Related papers: MultiLRSGA: A method for multi-player differentiab…
We investigate the convergence of symmetric stochastic differential games with interactions via control, where the volatility terms of both idiosyncratic and common noises are controlled. We apply the stochastic maximum principle, following…
A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…
Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…
In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…
We consider polymatrix coordination games with individual preferences where every player corresponds to a node in a graph who plays with each neighbor a separate bimatrix game with non-negative symmetric payoffs. In this paper, we study…
In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in…
Signaling game problems investigate communication scenarios where encoder(s) and decoder(s) have misaligned objectives due to the fact that they either employ different cost functions or have inconsistent priors. This problem has been…
A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…
In this paper, we consider coordination and anti-coordination heterogeneous games played by a finite population formed by different types of individuals who fail to recognize their own type but do observe the type of their opponent. We show…
Real-world games, which concern imperfect information, multiple players, and simultaneous moves, are less frequently discussed in the existing literature of game theory. While reinforcement learning (RL) provides a general framework to…
An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…
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…
We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…
In this work, we study the sample complexity of obtaining a Nash equilibrium (NE) estimate in two-player zero-sum matrix games with noisy feedback. Specifically, we propose a novel algorithm that repeatedly solves linear programs (LPs) to…
In this paper, we consider a class of $n$-person noncooperative games, where the utility function of every player is given by a homogeneous polynomial defined by the payoff tensor of that player, which is a natural extension of the bimatrix…
This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state…
Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…
Nash equilibrium} (NE) can be stated as a formal theorem on a multilinear form, free of game theory terminology. On the other hand, inspired by this formalism, we state and prove a {\it multilinear minimax theorem}, a generalization of von…
We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…
We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a…