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We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…
We define and study a lending game to model the interbank money market, in which lending banks strategically allocate their cash to borrowing banks. The interest rate offered by each borrowing bank is within the interest rate corridor set…
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…
There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…
Optimization of resource distribution has been a challenging topic in current society. To explore this topic, we develop a Coalition Control Model(CCM) based on the Model Predictive Control(MPC) and test it using a fishing model with linear…
We extend the construction of equilibria for linear-quadratic and mean-variance portfolio problems available in the literature to a large class of mean-field time-inconsistent stochastic control problems in continuous time. Our approach…
We prove the convergence of the fixed-point (also called thresholding) algorithm in three optimal control problems under large volume constraints. This algorithm was introduced by C\'ea, Gioan and Michel, and is of constant use in the…
In this work, we study a boundary control problem for the evolutionary Navier-Stokes equations, under mixed boundary conditions, in two dimensions. The cost functional here considered is of quadratic type, depending on both state and…
The purpose of this paper is to determine whether basketball teams who choose to employ an offensive strategy that involves predominantly shooting three point shots is stable and optimal. We employ a game-theoretical approach using…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
We leverage best response dynamics to solve monotone variational inequalities on compact and convex sets. Specialization of the method to variational inequalities in game theory recovers convergence results to Nash equilibria when agents…
We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…
We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…
The problem of finding pure strategy Nash equilibria in multiagent concurrent games with finite-horizon temporal goals has received some recent attention. Earlier work solved this problem through the use of Rabin automata. In this work, we…
This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…
In this paper we propose the notion of dynamic deviation measure, as a dynamic time-consistent extension of the (static) notion of deviation measure. To achieve time-consistency we require that a dynamic deviation measures satisfies a…
Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…