Related papers: Games with Delays. A Frankenstein Approach

Game theory is the mathematical framework for analyzing strategic interactions in conflict and competition situations. In recent years quantum game theory has earned the attention of physicists, and has emerged as a branch of quantum…

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

In imperfect information games, the evaluation of a game state not only depends on the observable world but also relies on hidden parts of the environment. As accessing the obstructed information trivialises state evaluations, one approach…

We consider network games where a large number of agents interact according to a network sampled from a random network model, represented by a graphon. By exploiting previous results on convergence of such large network games to graphon…

This paper is about a set-based computing method for solving a general class of two-player zero-sum Stackelberg differential games. We assume that the game is modeled by a set of coupled nonlinear differential equations, which can be…

We propose a machine learning framework to synthesize reactive controllers for systems whose interactions with their adversarial environment are modeled by infinite-duration, two-player games over (potentially) infinite graphs. Our…

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

The stabilization of nonautonomous parabolic equations is achieved by feedback inputs tuning a finite number of actuators, where it is assumed that the input is subject to a time delay. To overcome destabilizing effects of the time delay,…

We formulate and analyze game-theoretic problems for systems governed by integral equations. For Volterra integral equations, we obtain and prove necessary and sufficient conditions for linear-quadratic problems, and for problems that are…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

In a social system, the self-interest of agents can be detrimental to the collective good, sometimes leading to social dilemmas. To resolve such a conflict, a central designer may intervene by either redesigning the system or incentivizing…

In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…

We study a generalisation of B\"uchi-Landweber games to the timed setting. The winning condition is specified by a non-deterministic timed automaton, and one of the players can elapse time. We perform a systematic study of synthesis…

When two or more self-interested agents put their plans to execution in the same environment, conflicts may arise as a consequence, for instance, of a common utilization of resources. In this case, an agent can postpone the execution of a…

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…

Control problems not admitting the dynamic programming principle are known as time-inconsistent. The game-theoretic approach is to interpret such problems as intrapersonal dynamic games and look for subgame perfect Nash equilibria. A…

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

We consider multi-player games played on graphs, in which the players aim at fulfilling their own (not necessarily antagonistic) objectives. In the spirit of evolutionary game theory, we suppose that the players have the right to repeatedly…

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…