Related papers: Polynomial Expectation Property for Max-Polymatrix…
Adversarial multiplayer games are an important object of study in multiagent learning. In particular, polymatrix zero-sum games are a multiplayer setting where Nash equilibria are known to be efficiently computable. Towards understanding…
In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we…
In a combinatorial exchange setting, players place sell (resp. buy) bids on combinations of traded goods. Besides the question of finding an optimal selection of winning bids, the question of how to share the obtained profit is of high…
We characterize the properties of convexity, compactness and preservation of upper hemicontinuity for conditional expectations of correspondences. These results are then applied to obtain a necessary and sufficient condition for the…
This paper identifies a manifold in the space of bimatrix games which contains games that are strategically equivalent to rank-1 games through a positive affine transformation. It also presents an algorithm that can compute, in polynomial…
This paper studies the last-iterate convergence properties of the exponential weights algorithm with constant learning rates. We consider a repeated interaction in discrete time, where each player uses an exponential weights algorithm…
In common-interest stochastic games all players receive an identical payoff. Players participating in such games must learn to coordinate with each other in order to receive the highest-possible value. A number of reinforcement learning…
We prove that finding an $\epsilon$-approximate Nash equilibrium is PPAD-complete for constant $\epsilon$ and a particularly simple class of games: polymatrix, degree 3 graphical games, in which each player has only two actions. As…
In this paper, we study a theoretical math problem of game theory and calculus of variations in which we minimize a functional involving two players. A general relationship between the optimal strategies for both players is presented,…
Recently, in a work that grew out of their exploration of interlacing polynomials, Marcus, Spielman and Srivastava and then Marcus studied certain combinatorial polynomial convolutions. These convolutions preserve real-rootedness and…
We consider an infinite dimensional optimization problem motivated by mathematical economics. Within the celebrated "Arbitrage Pricing Model", we use probabilistic and functional analytic techniques to show the existence of optimal…
We study testable implications of multiple equilibria in discrete games with incomplete information. Unlike de Paula and Tang (2012), we allow the players' private signals to be correlated. In static games, we leverage independence of…
We introduce a new class of games where each player's aim is to randomise her strategic choices in order to affect the other players' expectations aside from her own. The way each player intends to exert this influence is expressed through…
Correlated equilibrium (Aumann, 1974) generalizes Nash equilibrium to allow correlation devices. Aumann showed an example of a game, and of a correlated equilibrium in this game, in which the agents' surplus (expected sum of payo s) is…
We study the problem of computing optimal correlated equilibria (CEs) in infinite-horizon multi-player stochastic games, where correlation signals are provided over time. In this setting, optimal CEs require history-dependent policies; this…
We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…
Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…
We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…
We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a…
In this paper, we analyze the mean number $E(n,d)$ of internal equilibria in a general $d$-player $n$-strategy evolutionary game where the agents' payoffs are normally distributed. First, we give a computationally implementable formula for…