Related papers: Discrete-Time Dynamic Noncooperative Game Theory

The future smart grid is envisioned as a large-scale cyber-physical system encompassing advanced power, communications, control, and computing technologies. In order to accommodate these technologies, it will have to build on solid…

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…

Predicting the outcomes of cyber-physical systems with multiple human interactions is a challenging problem. This article reviews a game theoretical approach to address this issue, where reinforcement learning is employed to predict the…

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

Continuous and discrete game-theoretic models of dispersed material drying process are formalized and studied in the paper. The existence of optimal drying strategies is shown through application of results from the theory of differential…

Cooperative interval game is a cooperative game in which every coalition gets assigned some closed real interval. This models uncertainty about how much the members of a coalition get for cooperating together. In this paper we study…

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…

This paper studies a class of approach-evasion differential games, in which one player aims to steer the state of a dynamic system to the given target set in minimum time, while avoiding some set of disallowed states, and the other player…

Advanced persistent threats (APT) combine a variety of different attack forms ranging from social engineering to technical exploits. The diversity and usual stealthiness of APT turns them into a central problem of contemporary practical…

Promoting behavioural diversity is critical for solving games with non-transitive dynamics where strategic cycles exist, and there is no consistent winner (e.g., Rock-Paper-Scissors). Yet, there is a lack of rigorous treatment for defining…

This paper studies the finite-time horizon Markov games where the agents' dynamics are decoupled but the rewards can possibly be coupled across agents. The policy class is restricted to local policies where agents make decisions using their…

A generalized model of games is proposed, in which cooperative games and non-cooperative games are special cases. Some games that are neither cooperative nor non-cooperative can be expressed and analyzed. The model is based on relationships…

Optimizing strategic decisions (a.k.a. computing equilibrium) is key to the success of many non-cooperative multi-agent applications. However, in many real-world situations, we may face the exact opposite of this game-theoretic problem --…

This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision…

Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…

We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…

Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…

Addressing the question of how to achieve optimal decision-making under risk and uncertainty is crucial for enhancing the capabilities of artificial agents that collaborate with or support humans. In this work, we address this question in…