相关论文: Continuous Behavioural Function Equilibria and App…

While Nash equilibrium in extensive-form games is well understood, very little is known about the properties of extensive-form correlated equilibrium (EFCE), both from a behavioral and from a computational point of view. In this setting,…

In this paper, we develop an approximation scheme for solving bilevel programs with equilibrium constraints, which are generally difficult to solve. Among other things, calculating the first-order derivative in such a problem requires…

In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…

We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…

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…

This paper studies Bayesian games with general action spaces, correlated types and interdependent payoffs. We introduce the condition of ``decomposable coarser payoff-relevant information'', and show that this condition is both sufficient…

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

We study $n$-agent Bayesian Games with $m$-dimensional vector types and linear payoffs, also called Linear Multidimensional Bayesian Games. This class of games is equivalent with $n$-agent, $m$-game Uniform Multigames. We distinguish…

We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…

Bayesian optimisation is a popular approach for optimising expensive black-box functions. The next location to be evaluated is selected via maximising an acquisition function that balances exploitation and exploration. Gaussian processes,…

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 article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…

Several recent works in online optimization and game dynamics have established strong negative complexity results including the formal emergence of instability and chaos even in small such settings, e.g., $2\times 2$ games. These results…

Understanding the convergence landscape of multi-agent learning is a fundamental problem of great practical relevance in many applications of artificial intelligence and machine learning. While it is known that learning dynamics converge to…

While the topic of mean-field games (MFGs) has a relatively long history, heretofore there has been limited work concerning algorithms for the computation of equilibrium control policies. In this paper, we develop a computable policy…

Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…

The concept of Nash equilibrium in behavioral strategies (NashEBS) was formulated By Nash~\cite{Nash (1951)} for an extensive-form game through global rationality of nonconvex payoff functions. Kuhn's payoff equivalence theorem resolves the…

In this paper we consider continuity of the set of Nash equilibria and approximate Nash equilibria for parameterized games. For parameterized games with unique Nash equilibria, the continuity of this equilibrium mapping is well-known.…

We examine the tuning of cooperative behavior in repeated multi-agent games using an analytically tractable, continuous-time, nonlinear model of opinion dynamics. Each modeled agent updates its real-valued opinion about each available…