Related papers: Stochastic Games on Large Sparse Graphs
We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…
We consider $N$-player games, in continuous time, finite state space and finite time horizon, on a geometrical structure possessing a macroscopic limit in a suitable sense. This geometrical structure breaks the permutation invariance…
Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…
We study the asymptotic stability of the logit evolutionary dynamics in population games, possibly with multiple heterogenous populations. For general population games, we prove that, on the one hand, strict Nash equilibria are…
Considering infinite-horizon, discrete-time, linear quadratic, N-player dynamic games with scalar dynamics, a graphical representation of feedback Nash equilibrium solutions is provided. This representation is utilised to derive conditions…
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…
In this paper, we study a model of network formation in large populations. Each agent can choose the strength of interaction (i.e. connection) with other agents to find a Nash equilibrium. Different from the recently-developed theory of…
We present a new methodology for computing approximate Nash equilibria for two-person non-cooperative games based upon certain extensions and specializations of an existing optimization approach previously used for the derivation of fixed…
The additively separable hedonic game (ASHG) is a model of coalition formation games on graphs. In this paper, we intensively and extensively investigate the computational complexity of finding several desirable solutions, such as a Nash…
The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of…
We consider a class of hierarchical noncooperative $N$-player games where the $i$th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC) with the caveat that the implicit form of the $i$th…
This paper considers an $N$-player stochastic Nash game in which the $i$th player minimizes a composite objective $f_i(x) + r_i(x_i)$, where $f_i$ is expectation-valued and $r_i$ has an efficient prox-evaluation. In this context, we make…
Towards characterizing the optimization landscape of games, this paper analyzes the stability of gradient-based dynamics near fixed points of two-player continuous games. We introduce the quadratic numerical range as a method to…
Games on graphs provide a natural model for reactive non-terminating systems. In such games, the interaction of two players on an arena results in an infinite path that describes a run of the system. Different settings are used to model…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player…
We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…