Related papers: Fast Strategy Solving for the Informed Player in T…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

Motivated by applications to data networks where fast convergence is essential, we analyze the problem of learning in generic N-person games that admit a Nash equilibrium in pure strategies. Specifically, we consider a scenario where…

We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear) $g$-expectation. We then consider a non-zero-sum…

This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

We provide a complete characterization for the computational complexity of finding approximate equilibria in two-action graphical games. We consider the two most well-studied approximation notions: $\varepsilon$-Nash equilibria…

Computing equilibria of games is a central task in computer science. A large number of results are known for \emph{Nash equilibrium} (NE). However, these can be adopted only when coalitions are not an issue. When instead agents can form…

This paper considers a zero-sum two-player asymmetric information stochastic game where only one player knows the system state, and the transition law is controlled by the informed player only. For the informed player, it has been shown…

We introduce two-level discounted games played by two players on a perfect-information stochastic game graph. The upper level game is a discounted game and the lower level game is an undiscounted reachability game. Two-level games model…

In the classical communication setting multiple senders having access to the same source of information and transmitting it over channel(s) to a receiver in general leads to a decrease in estimation error at the receiver as compared with…

In imperfect-information games, the optimal strategy in a subgame may depend on the strategy in other, unreached subgames. Thus a subgame cannot be solved in isolation and must instead consider the strategy for the entire game as a whole,…

High fidelity simulation of large-sized complex networks can be realized on a distributed computing platform that leverages the combined resources of multiple processors or machines. In a discrete event driven simulation, the assignment of…

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…

Zero-sum Linear Quadratic (LQ) games are fundamental in optimal control and can be used (i)~as a dynamic game formulation for risk-sensitive or robust control and (ii)~as a benchmark setting for multi-agent reinforcement learning with two…

The study of learning in games typically assumes that each player always has access to all of their actions. However, in many practical scenarios, players' available actions might be restricted due to exogenous stochasticity. To model this…

We study the sample complexity of identifying the pure strategy Nash equilibrium (PSNE) in a two-player zero-sum matrix game with noise. Formally, we are given a stochastic model where any learner can sample an entry $(i,j)$ of the input…

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

Dynamic games are powerful tools to model multi-agent decision-making, yet computing Nash (generalized Nash) equilibria remains a central challenge in such settings. Complexity arises from tightly coupled optimality conditions, nested…

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

We study the value and the optimal strategies for a two-player zero-sum optimal stopping game with incomplete and asymmetric information. In our Bayesian set-up, the drift of the underlying diffusion process is unknown to one player…

In this paper we study the problem of exact recovery of the pure-strategy Nash equilibria (PSNE) set of a graphical game from noisy observations of joint actions of the players alone. We consider sparse linear influence games --- a…