Related papers: On noncooperative $n$-player principal eigenvalue …
We study mean field games for large non--exchangeable populations with moderate local interactions and common noise. The finite--player system is driven by two complementary interaction mechanisms : a graphon--type structure, which encodes…
We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on controls in $L^2$. We propose a novel approach for deriving the…
We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…
An open problem in linear quadratic (LQ) games has been characterizing the Nash equilibria. This problem has renewed relevance given the surge of work on understanding the convergence of learning algorithms in dynamic games. This paper…
This paper models a two-agent economy with production and appropriation as a noncooperative dynamic game, and determines its closed-form Markovian Nash equilibrium. The analysis highlights the para-metric conditions that tip the economy…
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…
The stability property of the loss-aversion-based noncooperative switched systems with quadratic payoffs is investigated. In this system, each agent adopts the lower sensitivity parameter in the myopic pseudo-gradient dynamics for the case…
We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…
We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…
We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach relies on a multiparametric affine variational inequality…
This paper considers data-based solutions of linear-quadratic nonzero-sum differential games. Two cases are considered. First, the deterministic game is solved and Nash equilibrium strategies are obtained by using persistently excited data…
We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…
We discuss stochastic dynamics of finite populations of individuals playing games. We review recent results concerning the dependence of the long-run behavior of such systems on the number of players and the noise level. In the case of…
This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…
Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…
Interactions among selfish users sharing a common transmission channel can be modeled as a non-cooperative game using the game theory framework. When selfish users choose their transmission probabilities independently without any…
We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…
This paper aims to formulate and study the inverse problem of non-cooperative linear quadratic games: Given a profile of control strategies, find cost parameters for which this profile of control strategies is Nash. We formulate the problem…
We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime $M$. Switching decisions are driven by a continuous stochastic factor $X$…
For a non-cooperative m-persons differential game, the value functions ofthe various players satisfy a system of Hamilton-Jacobi-Bellman equations.Nashequilibrium solutions in feedback form can be obtained by studying a related system of…