Related papers: Best Response Convergence for Zero-sum Stochastic …
Multiple autonomous agents interact over a random communication network to maximize their individual utility functions which depend on the actions of other agents. We consider decentralized best-response with inertia type algorithms in…
Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more…
Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…
In this paper we study a discrete-time semidiscretization and a fully discretization (discrete-time, discrete-state) of an infinite time horizon noncooperative $N$-player differential game. We prove that as either the discretization time…
We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…
In this paper, we study the problem of learning the set of pure strategy Nash equilibria and the exact structure of a continuous-action graphical game with quadratic payoffs by observing a small set of perturbed equilibria. A…
Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…
Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…
We consider structural and algorithmic questions related to the Nash dynamics of weighted congestion games. In weighted congestion games with linear latency functions, the existence of (pure Nash) equilibria is guaranteed by potential…
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…
In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…
In this paper we introduce the discontinuous universal feedback for the problem of Nash equilibrium in two person non-zero sum differential game. We assume that there exist functions satisfying some conditions analogous to the infinitesimal…
In this paper, we introduce a novel equilibrium concept, called the equilibrium cycle, which seeks to capture the outcome of oscillatory game dynamics. Unlike the (pure) Nash equilibrium, which defines a fixed point of mutual best…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…
Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…
We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…
The term rational has become synonymous with maximizing expected payoff in the definition of the best response in Nash setting. In this work, we consider stochastic games in which players engage only once, or at most a limited number of…
This paper introduces a new method to achieve stable convergence to Nash equilibrium in duopoly noncooperative games. Inspired by the recent fixed-time Nash Equilibrium seeking (NES) as well as prescribed-time extremum seeking (ES) and…
Except for special classes of games, there is no systematic framework for analyzing the dynamical properties of multi-agent strategic interactions. Potential games are one such special but restrictive class of games that allow for tractable…
We introduce and investigate certain $N$ player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to…