相关论文: Bessel Function Analysis of Nesterov's ODE in $N$-…

Distributed Nash equilibrium seeking for games in uncertain networked systems without a prior knowledge about control directions is explored in this paper. More specifically, the dynamics of the players are supposed to be first-order or…

Noncooperative game-theoretic tools have been increasingly used to study many important resource allocation problems in communications, networking, smart grids, and portfolio optimization. In this paper, we consider a general class of…

The study of learning in games has thus far focused primarily on normal form games. In contrast, our understanding of learning in extensive form games (EFGs) and particularly in EFGs with many agents lags far behind, despite them being…

We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler…

Adversarial formulations such as generative adversarial networks (GANs) have rekindled interest in two-player min-max games. A central obstacle in the optimization of such games is the rotational dynamics that hinder their convergence. In…

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

We introduce a generalization of zero-sum network multiagent matrix games and prove that alternating gradient descent converges to the set of Nash equilibria at rate $O(1/T)$ for this set of games. Alternating gradient descent obtains this…

We study the computation of equilibria of anonymous games, via algorithms that may proceed via a sequence of adaptive queries to the game's payoff function, assumed to be unknown initially. The general topic we consider is \emph{query…

We derive sublinear-time quantum algorithms for computing the Nash equilibrium of two-player zero-sum games, based on efficient Gibbs sampling methods. We are able to achieve speed-ups for both dense and sparse payoff matrices at the cost…

Adversarial team games model multiplayer strategic interactions in which a team of identically-interested players is competing against an adversarial player in a zero-sum game. Such games capture many well-studied settings in game theory,…

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…

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…

We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…

In this paper, we provide exponential rates of convergence to the interior Nash equilibrium for continuous-time dual-space game dynamics such as mirror descent (MD) and actor-critic (AC). We perform our analysis in $N$-player continuous…

Ever since the original algorithm by Nesterov (1983), the true nature of the acceleration phenomenon has remained elusive, with various interpretations of why the method is actually faster. The diagnosis of the algorithm through the lens of…

In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking…

We present a coupled system of ODEs which, when discretized with a constant time step/learning rate, recovers Nesterov's accelerated gradient descent algorithm. The same ODEs, when discretized with a decreasing learning rate, leads to novel…

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

Evolutionary anti-coordination games on networks capture real-world strategic situations such as traffic routing and market competition. In such games, agents maximize their utility by choosing actions that differ from their neighbors'…