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In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…

Optimization and Control · Mathematics 2019-12-10 Farzad Salehisadaghiani , Wei Shi , Lacra Pavel

We study the computational complexity of solving stochastic games with mean-payoff objectives. Instead of identifying special classes in which simple strategies are sufficient to play $\epsilon$-optimally, or form $\epsilon$-Nash…

Computer Science and Game Theory · Computer Science 2024-05-16 Sougata Bose , Rasmus Ibsen-Jensen , Patrick Totzke

In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…

Systems and Control · Electrical Eng. & Systems 2022-02-01 Yuanhanqing Huang , Jianghai Hu

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…

Computer Science and Game Theory · Computer Science 2024-11-05 Ian Gemp

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

Computer Science and Game Theory · Computer Science 2023-05-30 Fivos Kalogiannis , Ioannis Panageas

We study the deterministic and randomized query complexity of finding approximate equilibria in bimatrix games. We show that the deterministic query complexity of finding an $\epsilon$-Nash equilibrium when $\epsilon < \frac{1}{2}$ is…

Computer Science and Game Theory · Computer Science 2014-02-13 John Fearnley , Rahul Savani

We formulate two-party policy competition as a two-player non-cooperative game, generalizing Lin et al.'s work (2021). Each party selects a real-valued policy vector as its strategy from a compact subset of Euclidean space, and a voter's…

Computer Science and Game Theory · Computer Science 2026-03-19 Chuang-Chieh Lin , Chi-Jen Lu , Po-An Chen , Chih-Chieh Hung

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Computer Science and Game Theory · Computer Science 2013-08-01 Leslie Ann Goldberg , Paul W. Goldberg , Piotr Krysta , Carmine Ventre

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra

We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…

Optimization and Control · Mathematics 2021-03-18 Yuanhanqing Huang , Jianghai Hu

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

In an $\epsilon$-Nash equilibrium, a player can gain at most $\epsilon$ by unilaterally changing his behaviour. For two-player (bimatrix) games with payoffs in $[0,1]$, the best-known$\epsilon$ achievable in polynomial time is 0.3393. In…

Computer Science and Game Theory · Computer Science 2014-10-02 Argyrios Deligkas , John Fearnley , Rahul Savani , Paul Spirakis

We study the computation of approximate pure Nash equilibria in Shapley value (SV) weighted congestion games, introduced in [19]. This class of games considers weighted congestion games in which Shapley values are used as an alternative (to…

Computer Science and Game Theory · Computer Science 2017-11-28 Matthias Feldotto , Martin Gairing , Grammateia Kotsialou , Alexander Skopalik

We study decentralized learning in two-player zero-sum discounted Markov games where the goal is to design a policy optimization algorithm for either agent satisfying two properties. First, the player does not need to know the policy of the…

Computer Science and Game Theory · Computer Science 2023-03-07 Zhuoqing Song , Jason D. Lee , Zhuoran Yang

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…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

Extensive-form games with imperfect recall are an important game-theoretic model that allows a compact representation of strategies in dynamic strategic interactions. Practical use of imperfect recall games is limited due to negative…

Computer Science and Game Theory · Computer Science 2017-05-25 Branislav Bosansky , Jiri Cermak , Karel Horak , Michal Pechoucek

We study robust Markov games (RMG) with $s$-rectangular uncertainty. We show a general equivalence between computing a robust Nash equilibrium (RNE) of a $s$-rectangular RMG and computing a Nash equilibrium (NE) of an appropriately…

Computer Science and Game Theory · Computer Science 2024-06-14 Jeremy McMahan , Giovanni Artiglio , Qiaomin Xie

We study the convergence to local Nash equilibria of gradient methods for two-player zero-sum differentiable games. It is well-known that such dynamics converge locally when $S \succ 0$ and may diverge when $S=0$, where $S\succeq 0$ is the…

Optimization and Control · Mathematics 2023-11-08 Guillaume Wang , Lénaïc Chizat

We introduce DREAM, a deep reinforcement learning algorithm that finds optimal strategies in imperfect-information games with multiple agents. Formally, DREAM converges to a Nash Equilibrium in two-player zero-sum games and to an…

Machine Learning · Computer Science 2020-12-01 Eric Steinberger , Adam Lerer , Noam Brown
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