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Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

Theoretical Economics · Economics 2022-07-26 Pierpaolo Battigalli , Fabrizio Panebianco , Paolo Pin

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given…

Computer Science and Game Theory · Computer Science 2016-04-19 Sunil Simon , Dominik Wojtczak

We consider evolutionary dynamics for population games in which players have a continuum of strategies at their disposal. Models in this setting amount to infinite-dimensional differential equations evolving on the manifold of probability…

Dynamical Systems · Mathematics 2025-04-23 Brendon G. Anderson , Jingqi Li , Somayeh Sojoudi , Murat Arcak

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a…

Computer Science and Game Theory · Computer Science 2022-07-19 Willem Röpke , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

In evolutionary game theory, it is customary to be partial to the dynamical models possessing fixed points so that they may be understood as the attainment of evolutionary stability, and hence, Nash equilibrium. Any show of periodic or…

Populations and Evolution · Quantitative Biology 2021-02-23 Archan Mukhopadhyay , Sagar Chakraborty

We study a class of non-cooperative aggregative games -- denoted as \emph{social purpose games} -- in which the payoffs depend separately on a player's own strategy (individual benefits) and on a function of the strategy profile which is…

Computer Science and Game Theory · Computer Science 2021-09-20 Robert P. Gilles , Lina Mallozzi , Roberta Messalli

A distributed Nash equilibrium seeking algorithm is presented for networked games. We assume an incomplete information available to each player about the other players' actions. The players communicate over a strongly connected digraph to…

Systems and Control · Computer Science 2019-12-10 Farzad Salehisadaghiani , Lacra Pavel

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

Computer Science and Game Theory · Computer Science 2026-05-11 Ian Gemp , Crystal Qian , Marc Lanctot , Kate Larson

In this paper we propose and analyze a class of $N$-player stochastic games that include finite fuel stochastic games as a special case. We first derive sufficient conditions for the Nash equilibrium (NE) in the form of a verification…

Mathematical Finance · Quantitative Finance 2021-10-26 Xin Guo , Wenpin Tang , Renyuan Xu

Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

The Unique Games Conjecture (UGC) constitutes a highly dynamic subarea within computational complexity theory, intricately linked to the outstanding P versus NP problem. Despite multiple insightful results in the past few years, a proof for…

Dynamical Systems · Mathematics 2024-04-25 Tuhin Sahai , Abeynaya Gnanasekaran

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

Computer Science and Game Theory · Computer Science 2014-12-10 Joseph Y. Halpern , Rafael Pass

In this paper, we study the problem of multiple stochastic agents interacting in a dynamic game scenario with continuous state and action spaces. We define a new notion of stochastic Nash equilibrium for boundedly rational agents, which we…

Optimization and Control · Mathematics 2021-10-05 Negar Mehr , Mingyu Wang , Mac Schwager

We introduce a framework for stochastic games on large sparse graphs, covering continuous-time and discrete-time dynamic games as well as static games. Players are indexed by the vertices of simple, locally finite graphs, allowing both…

Optimization and Control · Mathematics 2026-02-27 Eyal Neuman , Sturmius Tuschmann

We investigate whether having a unique equilibrium (or a given number of equilibria) is robust to perturbation of the payoffs, both for Nash equilibrium and correlated equilibrium. We show that the set of n-player finite games with a unique…

Optimization and Control · Mathematics 2009-02-17 Yannick Viossat

Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and…

Computer Science and Game Theory · Computer Science 2013-06-13 Mario Bravo , Mathieu Faure

In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…

Optimization and Control · Mathematics 2022-04-05 Asrifa Sultana , Shivani Valecha

In this paper we study a game where every player is to choose a vertex (facility) in a given undirected graph. All vertices (customers) are then assigned to closest facilities and a player's payoff is the number of customers assigned to it.…

Computer Science and Game Theory · Computer Science 2007-05-23 Christoph Durr , Nguyen Kim Thang