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A celebrated result in the interface of online learning and game theory guarantees that the repeated interaction of no-regret players leads to a coarse correlated equilibrium (CCE) -- a natural game-theoretic solution concept. Despite the…

Computer Science and Game Theory · Computer Science 2024-11-05 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm

Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…

Machine Learning · Statistics 2018-02-28 Victor Picheny , Mickael Binois , Abderrahmane Habbal

We consider a dynamic game with asymmetric information where each player observes privately a noisy version of a (hidden) state of the world V, resulting in dependent private observations. We study structured perfect Bayesian equilibria…

Systems and Control · Electrical Eng. & Systems 2020-09-10 Nasimeh Heydaribeni , Achilleas Anastasopoulos

Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…

Computer Science and Game Theory · Computer Science 2017-05-29 Christian Kroer , Gabriele Farina , Tuomas Sandholm

Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but not its rivals' types, and Bayesian Nash equilibrium (BNE) is…

Optimization and Control · Mathematics 2025-01-22 Yuan Tao , Huifu Xu

In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…

Optimization and Control · Mathematics 2023-09-15 Hanzheng Zhang , Guanpu Chen , Yiguang Hong

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Computer Science and Game Theory · Computer Science 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis

One of the reasons why stochastic dynamic games with an underlying dynamic system are challenging is since strategic players have access to enormous amount of information which leads to the use of extremely complex strategies at…

Computer Science and Game Theory · Computer Science 2024-07-18 Dengwang Tang , Vijay Subramanian , Demosthenis Teneketzis

Observable games are game situations that reach one of possibly many Nash equilibria. Before an instance of the game starts, an external observer does not know, a priori, what is the exact profile of actions that will occur; thus, he…

Computer Science and Game Theory · Computer Science 2022-01-04 Sandro Preto , Eduardo Fermé , Marcelo Finger

The complexity of computing equilibrium refinements has been at the forefront of algorithmic game theory research, but it has remained open in the seminal class of potential games; we close this fundamental gap in this paper. We first show…

Computer Science and Game Theory · Computer Science 2026-02-11 Ioannis Anagnostides , Maria-Florina Balcan , Kiriaki Fragkia , Tuomas Sandholm , Emanuel Tewolde , Brian Hu Zhang

Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…

Computer Science and Game Theory · Computer Science 2014-05-08 Julie De Pril , János Flesch , Jeroen Kuipers , Gijs Schoenmakers , Koos Vrieze

Computing Nash equilibria of zero-sum games in classical and quantum settings is extensively studied. For general-sum games, computing Nash equilibria is PPAD-hard and the computing of a more general concept called correlated equilibria has…

Quantum Physics · Physics 2025-10-21 Tongyang Li , Xinzhao Wang , Yexin Zhang

This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…

Theoretical Economics · Economics 2025-12-02 Denis Kojevnikov , Kyungchul Song

Player-Compatible Equilibrium (PCE) imposes cross-player restrictions on the magnitudes of the players' "trembles" onto different strategies. These restrictions capture the idea that trembles correspond to deliberate experiments by agents…

Theoretical Economics · Economics 2021-04-13 Drew Fudenberg , Kevin He

This paper presents a model of multi-group Bayesian games (MBGs) to describe the group behavior in Bayesian games, and gives methods to find (strongly) multi-group Bayesian Nash equilibria (MBNE) of this model with a proposed…

Computer Science and Game Theory · Computer Science 2025-10-03 Hongxing Yuan , Xuan Zhang , Chunyu Wei , Yushun Fan

Imperfect-Information Extensive-Form Games (IIEFGs) is a prevalent model for real-world games involving imperfect information and sequential plays. The Extensive-Form Correlated Equilibrium (EFCE) has been proposed as a natural solution…

Machine Learning · Computer Science 2022-05-17 Ziang Song , Song Mei , Yu Bai

The concept of Nash equilibrium in behavioral strategies (NashEBS) was formulated By Nash~\cite{Nash (1951)} for an extensive-form game through global rationality of nonconvex payoff functions. Kuhn's payoff equivalence theorem resolves the…

Theoretical Economics · Economics 2025-04-22 Yiyin Cao , Chuangyin Dang

We present an algorithm for computing evolutionarily stable strategies (ESSs) in symmetric perfect-recall extensive-form games of imperfect information. Our main algorithm is for two-player games, and we describe how it can be extended to…

Computer Science and Game Theory · Computer Science 2025-12-15 Sam Ganzfried

In general, two-agent decision-making problems can be modeled as a two-player game, and a typical solution is to find a Nash equilibrium in such game. Counterfactual regret minimization (CFR) is a well-known method to find a Nash…

Computer Science and Game Theory · Computer Science 2020-12-07 Huale Li , Xuan Wang , Shuhan Qi , Jiajia Zhang , Yang Liu , Yulin Wu , Fengwei Jia

For common notions of correlated equilibrium in extensive-form games, computing an optimal (e.g., welfare-maximizing) equilibrium is NP-hard. Other equilibrium notions -- communication (Forges 1986) and certification (Forges & Koessler…

Computer Science and Game Theory · Computer Science 2022-12-02 Brian Hu Zhang , Tuomas Sandholm