Related papers: Discrete-Time Dynamic Noncooperative Game Theory
In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…
Studying continuous time counterpart of some discrete time dynamics is now a standard and fruitful technique, as some properties hold in both setups. In game theory, this is usually done by considering differential games on Euclidean…
We use ideas from distributed computing to study dynamic environments in which computational nodes, or decision makers, follow adaptive heuristics (Hart 2005), i.e., simple and unsophisticated rules of behavior, e.g., repeatedly "best…
Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…
Motivated by Cournot models, this paper proposes novel models of the noncooperative and cooperative differential games with density constraints in infinite dimensions, where markets consist of infinite firms and demand dynamics are governed…
Distributed online optimization and game have been increasingly researched in the last decade, mostly motivated by its wide applications in sensor networks, robotics (e.g., distributed target tracking and formation control), smart grids,…
Eco-evolutionary game dynamics which characterizes the mutual interactions and the coupled evolutions of strategies and environments has been of growing interests in very recent years. Since such feedback loops widely exist in a range of…
Defensive deception is a promising approach for cyber defense. Via defensive deception, the defender can anticipate attacker actions; it can mislead or lure attacker, or hide real resources. Although defensive deception is increasingly…
Expanding the ideas of the author's paper 'Nonexpansive maps and option pricing theory' (Kibernetica 34:6 (1998), 713-724) we develop a pure game-theoretic approach to option pricing, by-passing stochastic modeling. Risk neutral…
Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…
Cooperation is of utmost importance to society as a whole, but is often challenged by individual self-interests. While game theory has studied this problem extensively, there is little work on interactions within and across groups with…
We consider the problem of learning stable matchings with unknown preferences in a decentralized and uncoordinated manner, where "decentralized" means that players make decisions individually without the influence of a central platform, and…
This compendium features advances in Game Theory, to include: Classical Game Theory: Cooperative and non-cooperative. Zero-sum and non-zero sum games. Potential and Congestion games. Mean Field games. Nash Equilibrium, Correlated Nash…
This paper provides a tutorial overview of game theoretic techniques used for communication over frequency selective interference channels. We discuss both competitive and cooperative techniques. Keywords: Game theory, competitive games,…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
Game theory has been one of the most successful quantitative concepts to describe social interactions, their strategical aspects, and outcomes. Among the payoff matrix quantifying the result of a social interaction, the interaction…
This paper introduces a framework for finite non-cooperative games where each player faces a globally uncertain parameter with no common prior. Every player chooses both a mixed strategy and projects an emergent subjective prior to the…
Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…
We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show that, under two different semi-monotonicity conditions, the…
This survey is organized around three main topics: models, econometrics, and empirical applications. Section 2 presents the theoretical framework, introduces the concept of Markov Perfect Nash Equilibrium, discusses existence and…