Related papers: Distributed Nash Equilibrium Seeking in Non-Monoto…
Motivated by the fact that in many game-theoretic settings, the game analyzed is only an approximation to the game being played, in this work we analyze equilibrium computation for the broad and natural class of bimatrix games that are…
In this letter, we study distributed optimization and Nash equilibrium-seeking dynamics from a contraction theoretic perspective. Our first result is a novel bound on the logarithmic norm of saddle matrices. Second, for distributed gradient…
We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…
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 this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensus-based designs, we present a distributed algorithm with a…
The equilibrium selection problem in the generalized Nash equilibrium problem (GNEP) has recently been studied as an optimization problem, defined over the set of all variational equilibria achievable through a lower-level non-cooperative…
Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…
We study the computation of equilibria of anonymous games, via algorithms that may proceed via a sequence of adaptive queries to the game's payoff function, assumed to be unknown initially. The general topic we consider is \emph{query…
We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…
In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…
Data-driven modeling increasingly requires to find a Nash equilibrium in multi-player games, e.g. when training GANs. In this paper, we analyse a new extra-gradient method for Nash equilibrium finding, that performs gradient extrapolations…
We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…
Computing Nash equilibrium in multi-agent games is a longstanding challenge at the interface of game theory and computer science. It is well known that a general normal form game in N players and k strategies requires exponential space…
In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…
We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…
We present a new methodology for computing approximate Nash equilibria for two-person non-cooperative games based upon certain extensions and specializations of an existing optimization approach previously used for the derivation of fixed…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
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…
The Nash Equilibrium is a much discussed, deceptively complex, method for the analysis of non-cooperative games. If one reads many of the commonly available definitions the description of the Nash Equilibrium is deceptively simple in…
In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend…