These notes discuss some of the central solution concepts for normal-form games: Nash and correlated equilibrium, iterated deletion of strictly dominated strategies, rationalizability, and self-confirming equilibrium. Nash equilibrium captures the idea that players ought to do as well as they can given the strategies chosen by the other players. There are two pure Nash equilibria (B, B) and (F,...

Self-confirming equilibrium differs from Nash equilibrium in allowing players to have incorrect beliefs about how their opponents would play off of the equilibrium path. We provide several examples of ways that self-confirming and Nash equilibria differ. In games with "identified deviators , " all self -confirming equilibrium outcomes can be generated by extensive -form correlated equilibria. I...

We consider a multiagent noncooperative game with agents' objective functions being affected by uncertainty. Following data driven paradigm, we represent uncertainty means of scenarios and seek robust Nash equilibrium solution. treat the computation problem within realm probably approximately correct learning. Building upon recent developments in scenario-based optimization, accompany computed ...

The ε-well-supported Nash equilibrium is a strong notion of approximation of a Nash equilibrium, where no player has an incentive greater than ε to deviate from any of the pure strategies that she uses in her mixed strategy. The smallest constant ε currently known for which there is a polynomial-time algorithm that computes an ε-well-supported Nash equilibrium in bimatrix games is slightly belo...

Using the fact that any two player discounted stochastic game with finite state and action spaces can be recast as a non-convex constrained optimization problem, where each global minima corresponds to a stationary Nash equilibrium, we present a sequential quadratic programming based algorithm that converges to a KKT point. This KKT point is an -Nash equilibrium for some > 0 and under some suit...