Related papers: Decentralized Convergence to Nash Equilibria in Co…
In many real-world large-scale decision problems, self-interested agents have individual dynamics and optimize their own long-term payoffs. Important examples include the competitive access to shared resources (e.g., roads, energy, or…
This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…
We study the asymptotic organization among many optimizing individuals interacting in a suitable "moderate" way. We justify this limiting game by proving that its solution provides approximate Nash equilibria for large but finite player…
In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of…
A general class of mean field games are considered where the governing dynamics are controlled diffusions in $\mathbb{R}^d$. The optimization criterion is the long time average of a running cost function. Under various sets of hypotheses,…
We consider mean-field control problems in discrete time with discounted reward, infinite time horizon and compact state and action space. The existence of optimal policies is shown and the limiting mean-field problem is derived when the…
This paper introduces decentralized control concepts for drones using differential game theory. The approach optimizes the behavior of an ego drone, assuming the anticipated behavior of the opponent drones using a receding horizon approach.…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…
This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…
Art heritage cities are popular tourist destinations but for many of them overcrowding is becoming an issue. In this paper, we address the problem of modeling and analytically studying the flow of tourists along the narrow alleys of the…
In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…
Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered…
In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…
We propose a game-theoretic model of the reliability of decentralised systems based on Varian's model of system reliability, to which we add a new normalised total effort case that models \textit{decentralisation conscious players} who…
We consider the problem of optimal charging of plug-in electric vehicles (PEVs). We treat this problem as a multi-agent game, where vehicles/agents are heterogeneous since they are subject to possibly different constraints. Under the…
We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…
This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…
Network connectivity plays an important role in the information exchange between different agents in the multi-level networks. In this paper, we establish a game-theoretic framework to capture the uncoordinated nature of the decision-making…
Decentralized air traffic management systems offer a scalable alternative to centralized control, but often assume high levels of cooperation. In practice, such assumptions frequently break down since airspace sectors operate independently…