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In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…

Probability · Mathematics 2025-02-26 Mingrui Wang , Prakash Chakraborty

Multi-agent games are becoming an increasing 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…

Computer Science and Game Theory · Computer Science 2013-01-18 Satinder Singh , Michael Kearns , Yishay Mansour

This paper continues the study of the mean field game (MFG) convergence problem: In what sense do the Nash equilibria of $n$-player stochastic differential games converge to the mean field game as $n\rightarrow\infty$? Previous work on this…

Probability · Mathematics 2018-08-09 Daniel Lacker

We consider a stylized model for a power network with distributed local power generation and storage. This system is modeled as network connection a large number of nodes, where each node is characterized by a local electricity consumption,…

Probability · Mathematics 2019-06-21 Clemence Alasseur , Imen Ben Tahar , Anis Matoussi

The mathematical characterization of social-distancing games in classical epidemic theory remains an important question, for their applications to both infectious-disease theory and memetic theory. We consider a special case of the dynamic…

Computer Science and Game Theory · Computer Science 2026-03-16 Connor D Olson , Timothy C Reluga

We define and study a lending game to model the interbank money market, in which lending banks strategically allocate their cash to borrowing banks. The interest rate offered by each borrowing bank is within the interest rate corridor set…

Computer Science and Game Theory · Computer Science 2026-02-18 Jinyun Tong , Bart de Keijzer , Haoxiang Wang , Carmine Ventre

In this paper, we consider the competitive diffusion game, and study the existence of its pure-strategy Nash equilibrium when defined over general undirected networks. We first determine the set of pure-strategy Nash equilibria for two…

Computer Science and Game Theory · Computer Science 2015-06-09 Seyed Rasoul Etesami , Tamer Basar

Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…

Computer Science and Game Theory · Computer Science 2023-12-19 Rene Carmona , Gokce Dayanikli , Francois Delarue , Mathieu Lauriere

We study a static game played by a finite number of agents, in which agents are assigned independent and identically distributed random types and each agent minimizes its objective function by choosing from a set of admissible actions that…

Probability · Mathematics 2017-02-08 Daniel Lacker , Kavita Ramanan

A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…

Computer Science and Game Theory · Computer Science 2007-05-23 Nicolas Christin , Jens Grossklags , John Chuang

In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost…

Computer Science and Game Theory · Computer Science 2022-10-17 Yue Yu , Jonathan Salfity , David Fridovich-Keil , Ufuk Topcu

This paper examines public goods and evaluates the mechanism through the game theory. Public goods are characterized by nonexclusivity and nonrivalry and this creates fundamental challenges for allocation. We analyze why competitive markets…

Theoretical Economics · Economics 2025-11-20 Yash Prajapati

We study the performance of approximate Nash equilibria for linear congestion games. We consider how much the price of anarchy worsens and how much the price of stability improves as a function of the approximation factor $\epsilon$. We…

Computer Science and Game Theory · Computer Science 2008-12-18 George Christodoulou , Elias Koutsoupias , Paul Spirakis

A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…

Computer Science and Game Theory · Computer Science 2026-01-27 Ali Asadi , Léonard Brice , Krishnendu Chatterjee , K. S. Thejaswini

When a centrally operated ride-hailing company considers to enter a market already served by another company, it has to make a strategic decision about how to distribute its fleet among different regions in the area. This decision will be…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

We introduce and investigate certain $N$ player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to…

Analysis of PDEs · Mathematics 2020-07-29 René Carmona , Mark Cerenzia , Aaron Zeff Palmer

We consider a queueing system consisting of two non-identical exponential servers, where each server has its own dedicated queue and serves the customers in that queue FCFS. Customers arrive according to a Poisson process and join the queue…

Probability · Mathematics 2017-03-20 Jori Selen , Ivo J. B. F. Adan , Stella Kapodistria , Johan S. H. van Leeuwaarden

We study a stochastic differential game with $N$ competitive players in a linear-quadratic framework with ergodic cost, where $d$-dimensional diffusion processes govern the state dynamics with an unknown common drift (matrix). Assuming a…

Optimization and Control · Mathematics 2026-01-30 Asaf Cohen , Ruolan He , Yuqiong Wang

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-09 Omer Ben-Porat , Moshe Tennenholtz

We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…

Optimization and Control · Mathematics 2025-02-19 Rama Cont , Anran Hu
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