Related papers: Computing Equilibrium beyond Unilateral Deviation
One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…
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…
We study the subclass of singleton congestion games with identical and increasing cost functions, i.e., each agent tries to utilize from the least crowded resource in her accessible subset of resources. Our main contribution is a novel…
The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…
In this paper, I introduce a novel benchmark in games, super-Nash performance, and a solution concept, optimin, whereby players maximize their minimal payoff under unilateral profitable deviations by other players. Optimin achieves…
We introduce an extended mathematical programming framework for specifying equilibrium problems and their variational representations, such as generalized Nash equilibrium, multiple optimization problems with equilibrium constraints, and…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…
This paper introduces a unified framework called cooperative extensive form games, which (i) generalizes standard non-cooperative games, and (ii) allows for more complex coalition formation dynamics than previous concepts like…
We construct Nash-equilibria in mean-field portfolio games of optimal investment and hedging under relative performance concerns with exponential (CARA) utility preferences. Common noise dynamics are modeled by integer-valued random…
Evidential cooperation in large worlds (ECL) refers to the idea that humans and other agents can benefit by cooperating with similar agents with differing values in causally disconnected parts of a large universe. Cooperating provides…
Correlated equilibria arise naturally when agents communicate or rely on intermediaries such as recommendation systems. We study when a given Nash equilibrium can be improved within the set of correlated equilibria for general objectives.…
The optimal offloading of tasks in heterogeneous edge-computing scenarios is of great practical interest, both in the selfish and fully cooperative setting. In practice, such systems are typically very large, rendering exact solutions in…
Reinforcement learning has been shown to be an effective strategy for automatically training policies for challenging control problems. Focusing on non-cooperative multi-agent systems, we propose a novel reinforcement learning framework for…
Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…
Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…
Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…
This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…
In security games, the solution concept commonly used is that of a Stackelberg equilibrium where the defender gets to commit to a mixed strategy. The motivation for this is that the attacker can repeatedly observe the defender's actions and…