相关论文: Optimal transport and Cournot-Nash equilibria

This note is devoted to study a class of games with a continuum of players for which Cournot-Nash equilibria can be obtained by minimisation of some cost related to Optimal Transport. In particular we focus on the case of an Optimal…

This article is devoted to various methods (optimal transport, fixed-point, ordinary differential equations) to obtain existence and/or uniqueness of Cournot-Nash equilibria for games with a continuum of players with both attractive and…

We consider a large population dynamic game in discrete time. The peculiarity of the game is that players are characterized by time-evolving types, and so reasonably their actions should not anticipate the future values of their types. When…

We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in [7]. We then use the powerful entropic regularization…

The notion of Nash equilibria plays a key role in the analysis of strategic interactions in the framework of $N$ player games. Analysis of Nash equilibria is however a complex issue when the number of players is large. In this article we…

Nash`s classical bargaining solution suggests that n players in a non-cooperative bargaining situation should find a solution that maximizes the product of each player's utility functions. We consider a special case: Suppose that the…

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

We consider a large population dynamic game in discrete time where players are characterized by time-evolving types. It is a natural assumption that the players' actions cannot anticipate future values of their types. Such games go under…

We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…

In many game-theoretic settings, agents are challenged with taking decisions against the uncertain behavior exhibited by others. Often, this uncertainty arises from multiple sources, e.g., incomplete information, limited computation,…

In this paper, we propose a multi-player extension of the minimum cost flow problem inspired by a transportation problem that arises in modern transportation industry. We associate one player with each arc of a directed network, each trying…

We discuss equations associated to Cournot-Nash Equilibria as put forward recently by Blanchet and Carlier. These equations are related to an optimal transport problem in which the source measure is known, but the target measure is part of…

We study natural improvement dynamics in weighted congestion games with polynomial latencies of maximum degree $d\geq 1$. We focus on two problems regarding the existence and efficiency of approximate pure Nash equilibria, with a reasonable…

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

This paper develops a novel methodology to study robust stability properties of Nash equilibrium points in dynamic games. Small-gain techniques in modern mathematical control theory are used for the first time to derive conditions…

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the minimization of a functional consisting of the sum of a term…

We study a class of semi-discrete variational problems that arise in economic matching and game theory, where agents with continuous attributes are matched to a finite set of outcomes with a one dimensional structure. Such problems appear…

We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…

We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…