Related papers: Solving Multiparametric Generalized Nash Equilibri…
Securely and efficiently procuring energy balancing services in distribution networks remains challenging, especially within a privacy-preserving environment. This paper proposes a network-constrained demand response game, i.e., a…
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…
Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…
Computing Nash equilibrium (NE) of multi-player games has witnessed renewed interest due to recent advances in generative adversarial networks. However, computing equilibrium efficiently is challenging. To this end, we introduce the…
In this paper we study the problem of exact recovery of the pure-strategy Nash equilibria (PSNE) set of a graphical game from noisy observations of joint actions of the players alone. We consider sparse linear influence games --- a…
This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…
Generalized Nash equilibrium problems with mixed-integer variables constitute an important class of games in which each player solves a mixed-integer optimization problem, where both the objective and the feasible set is parameterized by…
The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…
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…
We consider distributed computation of generalized Nash equilibrium (GNE) over networks, in games with shared coupling constraints. Existing methods require that each player has full access to opponents' decisions. In this paper, we assume…
We present a new, distributed method to compute approximate Nash equilibria in bimatrix games. In contrast to previous approaches that analyze the two payoff matrices at the same time (for example, by solving a single LP that combines the…
We consider Nash-Cournot oligopolistic equilibrium models involving separable concave cost functions. In contrast to the models with linear and convex cost functions, in these models a local equilibrium point may not be a global one. We…
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…
The framework outlined in [arXiv:2010.13024] provides an approximation algorithm for computing Nash equilibria of normal form games. Since NASH is a well-known PPAD-complete problem, this framework has potential applications to other $PPAD$…
We describe a new complete algorithm for computing Nash equilibrium in multiplayer general-sum games, based on a quadratically-constrained feasibility program formulation. We demonstrate that the algorithm runs significantly faster than the…
We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…
We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…
Solution concepts such as Nash Equilibria, Correlated Equilibria, and Coarse Correlated Equilibria are useful components for many multiagent machine learning algorithms. Unfortunately, solving a normal-form game could take prohibitive or…
Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…
PPAD refers to a class of computational problems for which solutions are guaranteed to exist due to a specific combinatorial principle. The most well-known such problem is that of computing a Nash equilibrium of a game. Other examples…