Related papers: Quadratic Programming Approach for Nash Equilibriu…
In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…
We study the computational complexity of computing or approximating a quasi-proper equilibrium for a given finite extensive form game of perfect recall. We show that the task of computing a symbolic quasi-proper equilibrium is…
Studying games in the complete information model makes them analytically tractable. However, large $n$ player interactions are more realistically modeled as games of incomplete information, where players may know little to nothing about the…
Nash equilibrium} (NE) can be stated as a formal theorem on a multilinear form, free of game theory terminology. On the other hand, inspired by this formalism, we state and prove a {\it multilinear minimax theorem}, a generalization of von…
In this paper, we present a novel consensus-based zeroth-order algorithm tailored for non-convex multiplayer games. The proposed method leverages a metaheuristic approach using concepts from swarm intelligence to reliably identify global…
We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…
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…
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…
This paper proposes a novel approach for local convergence to Nash equilibrium in quadratic noncooperative games based on a distributed Lie-bracket extremum seeking control scheme. This is the first instance of noncooperative games being…
In this article we analyze a partial-information Nash Q-learning algorithm for a general 2-player stochastic game. Partial information refers to the setting where a player does not know the strategy or the actions taken by the opposing…
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 present an algorithm that computes approximate pure Nash equilibria in a broad class of constraint satisfaction games that generalize the well-known cut and party affiliation games. Our results improve previous ones by Bhalgat et al.~(EC…
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…
Decoding how rational agents should behave in shared systems remains a critical challenge within theoretical computer science, artificial intelligence and economics studies. Central to this challenge is the task of computing the solution…
Self-play methods based on regret minimization have become the state of the art for computing Nash equilibria in large two-players zero-sum extensive-form games. These methods fundamentally rely on the hierarchical structure of the players'…
We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach relies on a multiparametric affine variational inequality…
A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…
We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…
While the topic of mean-field games (MFGs) has a relatively long history, heretofore there has been limited work concerning algorithms for the computation of equilibrium control policies. In this paper, we develop a computable policy…
We consider the computation of a Nash equilibrium in attack and defense games on networks (Bloch et al. [1]). We prove that a Nash Equilibrium of the game can be computed in polynomial time with respect to the number of nodes in the…