相关论文: Finite-Time 4-Expert Prediction Problem

This paper investigates the design of optimal strategy revision in Population Games (PG) by establishing its connection to finite-state Mean Field Games (MFG). Specifically, by linking Evolutionary Dynamics (ED) -- which models agent…

This paper investigates the convergence time of log-linear learning to an $\epsilon$-efficient Nash equilibrium in potential games, where an efficient Nash equilibrium is defined as the maximizer of the potential function. Previous…

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…

In this paper we study infinite horizon nonzero-sum stochastic games for controlled discrete-time Markov chains on a Polish state space with risk-sensitive ergodic cost criterion. Under suitable assumptions we show that the associated…

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…

In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…

This paper investigates an infinite-horizon problems in the one-dimensional calculus of variations, arising from the Ramsey model of endogeneous economic growth. Following Chichilnisky, we introduce an additional term, which models concern…

We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called…

Optimization of deep learning algorithms to approach Nash Equilibrium remains a significant problem in imperfect information games, e.g. StarCraft and poker. Neural Fictitious Self-Play (NFSP) has provided an effective way to learn…

We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…

Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…

We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…

Learning and computation of equilibria are central problems in game theory, theory of computation, and artificial intelligence. In this work, we introduce proximal regret, a new notion of regret based on proximal operators that lies…

Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…

We introduce a new methodology that enables detection of the onset of convergence towards Nash equilibria in simple repeated games with infinitely large strategy spaces, thereby revealing the heuristics used in decision-making. The method…

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

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…