Related papers: Time averages, recurrence and transience in the st…
We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…
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…
Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power…
We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…
In this paper, we examine the Nash equilibrium convergence properties of no-regret learning in general N-player games. For concreteness, we focus on the archetypal follow the regularized leader (FTRL) family of algorithms, and we consider…
People tend to align their use of language to the linguistic behaviour of their own ingroup and to simultaneously diverge from the language use of outgroups. This paper proposes to model this phenomenon of sociolinguistic identity…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…
This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…
Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…
We introduce a framework for stochastic games on large sparse graphs, covering continuous-time and discrete-time dynamic games as well as static games. Players are indexed by the vertices of simple, locally finite graphs, allowing both…
We study the stochastic dynamics of evolutionary games, and focus on the so-called `stochastic slowdown' effect, previously observed in (Altrock et. al, 2010) for simple evolutionary dynamics. Slowdown here refers to the fact that a…
We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…
A distributed Nash equilibrium seeking algorithm is presented for networked games. We assume an incomplete information available to each player about the other players' actions. The players communicate over a strongly connected digraph to…
We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…
In this short note we study a class of multi-player, turn-based games with deterministic state transitions and reachability / safety objectives (this class contains as special cases "classic" two-player reachability and safety games as well…
The stable cooperation ratio of spatial evolutionary games has been widely studied using simulations or approximate analysis methods. However, sometimes such ``stable'' cooperation ratios obtained via approximate methods might not be…
This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…
In this paper, we study graphon mean field games using a system of forward-backward stochastic differential equations. We establish the existence and uniqueness of solutions under two different assumptions and prove the stability with…