Related papers: Branch-and-Cut for Mixed-Integer Nash Equilibrium …
We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…
In classical job-scheduling games, each job behaves as a selfish player, choosing a machine to minimize its own completion time. To reduce the equilibria inefficiency, coordination mechanisms are employed, allowing each machine to follow…
We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…
Designing efficient algorithms to find Nash equilibrium (NE) refinements in sequential games is of paramount importance in practice. Indeed, it is well known that the NE has several weaknesses, since it may prescribe to play sub-optimal…
We study power control in optimization and game frameworks. In the optimization framework there is a single decision maker who assigns network resources and in the game framework users share the network resources according to Nash…
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…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
Shared-constraint games are noncooperative $N$-player games where players are coupled through a common coupling constraint. It is known that such games admit two kinds of equilibria -- generalized Nash equilibria (GNE) and variational…
Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…
In mixed-integer programming (MIP) solvers, cutting planes are essential for Branch-and-Cut (B&C) algorithms as they reduce the search space and accelerate the solving process. Traditional methods rely on hard-coded heuristics for cut plane…
We study $n$-agent Bayesian Games with $m$-dimensional vector types and linear payoffs, also called Linear Multidimensional Bayesian Games. This class of games is equivalent with $n$-agent, $m$-game Uniform Multigames. We distinguish…
We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…
Motivated by the increasing attention to overall social benefits in networked multi-agent systems, this paper investigates an optimization problem building on noncooperative games under high-level regulation, which can be formulated in a…
This paper tackles the problem of how two selfish users jointly determine the operating point in the achievable rate region of a two-user Gaussian interference channel through bargaining. In previous work, incentive conditions for two users…
In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a…
When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…
We consider a class of hierarchical variational inequality (VI) problems that subsumes VI-constrained optimization and several other problem classes including the optimal solution selection problem and the optimal Nash equilibrium (NE)…
This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…
This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…