Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games

Nash Convergence of Gradient Dynamics in Iterated General-Sum Games

Multi-agent games are becoming an increas­ ingly prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic market­ places makes the study of computationally simple agents an appealing direction. In this work, we analyze the behavior of agents that incrementally adapt their strategy through gradi...

Nash Convergence of Gradient Dynamics in General-Sum Games

Multi-agent games are becoming an increasingly prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of computationally simple agents an appealing direction. In this work, we analyze the behavior of agents that incrementally adapt their strategy through gradient ...

Nash and Stackelberg solutions to general linear-quadratic two-player difference games. II. Open-closed strategies

This paper deals with difference games in which the information structures of the players are not equal. Nash and Stackelberg solutions to deterministic linear-quadratic two-player difference games are presented. The open-closed strategies are considered where one of the players can only use the initial state whereas the other has access to perfect memory information of the state. Stackelberg o...

Nash Equilibria in General Sum Games

In this lecture we study basic solution concepts in game theory, namely the notion of dominant strategy and Nash equilibrium. We consider rational players in a competitive environment. A rational player is a player with priorities (or utility) that tries to maximize the utility (or minimize cost) while considering that other players are also rational. A competitive environment is an environment...

Convergent Gradient Ascent in General-Sum Games