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One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The…
We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…
We investigate the impact of payoff shocks on the evolution of large populations of myopic players that employ simple strategy revision protocols such as the "imitation of success". In the noiseless case, this process is governed by the…
Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…
Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…
This paper introduces an equilibrium framework based on sequential sampling in which players face strategic uncertainty over their opponents' behavior and acquire informative signals to resolve it. Sequential sampling equilibrium delivers a…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…
This work investigates continuous time stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. The control processes are…
We study the problem of computing an $\epsilon$-Nash equilibrium in repeated games. Earlier work by Borgs et al. [2010] suggests that this problem is intractable. We show that if we make a slight change to their model---modeling the players…
We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…
We study the issues of existence and inefficiency of pure Nash equilibria in linear congestion games with altruistic social context, in the spirit of the model recently proposed by de Keijzer {\em et al.} \cite{DSAB13}. In such a framework,…
In evolutionary game theory, it is customary to be partial to the dynamical models possessing fixed points so that they may be understood as the attainment of evolutionary stability, and hence, Nash equilibrium. Any show of periodic or…
This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…
In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…
We investigate the fluctuations induced by irrationality in simple games with a large number of competing players. We show that Nash equilibria in such games are ``weakly'' stable: irrationality propagates and amplifies through players'…
This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…
We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…
We propose a game-theoretic dynamics of a population of replicating individuals. It consists of two parts: the standard replicator one and a migration between two different habitats. We consider symmetric two-player games with two…
Towards characterizing the optimization landscape of games, this paper analyzes the stability of gradient-based dynamics near fixed points of two-player continuous games. We introduce the quadratic numerical range as a method to…
The replicator equation is a simple model of evolution that leads to stable form of Nash Equilibrium, Evolutionary Stable Strategy (ESS). It has been studied in connection with Evolutionary Game Theory and was originally developed for…