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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

The generalized Nash equilibrium problem (GNEP) is a kind of game to find strategies for a group of players such that each player's objective function is optimized. Solutions for GNEPs are called generalized Nash equilibria (GNEs). In this…

Optimization and Control · Mathematics 2023-02-17 Kisun Lee , Xindong Tang

When they are damaged or injured, soft biological tissues are able to self-repair and heal. Mechanics is critical during the healing process, as the damaged extracellular matrix (ECM) tends to be replaced with a new undamaged ECM supporting…

Computational Engineering, Finance, and Science · Computer Science 2021-12-08 Di Zuo , Yiqian He , Stéphane Avril , Haitian Yang , Klaus Hackl

We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…

Computer Science and Game Theory · Computer Science 2023-07-26 Duong Nguyen , Langford White , Hung Nguyen

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…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…

Optimization and Control · Mathematics 2023-11-28 George Pantazis , Filiberto Fele , Kostas Margellos

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 studies the problem of Nash equilibrium approximation in large-scale heterogeneous mean-field games under communication and computation constraints. A deterministic mean-field game is considered in which the non-linear utility…

Optimization and Control · Mathematics 2017-09-20 Ehsan Nekouei , Tansu Alpcan , Girish Nair

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.…

Theoretical Economics · Economics 2026-05-01 Kirill Rudov , Fedor Sandomirskiy , Leeat Yariv

Most work in game theory assumes that players are perfect reasoners and have common knowledge of all significant aspects of the game. In earlier work, we proposed a framework for representing and analyzing games with possibly unaware…

Computer Science and Game Theory · Computer Science 2007-07-17 Leandro C. Rego , Joseph Y. Halpern

Game theory studies situations in which strategic players can modify the state of a given system, due to the absence of a central authority. Solution concepts, such as Nash equilibrium, are defined to predict the outcome of such situations.…

Computer Science and Game Theory · Computer Science 2013-11-08 Diodato Ferraioli , Paul W. Goldberg , Carmine Ventre

This paper provides a tutorial overview of game theoretic techniques used for communication over frequency selective interference channels. We discuss both competitive and cooperative techniques. Keywords: Game theory, competitive games,…

Information Theory · Computer Science 2010-08-10 Amir Leshem , Ephi Zehavi

Many applications of RCTs involve the presence of multiple treatment administrators -- from field experiments to online advertising -- that compete for the subjects' attention. In the face of competition, estimating a causal effect becomes…

Computer Science and Game Theory · Computer Science 2024-06-06 Ana-Andreea Stoica , Vivian Y. Nastl , Moritz Hardt

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

We propose a tactical homotopy-aware decision-making framework for game-theoretic motion planning in urban environments. We model urban driving as a generalized Nash equilibrium problem and employ a mixed-integer approach to tame the…

Multiagent Systems · Computer Science 2024-06-21 Michael Khayyat , Alessandro Zanardi , Stefano Arrigoni , Francesco Braghin

In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…

Optimization and Control · Mathematics 2023-09-19 Hanzheng Zhang , Guanpu Chen , Huashu Qin

This work examines a stochastic formulation of the generalized Nash equilibrium problem (GNEP) where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully-distributed online learning by…

Computer Science and Game Theory · Computer Science 2017-06-28 Chung-Kai Yu , Mihaela van der Schaar , Ali H. Sayed

As demonstrated by Ratliff et al. (2014), inverse optimization can be used to recover the objective function parameters of players in multi-player Nash games. These games involve the optimization problems of multiple players in which the…

Optimization and Control · Mathematics 2021-02-25 Stephanie Allen , John P. Dickerson , Steven A. Gabriel

We consider a system of single- or double integrator agents playing a generalized Nash game over a network, in a partial-information scenario. We address the generalized Nash equilibrium seeking problem by designing a fully-distributed…

Optimization and Control · Mathematics 2021-05-07 Mattia Bianchi , Sergio Grammatico

Wide machine learning tasks can be formulated as non-convex multi-player games, where Nash equilibrium (NE) is an acceptable solution to all players, since no one can benefit from changing its strategy unilaterally. Attributed to the…

Computer Science and Game Theory · Computer Science 2023-01-20 Guanpu Chen , Gehui Xu , Fengxiang He , Yiguang Hong , Leszek Rutkowski , Dacheng Tao