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We consider $n$ risk-averse agents who compete for liquidity in an Almgren--Chriss market impact model. Mathematically, this situation can be described by a Nash equilibrium for a certain linear-quadratic differential game with state…

Optimization and Control · Mathematics 2015-07-08 Alexander Schied , Tao Zhang

When learning in strategic environments, a key question is whether agents can overcome uncertainty about their preferences to achieve outcomes they could have achieved absent any uncertainty. Can they do this solely through interactions…

Computer Science and Game Theory · Computer Science 2024-11-21 Nivasini Ananthakrishnan , Nika Haghtalab , Chara Podimata , Kunhe Yang

In this work, we consider the problem of autonomous racing with multiple agents where agents must interact closely and influence each other to compete. We model interactions among agents through a game-theoretical framework and propose an…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Yixuan Jia , Maulik Bhatt , Negar Mehr

Dynamic games are powerful tools to model multi-agent decision-making, yet computing Nash (generalized Nash) equilibria remains a central challenge in such settings. Complexity arises from tightly coupled optimality conditions, nested…

Computer Science and Game Theory · Computer Science 2026-02-06 Mahdis Rabbani , Navid Mojahed , Shima Nazari

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

This paper addresses the problem of distributed online generalized Nash equilibrium (GNE) learning for multi-cluster games with delayed feedback information. Specifically, each agent in the game is assumed to be informed a sequence of local…

Optimization and Control · Mathematics 2024-07-08 Bingqian Liu , Guanghui Wen , Xiao Fang , Tingwen Huang , Guanrong Chen

We present an alternative methodology for the analysis of algorithms, based on the concept of expected discounted reward. This methodology naturally handles algorithms that do not always terminate, so it can (theoretically) be used with…

Artificial Intelligence · Computer Science 2017-08-08 Andrew MacFie

We propose interdependent defense (IDD) games, a computational game-theoretic framework to study aspects of the interdependence of risk and security in multi-agent systems under deliberate external attacks. Our model builds upon…

Computer Science and Game Theory · Computer Science 2012-10-19 Hau Chan , Michael Ceyko , Luis E. Ortiz

Multiagent learning settings are inherently more difficult than single-agent learning because each agent interacts with other simultaneously learning agents in a shared environment. An effective approach in multiagent reinforcement learning…

Computer Science and Game Theory · Computer Science 2022-10-31 Dong-Ki Kim , Matthew Riemer , Miao Liu , Jakob N. Foerster , Gerald Tesauro , Jonathan P. How

Decision-making for autonomous driving is challenging, considering the complex interactions among multiple traffic agents (e.g., autonomous vehicles (AVs), human drivers, and pedestrians) and the computational load needed to evaluate these…

Systems and Control · Electrical Eng. & Systems 2023-11-13 Mushuang Liu , Ilya Kolmanovsky , H. Eric Tseng , Suzhou Huang , Dimitar Filev , Anouck Girard

This article extends the idea of solving parity games by strategy iteration to non-deterministic strategies: In a non-deterministic strategy a player restricts himself to some non-empty subset of possible actions at a given node, instead of…

Computer Science and Game Theory · Computer Science 2012-03-20 Michael Luttenberger

Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…

Computer Science and Game Theory · Computer Science 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu

Artificial intelligence (AI) agents will need to interact with both other AI agents and humans. Creating models of associates help to predict the modeled agents' actions, plans, and intentions. This work introduces algorithms that predict…

Artificial Intelligence · Computer Science 2020-04-28 Najma Mathema , Michael A. Goodrich , Jacob W. Crandall

This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…

Optimization and Control · Mathematics 2025-09-25 Zifan Wang , Xinlei Yi , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

Attack detection is usually approached as a classification problem. However, standard classification tools often perform poorly because an adaptive attacker can shape his attacks in response to the algorithm. This has led to the recent…

Computer Science and Game Theory · Computer Science 2017-06-26 Lemonia Dritsoula , Patrick Loiseau , John Musacchio

We study a class of games which model the competition among agents to access some service provided by distributed service units and which exhibit congestion and frustration phenomena when service units have limited capacity. We propose a…

Computer Science and Game Theory · Computer Science 2015-08-19 F. Altarelli , A. Braunstein , L. Dall'Asta

We consider the framework of average aggregative games, where the cost function of each agent depends on his own strategy and on the average population strategy. We focus on the case in which the agents are coupled not only via their cost…

Systems and Control · Computer Science 2017-10-18 Francesca Parise , Basilio Gentile , John Lygeros

We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and…

Computer Science and Game Theory · Computer Science 2022-05-10 Veerle Tan-Timmermans , Tobias Harks

We study the issues of existence and inefficiency of pure Nash equilibria in linear congestion games with altruistic social context, in the spirit of the model recently proposed by de Keijzer {\em et al.} \cite{DSAB13}. In such a framework,…

Computer Science and Game Theory · Computer Science 2013-08-16 Vittorio Bilò

Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…

Physics and Society · Physics 2015-04-01 Giulio Cimini , Claudio Castellano , Angel Sánchez