Related papers: State-Robust Nash Predictions In Population Games
We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…
Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…
The goal in this paper is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is amongst the most popular metrics in game theory and provides an avenue for estimating the…
We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…
In this paper, we consider constrained discounted stochastic games with a countably generated state space and norm continuous transition probability having a density function. We prove existence of approximate stationary equilibria and…
Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…
We consider generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate of a payoff-based approach intended to learn a variational…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…
Self-play (SP) is a popular multi-agent reinforcement learning (MARL) framework for solving competitive games, where each agent optimizes policy by treating others as part of the environment. Despite the empirical successes, the theoretical…
In this paper, the generalized Nash equilibrium (GNE) seeking problem for continuous games with coupled affine inequality constraints is investigated in a partial-decision information scenario, where each player can only access its…
In this paper, we investigate distributed generalized Nash equilibrium (GNE) computation of monotone games with affine coupling constraints. Each player can only utilize its local objective function, local feasible set and a local block of…
We consider the problem of designing distribution rules to share "welfare" (cost or revenue) among individually strategic agents. There are many known distribution rules that guarantee the existence of a (pure) Nash equilibrium in this…
This paper aims to accommodate games in which the players' dynamics are subject to un-modeled and disturbance terms. The un-modeled and disturbance terms are regarded as extended states for which observers are designed to estimate them.…
In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…
We extend the study of learning in games to dynamics that exhibit non-asymptotic stability. We do so through the notion of uniform stability, which is concerned with equilibria of individually utility-seeking dynamics. Perhaps surprisingly,…
Observable games are game situations that reach one of possibly many Nash equilibria. Before an instance of the game starts, an external observer does not know, a priori, what is the exact profile of actions that will occur; thus, he…
We study the computation of approximate pure Nash equilibria in Shapley value (SV) weighted congestion games, introduced in [19]. This class of games considers weighted congestion games in which Shapley values are used as an alternative (to…
We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…