Related papers: A Lyapunov Optimization Approach to Repeated Stoch…

Inspired by the path coordination problem arising from robo-taxis, warehouse management, and mixed-vehicle routing problems, we model a group of heterogeneous players responding to stochastic demands as a congestion game under Markov…

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

We consider two-player zero-sum stochastic games and propose a two-timescale $Q$-learning algorithm with function approximation that is payoff-based, convergent, rational, and symmetric between the two players. In two-timescale…

We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…

There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…

Probabilistic model checking for stochastic games enables formal verification of systems that comprise competing or collaborating entities operating in a stochastic environment. Despite good progress in the area, existing approaches focus…

In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…

Network congestion games are a convenient model for reasoning about routing problems in a network: agents have to move from a source to a target vertex while avoiding congestion, measured as a cost depending on the number of players using…

We introduce the concept of budget games. Players choose a set of tasks and each task has a certain demand on every resource in the game. Each resource has a budget. If the budget is not enough to satisfy the sum of all demands, it has to…

Multi-leader multi-follower games are a class of hierarchical games in which a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium…

Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…

In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend…

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,…

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

In this paper, the problem of smart grid energy management under stochastic dynamics is investigated. In the considered model, at the demand side, it is assumed that customers can act as prosumers who own renewable energy sources and can…

This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…

We propose and analyze a broad family of games played by resource-constrained players, which are characterized by the following central features: 1) each user has a multi-dimensional action space, subject to a single sum resource…

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

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…

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…