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This paper studies a nonzero-sum Dynkin game in discrete time under non-exponential discounting. For both players, there are two levels of game-theoretic reasoning intertwined. First, each player looks for an intra-personal equilibrium…

Optimization and Control · Mathematics 2022-05-09 Yu-Jui Huang , Zhou Zhou

This paper discusses a special type of multi-user communication scenario, in which users' utilities are linearly impacted by their competitors' actions. First, we explicitly characterize the Nash equilibrium and Pareto boundary of the…

Computer Science and Game Theory · Computer Science 2009-08-13 Yi Su , Mihaela van der Schaar

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

We consider a noncooperative $n$-player principal eigenvalue game which is associated with an infinitesimal generator of a stochastically perturbed multi-channel dynamical system -- where, in the course of such a game, each player attempts…

Optimization and Control · Mathematics 2018-01-03 Getachew K. Befekadu , Panos J. Antsaklis

Modern random access mechanisms combine packet repetitions with multi-user detection mechanisms at the receiver to maximize the throughput and reliability in massive Internet of Things (IoT) scenarios. However, optimizing the access policy,…

We study a problem where wireless service providers compete for heterogenous wireless users. The users differ in their utility functions as well as in the perceived quality of service of individual providers. We model the interaction of an…

Information Theory · Computer Science 2010-07-08 Vojislav Gajić , Jianwei Huang , Bixio Rimoldi

We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires…

Multiagent Systems · Computer Science 2023-02-21 Jing Wang , Meichen Song , Feng Gao , Boyi Liu , Zhaoran Wang , Yi Wu

This paper investigates design of noncooperative games from an optimization and control theoretic perspective. Pricing mechanisms are used as a design tool to ensure that the Nash equilibrium of a fairly general class of noncooperative…

Computer Science and Game Theory · Computer Science 2010-07-02 Tansu Alpcan , Lacra Pavel , Nem Stefanovic

A bargaining game is investigated for cooperative energy management in microgrids. This game incorporates a fully distributed and realistic cooperative power scheduling algorithm (CoDES) as well as a distributed Nash Bargaining Solution…

Multiagent Systems · Computer Science 2021-04-14 Lu An , Jie Duan , Mo-Yuen Chow , Alexandra Duel-Hallen

This paper investigates the distributed Nash equilibrium seeking problem for two-network zero-sum games with set constraints, where the two networks have the opposite nonsmooth cost functions. The interaction of the agents in each network…

Optimization and Control · Mathematics 2019-12-03 Dandan Yue , Ziyang Meng

This paper models a two-agent economy with production and appropriation as a noncooperative dynamic game, and determines its closed-form Markovian Nash equilibrium. The analysis highlights the para-metric conditions that tip the economy…

Theoretical Economics · Economics 2023-04-05 Julio Huato

The paper studies the routing in the network shared by several users. Each user seeks to optimize either its own performance or some combination between its own performance and that of other users, by controlling the routing of its given…

Computer Science and Game Theory · Computer Science 2008-10-14 Amar Prakash Azad , Eitan Altman , R. El-Azouzi

This paper proposes a novel energy sharing mechanism for prosumers who can produce and consume. Different from most existing works, the role of individual prosumer as a seller or buyer in our model is endogenously determined. Several…

Optimization and Control · Mathematics 2019-10-08 Yue Chen , Shengwei Mei , Fengyu Zhou , Steven H. Low , Wei Wei , Feng Liu

Autonomous artificial intelligence agents in negotiation systems must generate equitable utility allocations satisfying individual rationality (IR), ensuring each agent receives at least its outside option, and the Nash Bargaining Solution…

Computer Science and Game Theory · Computer Science 2026-04-01 Moirangthem Tiken Singh , Surajit Borkotokey , Rajnish Kumar

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

Computer Science and Game Theory · Computer Science 2024-02-13 Huaqing Li , Liang Ran , Lifeng Zheng , Zhe Li , Jinhui Hu , Jun Li , Tingwen Huang

We consider shared workspace scenarios with humans and robots acting to achieve independent goals, termed as parallel play. We model these as general-sum games and construct a framework that utilizes the Nash equilibrium solution concept to…

Artificial Intelligence · Computer Science 2020-06-11 Shray Bansal , Jin Xu , Ayanna Howard , Charles Isbell

The problem of rate control in multi-user multiple-input multiple-output (MIMO) interference systems is formulated as a multicriteria optimization (MCO) problem. The Pareto rate region of the MCO problem is characterized. It is shown that…

Computer Science and Game Theory · Computer Science 2013-02-20 Zengmao Chen , Sergiy A. Vorobyov , Cheng-Xiang Wang , John Thompson

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a…

Trading and Market Microstructure · Quantitative Finance 2020-10-30 Xiangge Luo , Alexander Schied

We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…

Machine Learning · Computer Science 2024-10-04 Sarah Sachs , Hedi Hadiji , Tim van Erven , Mathias Staudigl

The possibility of latency arbitrage in financial markets has led to the deployment of high-speed communication links between distant financial centers. These links are noisy and so there is a need for coding. In this paper, we develop a…

Information Theory · Computer Science 2015-04-28 Mina Karzand , Lav R. Varshney
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