Related papers: A Lyapunov Optimization Approach to Repeated Stoch…
In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…
We consider a scenario where N users try to access a common base station. Associated with each user is its channel state and a finite queue which varies with time. Each user chooses his power and the admission control variable in a dynamic…
We consider sequences of games $\mathcal{G}=\{G_1,G_2,\ldots\}$ where, for all $n$, $G_n$ has the same set of players. Such sequences arise in the analysis of running time of players in games, in electronic money systems such as Bitcoin and…
Learning controllers merely based on a performance metric has been proven effective in many physical and non-physical tasks in both control theory and reinforcement learning. However, in practice, the controller must guarantee some notion…
We consider the problem of budget allocation for competitive influence maximization over social networks. In this problem, multiple competing parties (players) want to distribute their limited advertising resources over a set of social…
In game theory, mechanism design is concerned with the design of incentives so that a desired outcome of the game can be achieved. In this paper, we study the design of incentives so that a desirable equilibrium is obtained, for instance,…
The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…
We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…
We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…
Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…
Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…
We describe a social game that we designed for encouraging energy efficient behavior amongst building occupants with the aim of reducing overall energy consumption in the building. Occupants vote for their desired lighting level and win…
Graphon games have been introduced to study games with many players who interact through a weighted graph of interaction. By passing to the limit, a game with a continuum of players is obtained, in which the interactions are through a…
We consider a discrete population of users with homogeneous service demand who need to decide when to arrive to a system in which the service rate deteriorates linearly with the number of users in the system. The users have heterogeneous…
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…
This paper considers the design of fully distributed Nash equilibrium seeking strategies for multi-agent games. To develop fully distributed seeking strategies, two adaptive control laws, including a node-based control law and an edge-based…
This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…
We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the…