Related papers: Discrete-Time Dynamic Noncooperative Game Theory
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…
In this technical note, we consider the linear-quadratic time-inconsistent mean-field type leader-follower Stackelberg differential game with an adapted open-loop information structure. The objective functionals of the leader and the…
Stochastic differential games have been used extensively to model agents' competitions in Finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently…
This paper designs a distributed stochastic annealing algorithm for non-convex cooperative aggregative games, whose agents' cost functions not only depend on agents' own decision variables but also rely on the sum of agents' decision…
We introduce the notions of weakly *-concave and weakly naturally quasi-concave correspondence and prove fixed point theorems and continuous selection theorems for these kind of correspondences. As applications in the game theory, by using…
Game theory is one of the key paradigms behind many scientific disciplines from biology to behavioral sciences to economics. In its evolutionary form and especially when the interacting agents are linked in a specific social network the…
Modern control systems are featured by their hierarchical structure composing of cyber, physical, and human layers. The intricate dependencies among multiple layers and units of modern control systems require an integrated framework to…
Motivated by applications in job scheduling, queuing networks, and load balancing in cyber-physical systems, we develop and analyze a game-theoretic framework to balance the load among servers in static and dynamic settings. In these…
Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…
The interactive game theoretical approach to tactics and behavioral self-organization is developed. Though it uses the interactive game theoretical formalization of dialogues as psycholinguistic phenomena, the crucial role is played by the…
This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a necessary maximum principle and sufficient…
The theoretical analysis of deep neural networks (DNN) is arguably among the most challenging research directions in machine learning (ML) right now, as it requires from scientists to lay novel statistical learning foundations to explain…
Deception is a technique to mislead human or computer systems by manipulating beliefs and information. For the applications of cyber deception, non-cooperative games become a natural choice of models to capture the adversarial interactions…
This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…
This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…
An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint…
We address a noncooperative game problem in multi-controller system under delayed and asymmetric information structure. Under these conditions, the classical separation principle fails as estimation and control design become strongly…
The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in real situations, the strategic environment varies as a result of past…
This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…
We study the continuous time dynamics of the Thermal Minority Game. We find that the dynamical equations of the model reduce to a set of stochastic differential equations for an interacting disordered system with non-trivial random…