Related papers: On noncooperative $n$-player principal eigenvalue …
The noncooperative Nash equilibrium solution of classical games corresponds to a rational expectations attitude on the part of the players. However, in many cases, games played by human players have outcomes very different from Nash…
In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…
In a society of completely selfish individuals where everybody is only interested in maximizing his own payoff, does any equilibrium exist for the society? John Nash proved more than 50 years ago that an equilibrium always exists such that…
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…
In this paper, we introduce discrete-time linear mean-field games subject to an infinite-horizon discounted-cost optimality criterion. The state space of a generic agent is a compact Borel space. At every time, each agent is randomly…
In this work, a non-cooperative power control game for multi-carrier CDMA systems is proposed. In the proposed game, each user needs to decide how much power to transmit over each carrier to maximize its overall utility. The utility…
We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…
In the theory of multi-agent systems, deception refers to the strategic manipulation of information to influence the behavior of other agents, ultimately altering the long-term dynamics of the entire system. Recently, this concept has been…
In this paper, we consider a linear quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of…
We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…
This paper tackles the problem of how two selfish users jointly determine the operating point in the achievable rate region of a two-user Gaussian interference channel through bargaining. In previous work, incentive conditions for two users…
We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…
We study a class of nonzero-sum stochastic differential games between two teams with agents in each team interacting through graphon aggregates. On the one hand, in each large population group, agents act together to optimize a common…
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…
This paper presents algorithms for non-zero sum nonlinear constrained dynamic games with full information. Such problems emerge when multiple players with action constraints and differing objectives interact with the same dynamic system.…
We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…
We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear) $g$-expectation. We then consider a non-zero-sum…
This paper investigates design of noncooperative games from an optimization and control theoretic perspective. Pricing mechanisms are used as a design tool to ensure that the Nash equilibrium of a fairly general class of noncooperative…
We analyze the stability of a nonlinear dynamical model describing the noncooperative strategic interactions among the agents of a finite collection of populations. Each agent selects one strategy at a time and revises it repeatedly…
Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…