Mathematics 2025-12-08 Zifan Wang , Georgios Pantazis , Sergio Grammatico , Michael M. Zavlanos , Karl H. Johansson

We study continuous stochastic games with heterogeneous mean field interactions and jumps on large networks and explore their limit counterparts. We introduce the graphon game model based on a controlled graphon mean field stochastic…

Probability · Mathematics 2025-06-19 Hamed Amini , Zhongyuan Cao , Agnès Sulem

We analyze the sample complexity of learning graphical games from purely behavioral data. We assume that we can only observe the players' joint actions and not their payoffs. We analyze the sufficient and necessary number of samples for the…

Computer Science and Game Theory · Computer Science 2018-11-16 Jean Honorio

Evolutionary anti-coordination games on networks capture real-world strategic situations such as traffic routing and market competition. In such games, agents maximize their utility by choosing actions that differ from their neighbors'…

Computer Science and Game Theory · Computer Science 2024-04-02 Zirou Qiu , Chen Chen , Madhav V. Marathe , S. S. Ravi , Daniel J. Rosenkrantz , Richard E. Stearns , Anil Vullikanti

The state of the art in solving nonconvex nonsmooth games under uncertainty remains in its infancy. Existing studies primarily rely on stringent growth conditions or local convexity-like properties, making the development of alternative…

Optimization and Control · Mathematics 2026-03-09 Zhuoyu Xiao

In this letter, we study dynamic game optimal control with imperfect state observations and introduce an iterative method to find a local Nash equilibrium. The algorithm consists of an iterative procedure combining a backward recursion…

Optimization and Control · Mathematics 2022-06-24 Armand Jordana , Bilal Hammoud , Justin Carpentier , Ludovic Righetti