Related papers: Non-symmetric discrete Colonel Blotto game

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…

We investigate the relation between Bell inequalities and nonlocal games by presenting a systematic method for their bilateral conversion. In particular, we show that while to any nonlocal game there naturally corresponds a unique Bell…

Many high-stakes decision-making problems, such as those found within cybersecurity and economics, can be modeled as competitive resource allocation games. In these games, multiple players must allocate limited resources to overcome their…

In this paper, we introduce discrete-time linear mean-field games subject to an infinite-horizon discounted-cost optimality criterion. The state space of a generic agent is a compact Borel space. At every time, each agent is randomly…

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…

This paper studies asymmetric Ebert's Hat Problem with five players where the probability of the colors may be unequal. We obtain maximal winning probabilities and optimal winning strategies using the concept of adequate sets.

Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…

We reconsider the Cournot duopoly problem in light of the theory for long memory. We introduce the Caputo fractional-order difference calculus to classical duopoly theory to propose a fractional-order discrete Cournot duopoly game model,…

We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…

We provide a mechanism that uses two biased coins and implements any distribution on a finite set of elements, in such a way that even if the outcomes of one of the coins is determined by an adversary, the final distribution remains…

We propose a distributed algorithm to compute an equilibrium in aggregate games where players communicate over a fixed undirected network. Our algorithm exploits correlated perturbation to obfuscate information shared over the network. We…

In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

In this paper, we study a non-zero-sum game with two players, where each of the players plays what we call Bermudan strategies and optimizes a general non-linear assessment functional of the pay-off. By using a recursive construction, we…

This paper investigates the robust {non-zero-sum} games in an aggregated {overfunded} defined benefit (abbr. DB) pension plan. The sponsoring firm is concerned with the investment performance of the fund surplus while the participants act…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

We define and analyze the notion of variational Wardrop equilibrium for nonatomic aggregative games with an infinity of players types. These equilibria are characterized through an infinite-dimensional variational inequality. We show, under…

Learning and equilibrium computation in games are fundamental problems across computer science and economics, with applications ranging from politics to machine learning. Much of the work in this area revolves around a simple algorithm…