Related papers: Time-consistent stopping under decreasing impatien…
We study sequences, parametrized by the number of agents, of many agent exit time stochastic control problems with risk-sensitive cost structure. We identify a fully characterizing assumption, under which each of such control problem…
We study a Stackelberg variant of the classical discrete-time Dynkin game, in which Player 1 (the leader) commits to a stopping strategy first and Player 2 (the follower) responds optimally. This leader-follower structure induces an optimal…
In this article, we present an algorithm that drives the outputs of a network of agents to jointly track the solutions of time-varying optimization problems in a way that is robust to asynchrony in the agents' operations. We consider three…
Evolutionary game theory is a mathematical toolkit to analyse the interactions that an individual agent has in a population and how the composition of strategies in this population evolves over time. While it can provide neat solutions to…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…
In this note, we prove the existence of an equilibrium concept, dubbed conditional strategy equilibrium, for non-cooperative games in which a strategy of a player is a function from the other players' actions to her own actions. We study…
Real-time inference is a challenge of real-world reinforcement learning due to temporal differences in time-varying environments: the system collects data from the past, updates the decision model in the present, and deploys it in the…
We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…
In this paper, we study closed-loop strong equilibrium strategies for the time-inconsistent control problem with higher-order moments formulated by [Wang et al. SIAM J. Control. Optim., 63 (2025), 1560--1589]. Since time-inconsistency makes…
We use martingale and stochastic analysis techniques to study a continuous-time optimal stopping problem, in which the decision maker uses a dynamic convex risk measure to evaluate future rewards. We also find a saddle point for an…
Self-stabilization is an excellent approach for adding fault tolerance to a distributed multi-agent system. However, two properties of self-stabilization theory, convergence and closure, may not be satisfied if agents are selfish. To…
In many multi-agent systems, agents interact repeatedly and are expected to settle into stable, rational behavior over time. Yet in practice, behavior often drifts, and detecting such deviations in real time remains an open challenge. We…
Generating competitive strategies and performing continuous motion planning simultaneously in an adversarial setting is a challenging problem. In addition, understanding the intent of other agents is crucial to deploying autonomous systems…
We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different for local first- or second-mover advantages, which we…
Several algorithms in prior literature have been proposed which guarantee consensus of normally behaving agents in a network that may contain adversarially behaving agents. These algorithms guarantee that the consensus value lies within the…
We study how a principal can jointly shape an agent's timing and action through information. We develop a revelation principle: with intertemporal commitment, the problem simplifies to choosing a joint distribution over stopping times and…
Intertemporal decision making involves choices among options whose effects occur at different moments. These choices are influenced not only by the effect of rewards value perception at different moments, but also by the time perception…
We study a simple continuous-time multi-agent system related to Krause's model of opinion dynamics: each agent holds a real value, and this value is continuously attracted by every other value differing from it by less than 1, with an…
We investigate an infinite-horizon time-inconsistent mean-field game (MFG) in a discrete time setting. We first present a classic equilibrium for the MFG and its associated existence result. This classic equilibrium aligns with the…