Related papers: A systematic process for evaluating structured per…
Security challenges accompany the efficiency. The pervasive integration of information and communications technologies (ICTs) makes cyber-physical systems vulnerable to targeted attacks that are deceptive, persistent, adaptive and…
In this paper, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where each player has two types of decision variables: one involving sequential interactions and the other…
Recent advancements in algorithms for sequential decision-making under imperfect information have shown remarkable success in large games such as limit- and no-limit poker. These algorithms traditionally formalize the games using the…
We study a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get private information on the pair, before engaging in repeated…
We address the problem of mechanism design for two-stage repeated stochastic games -- a novel setting using which many emerging problems in next-generation electricity markets can be readily modeled. Repeated playing affords the players a…
We study multiplayer turn-based timed games with reachability objectives. In particular, we are interested in the notion of subgame perfect equilibrium (SPE). We prove that deciding the constrained existence of an SPE in this setting is…
This paper addresses the challenge of modeling and control in hierarchical, multi-agent systems, known as holonic systems, where local agent decisions are coupled with global systemic outcomes. We introduce the Bayesian Holonic Equilibrium…
Bayesian games model interactive decision-making where players have incomplete information -- e.g., regarding payoffs and private data on players' strategies and preferences -- and must actively reason and update their belief models (with…
The existence of simple uncoupled no-regret learning dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years…
In this paper, we study infinite-horizon linear-quadratic uncertain differential games with an output feedback information structure. We assume linear time-invariant nominal dynamics influenced by deterministic external disturbances, and…
We examine sequential equilibrium in the context of computational games, where agents are charged for computation. In such games, an agent can rationally choose to forget, so issues of imperfect recall arise. In this setting, we consider…
Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…
Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…
We introduce a new solution concept for bounded rational agents in finite normal-form general-sum games called Generalized Quantal Response Equilibrium (GQRE) which generalizes Quantal Response Equilibrium~\citep{mckelvey1995quantal}. In…
We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…
Finite-horizon linear quadratic (LQ) games admit a unique Nash equilibrium, while infinite-horizon settings may have multiple. We clarify the relationship between these two cases by interpreting the finite-horizon equilibrium as a nonlinear…
Consider an analyst who models a strategic situation using an incomplete information game. The true game may involve correlated, duplicated belief hierarchies, but the analyst lacks knowledge of the correlation structure and can only…
Whether a PTAS (polynomial-time approximation scheme) exists for game equilibria has been an open question, and its absence has indications and consequences in three fields: the practicality of methods in algorithmic game theory,…
Using semi-tensor product (STP) of matrices, the profile evolutionary equation (PEE) for repeated finite games is obtained. By virtue of PEE, the zero-determinant (ZD) strategies are developed for general finite games. A formula is then…
Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…