English
Related papers

Related papers: Projected Variational Quantum Extragradient for Ze…

200 papers

Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…

Optimization and Control · Mathematics 2023-10-03 Stuart Harwood , Francisco Trespalacios , Dimitri Papageorgiou , Kevin Furman

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…

Optimization and Control · Mathematics 2018-10-26 Jinlong Lei , Uday V. Shanbhag

We define generalized quantum games by introducing the coherent payoff operators and propose a simple scheme to illustrate it. The scheme is implemented with a single spin qubit system and two entangled qubit system. The Nash Equilibrium…

Quantum Physics · Physics 2007-05-23 X. F. Liu , C. P. Sun

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

In this paper, we propose an equilibrium-seeking algorithm for finding generalized Nash equilibria of non-cooperative monotone convex quadratic games. Specifically, we recast the Nash equilibrium-seeking problem as variational inequality…

Optimization and Control · Mathematics 2024-03-21 Bingqi Liu , Dominic Liao-McPherson

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

Computer Science and Game Theory · Computer Science 2024-02-13 Huaqing Li , Liang Ran , Lifeng Zheng , Zhe Li , Jinhui Hu , Jun Li , Tingwen Huang

We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…

Optimization and Control · Mathematics 2021-06-02 Barbara Franci , Sergio Grammatico

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…

Computer Science and Game Theory · Computer Science 2020-10-01 Lukáš Adam , Rostislav Horčík , Tomáš Kasl , Tomáš Kroupa

The two-players N strategies games quantized according to the Eisert-Lewenstein-Wilkens scheme [1] are considered. It is shown that in the case of maximal entanglement no nontrivial pure Nash equilibrium exists. The proof relies on simple…

Quantum Physics · Physics 2014-02-25 Katarzyna Bolonek-Lasoń

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 generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate of a payoff-based approach intended to learn a variational…

Optimization and Control · Mathematics 2024-11-14 Tatiana Tatarenko , Maryam Kamgarpour

$ $This paper addresses the inverse problem for Linear-Quadratic (LQ) nonzero-sum $N$-player differential games, where the goal is to learn parameters of an unknown cost function for the game, called observed, given the demonstrated…

Optimization and Control · Mathematics 2024-10-28 Emin Martirosyan , Ming Cao

Subgame solving is a technique for scaling algorithms to large games by locally refining a precomputed blueprint strategy during gameplay. While straightforward in perfect-information games where search starts from the current state,…

Computer Science and Game Theory · Computer Science 2026-01-27 Ondrej Kubicek , Viliam Lisy , Tuomas Sandholm

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

Optimization and Control · Mathematics 2023-01-13 Zahra Zahedi , Alireza Khayatian , Mohammad Mehdi Arefi , Shen Yin

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…

Machine Learning · Computer Science 2022-08-08 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Mihailo R. Jovanović

We propose a simple yet rich model to extend the notions of Nash equilibria and correlated equilibria of strategic games to the quantum setting, in which we then study the relations between classical and quantum equilibria. Unlike the…

Quantum Physics · Physics 2015-03-17 Shengyu Zhang

We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

We consider the problem of computing stationary points in min-max optimization, with a particular focus on the special case of computing Nash equilibria in (two-)team zero-sum games. We first show that computing $\epsilon$-Nash equilibria…

Computer Science and Game Theory · Computer Science 2025-10-21 Ioannis Anagnostides , Ioannis Panageas , Tuomas Sandholm , Jingming Yan

Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…

Computer Science and Game Theory · Computer Science 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu