相关论文: Computing Pure Nash Equilibria via Markov Random F…

This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…

We analyze the sample complexity of learning graphical games from purely behavioral data. We assume that we can only observe the players' joint actions and not their payoffs. We analyze the sufficient and necessary number of samples for the…

Signaling game problems investigate communication scenarios where encoder(s) and decoder(s) have misaligned objectives due to the fact that they either employ different cost functions or have inconsistent priors. This problem has been…

In this work, we study potential games and Markov potential games under stochastic cost and bandit feedback. We propose a variant of the Frank-Wolfe algorithm with sufficient exploration and recursive gradient estimation, which provably…

Designing efficient algorithms to compute Nash equilibria poses considerable challenges in Algorithmic Game Theory and Optimization. In this work, we employ integer programming techniques to compute Nash equilibria in Integer Programming…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

Generative artificial intelligence (Generative AI), and in particular Large Language Models (LLMs) have gained significant popularity among researchers and industrial communities, paving the way for integrating LLMs in different domains,…

In this tutorial, we present a computational overview on computing Nash equilibria in Integer Programming Games ($IPG$s), $i.e.$, how to compute solutions for a class of non-cooperative and nonconvex games where each player solves a…

This paper is related to nonzero-sum stochastic differential games in the Markovian framework. We show existence of a Nash equilibrium point for the game when the drift is no longer bounded and only satisfies a linear growth condition. The…

Generalized Nash equilibrium problems with mixed-integer variables constitute an important class of games in which each player solves a mixed-integer optimization problem, where both the objective and the feasible set is parameterized by…

We study distributed algorithms for seeking a Nash equilibrium in a class of non-cooperative convex games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in…

In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Most work in game theory assumes that players are perfect reasoners and have common knowledge of all significant aspects of the game. In earlier work, we proposed a framework for representing and analyzing games with possibly unaware…

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

We compute a parametric description of the totally mixed Nash equilibria of a generic game in normal form with pre-fixed structure. Using this representation, we show conditions under which a game has the maximum possible number of this…

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 study strategic games on weighted directed graphs, in which the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy, augmented by a fixed non-negative integer bonus for picking a…

We consider finite $n$-person deterministic graphical games and study the existence of pure stationary Nash-equilibrium in such games. We assume that all infinite plays are equivalent and form a unique outcome, while each terminal position…

Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…