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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…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Rohan Deb , Swetha Ganesh , Shalabh Bhatnagar

While the computational complexity of many game-theoretic solution concepts, notably Nash equilibrium, has now been settled, the question of determining the exact complexity of computing an evolutionarily stable strategy has resisted…

Computer Science and Game Theory · Computer Science 2018-05-08 Vincent Conitzer

This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the drift term of the leader's state equation. Moreover, both the…

Optimization and Control · Mathematics 2026-03-31 Na Xiang , Jingtao Shi

We use system-theoretic passivity methods to study evolutionary Nash equilibria learning in large populations of agents engaged in strategic, non-cooperative interactions. The agents follow learning rules (rules for short) that capture…

Computer Science and Game Theory · Computer Science 2024-08-02 Nuno C. Martins , Jair Certório , Matthew S. Hankins

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

Computer Science and Game Theory · Computer Science 2014-12-10 Joseph Y. Halpern , Rafael Pass

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…

Optimization and Control · Mathematics 2024-04-12 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

Game theory is widely used as a behavioral model for strategic interactions in biology and social science. It is common practice to assume that players quickly converge to an equilibrium, e.g. a Nash equilibrium. This can be studied in…

Physics and Society · Physics 2018-09-20 Marco Pangallo , Torsten Heinrich , J Doyne Farmer

In this communication, a simple mechanism in the optional public goods game is experimentally investigated using two experimental settings; and first time, the cyclic strategy pattern in full state space is demonstrated by means of…

Physics and Society · Physics 2014-06-17 Bin Xu

This document consists of two parts: the second part was submitted earlier as a new proof of Nash's theorem, and the first part is a note explaining a problem found in that proof. We are indebted to Sergiu Hart and Eran Shmaya for their…

Computer Science and Game Theory · Computer Science 2010-09-14 Noah D. Stein , Pablo A. Parrilo , Asuman Ozdaglar

Many interesting phenomena in nature are described by stochastic processes with irreversible dynamics. To model these phenomena, we focus on a master equation or a Fokker-Planck equation with rates which violate detailed balance. When the…

Statistical Mechanics · Physics 2016-10-11 R K P Zia , Jeffrey B Weiss , Dibyendu Mandal , Baylor Fox-Kemper

Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…

Populations and Evolution · Quantitative Biology 2013-05-30 Jacek Miekisz

We introduce a model of dynamic matching with transferable utility, extending the static model of Shapley and Shubik (1971). Forward-looking agents have individual states that evolve with current matches. Each period, a matching market with…

Econometrics · Economics 2026-04-23 Pauline Corblet , Jeremy Fox , Alfred Galichon

Following the ideas laid out in Myerson (1996), Hofbauer (2000) defined a Nash equilibrium of a finite game as sustainable if it can be made the unique Nash equilibrium of a game obtained by deleting/adding a subset of the strategies that…

Theoretical Economics · Economics 2021-08-11 Srihari Govindan , Rida Laraki , Lucas Pahl

In this paper, the known deterministic linear-quadratic Stackelberg game is revisited, whose open-loop Stackelberg solution actually possesses the nature of time inconsistency. To handle this time inconsistency, {a two-tier game framework…

Optimization and Control · Mathematics 2022-03-09 Yuan-Hua Ni , Liping Liu , Xinzhen Zhang

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of potential function for discrete-space stochastic systems. It is based on a…

Populations and Evolution · Quantitative Biology 2018-01-25 Paweł Nałęcz-Jawecki , Jacek Miękisz

Economists were content with the concept of the Nash equilibrium as game theory's solution concept until Daskalakis, Goldberg, and Papadimitriou showed that finding a Nash equilibrium is most likely a computationally hard problem, a result…

Computer Science and Game Theory · Computer Science 2013-04-08 Ioannis Avramopoulos

Recently, an evolutionary game dynamics model taking into account the environmental feedback has been proposed to describe the co-evolution of strategic actions of a population of individuals and the state of the surrounding environment;…

Systems and Control · Electrical Eng. & Systems 2022-05-24 Lulu Gong , Weijia Yao , Jian Gao , Ming Cao

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Seyed Shahram Yadollahi , Hamed Kebriaei , Sadegh Soudjani

We propose a new framework of Markov $\alpha$-potential games to study Markov games. We show that any Markov game with finite-state and finite-action is a Markov $\alpha$-potential game, and establish the existence of an associated…

Computer Science and Game Theory · Computer Science 2025-04-02 Xin Guo , Xinyu Li , Chinmay Maheshwari , Shankar Sastry , Manxi Wu