Related papers: Stochastic Games on Large Sparse Graphs
We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…
We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…
In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…
We introduce a stochastic learning process called the dampened gradient approximation process. While learning models have almost exclusively focused on finite games, in this paper we design a learning process for games with continuous…
We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…
Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…
Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…
In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…
Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…
This paper shows the existence of $\mathcal{O}(\frac{1}{n^\gamma})$-Nash equilibria in $n$-player noncooperative sum-aggregative games in which the players' cost functions, depending only on their own action and the average of all players'…
Congestion games are attractive because they can model many concrete situations where some competing entities interact through the use of some shared resources, and also because they always admit pure Nash equilibria which correspond to the…
We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…
Efficient distributed spectrum sharing mechanism is crucial for improving the spectrum utilization. The spatial aspect of spectrum sharing, however, is less understood than many other aspects. In this paper, we generalize a recently…
We study $n$-player turn-based games played on a finite directed graph. For each play, the players have to pay a cost that they want to minimize. Instead of the well-known notion of Nash equilibrium (NE), we focus on the notion of subgame…
In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Games of Controls (MFGC), a class of models where interactions…
We study constrained bi-matrix games, with a particular focus on low-rank games. Our main contribution is a framework that reduces low-rank games to smaller, equivalent constrained games, along with a necessary and sufficient condition for…
We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…
We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…
We study a new class of games which generalizes congestion games and its bottleneck variant. We introduce congestion games with mixed objectives to model network scenarios in which players seek to optimize for latency and bandwidths alike.…