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We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…

Machine Learning · Computer Science 2023-03-23 S. Rasoul Etesami

The behavior of rational and selfish players (receivers) over a multiple-input multiple-output Gaussian broadcast channel is investigated using the framework of noncooperative game theory. In contrast to the game-theoretic model of the…

Information Theory · Computer Science 2012-03-16 Srinivas Yerramalli , Rahul Jain , Urbashi Mitra

This paper addresses a class of network games played by dynamic agents using their outputs. Unlike most existing related works, the Nash equilibrium in this work is defined by functions of agent outputs instead of full agent states, which…

Optimization and Control · Mathematics 2023-04-27 Meichen Guo , Claudio De Persis

In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…

Probability · Mathematics 2014-01-21 Qian Lin

We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…

Optimization and Control · Mathematics 2022-03-10 Said Hamadène , Mohammed Hassani , Marie-Amélie Morlais

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

In this paper, we address the inverse problem in the case of linear-quadratic discrete-time dynamic non-cooperative games. Given feedback laws of players that are known to be a Nash equilibrium pair for a discrete-time linear system, we…

Optimization and Control · Mathematics 2024-07-19 Emin Martirosyan , Ming Cao

We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is…

Optimization and Control · Mathematics 2023-04-19 Jodi Dianetti

Many resources are provided by an ecological system that is vulnerable to tipping when exceeding a certain level of pollution, with a sudden big loss of ecosystem services. An ecological system is usually also a common-pool resource and…

General Economics · Economics 2026-03-23 Yongyang Cai , Anastasios Xepapadeas , Aart de Zeeuw

Considering infinite-horizon, discrete-time, linear quadratic, N-player dynamic games with scalar dynamics, a graphical representation of feedback Nash equilibrium solutions is provided. This representation is utilised to derive conditions…

Optimization and Control · Mathematics 2025-01-27 Benita Nortmann , Mario Sassano , Thulasi Mylvaganam

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

Optimization and Control · Mathematics 2019-03-19 Bruce Hajek , Michael Livesay

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer

We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…

Optimization and Control · Mathematics 2025-10-21 Utsav Sadana , Puduru Viswanadha Reddy , Georges Zaccour

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…

Networking and Internet Architecture · Computer Science 2013-05-14 François Mériaux , Samson Lasaulce , Hamidou Tembine

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Sergio Grammatico

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

Mathematical Finance · Quantitative Finance 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

This paper proposes and studies a general form of dynamic $N$-player non-cooperative games called $\alpha$-potential games, where the change of a player's value function upon her unilateral deviation from her strategy is equal to the change…

Optimization and Control · Mathematics 2025-04-02 Xin Guo , Xinyu Li , Yufei Zhang

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

The purpose of this paper is to study 2-person zero-sum stochastic differential games, in which one player is a major one and the other player is a group of $N$ minor agents which are collectively playing, statistically identical and have…

Probability · Mathematics 2013-08-26 Rainer Buckdahn , Juan Li , Shige Peng

We investigate a time-inconsistent, non-Markovian finite-player game in continuous time, where each player's objective functional depends non-linearly on the expected value of the state process. As a result, the classical Bellman optimality…

Probability · Mathematics 2025-12-10 Dylan Possamaï , Chiara Rossato