相关论文: Computing Bayes Nash Equilibrium Strategies in Auc…

Traditional methods for computing equilibria in auctions become computationally intractable as auction complexity increases, particularly in multi-item and dynamic auctions. This paper introduces a self-play based reinforcement learning…

Applications of combinatorial auctions (CA) as market mechanisms are prevalent in practice, yet their Bayesian Nash equilibria (BNE) remain poorly understood. Analytical solutions are known only for a few cases where the problem can be…

In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…

Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…

We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…

We present a new algorithm for computing pure-strategy $\varepsilon$-Bayes-Nash equilibria ($\varepsilon$-BNEs) in combinatorial auctions with continuous value and action spaces. An essential innovation of our algorithm is to separate the…

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Equilibrium problems in Bayesian auction games can be described as systems of differential equations. Depending on the model assumptions, these equations might be such that we do not have a rigorous mathematical solution theory. The lack of…

Computing Nash equilibria for strategic multi-agent systems is challenging for expensive black box systems. Motivated by the ubiquity of games involving exploitation of common resources, this paper considers the above problem for potential…

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

We consider the computational complexity of computing Bayes-Nash equilibria in first-price auctions, where the bidders' values for the item are drawn from a general (possibly correlated) joint distribution. We show that when the values and…

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

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…

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…

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…

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…