Related papers: Robust Chance Constrained Complex Zero-Sum Games

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization problems involving complex variables, when solved, are typically transformed into real variables, often at the expense of convergence rate and interpretability. This paper introduces a novel formalism for a prominent problem in…

In this expository paper we illustrate the generality of game theoretic probability protocols of Shafer and Vovk (2001) in finite-horizon discrete games. By restricting ourselves to finite-horizon discrete games, we can explicitly describe…

We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…

Despite the many recent practical and theoretical breakthroughs in computational game theory, equilibrium finding in extensive-form team games remains a significant challenge. While NP-hard in the worst case, there are provably efficient…

We study a version of the classical zero-sum matrix game with unknown payoff matrix and bandit feedback, where the players only observe each others actions and a noisy payoff. This generalizes the usual matrix game, where the payoff matrix…

We introduce the study of search games between a mobile Searcher and an immobile Hider in a new setting in which the Searcher has some potentially erroneous information, i.e., a prediction on the Hider's position. The objective is to…

In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

Saddle point with a given Morse index on a potential energy surface is an important object related to energy landscape in physics and chemistry. Efficient numerical methods based on iterative minimization formulation have been proposed in…

We investigate a repeated two-player zero-sum game setting where the column player is also a designer of the system, and has full control on the design of the payoff matrix. In addition, the row player uses a no-regret algorithm to…

This paper introduces a systematic methodological framework to design and analyze distributed algorithms for optimization and games over networks. Starting from a centralized method, we identify an aggregation function involving all the…

Multi-leader multi-follower games are a class of hierarchical games in which a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium…

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

We extend the formalism of Conjectural Variations games to Stackelberg games involving multiple leaders and a single follower. To solve these nonconvex games, a common assumption is that the leaders compute their strategies having perfect…

We introduce a new class of population games that we call monotropic; these are games characterized by the presence of a unique globally neutrally stable Nash equilibrium. Monotropic games generalize strictly concave potential games and…

We show that, by using multiplicative weights in a game-theoretic thought experiment (and an important convexity result on the composition of multiplicative weights with the relative entropy function), a symmetric bimatrix game (that is, a…

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

Probabilistic settings (e.g., vanishing-error channel coding) and non-probabilistic settings (e.g., zero-error channel coding and adversarial channels) were considered two related but different branches of information theory which do not…