Related papers: Time-Inconsistent Stochastic Linear-quadratic Diff…
We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…
We study linear-quadratic games of incomplete information with Gaussian uncertainty, where each player's payoff depends on a privately observed type and a common state. The designer observes the state, elicits types, and sells action…
Inspired by Strotz's consistent planning strategy, we formulate the infinite horizon mean-variance stopping problem as a subgame perfect Nash equilibrium in order to determine time consistent strategies with no regret. Equilibria among…
Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
We develop a minimal, timeless game-theoretic representation of the mass-geometry relation. An "Object" (mass) and "Space" (geometry) choose strategies in a static normal-form game; utilities encode stability as mutual consistency rather…
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…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
In standard quantum theory, time is not an observable. It enters as a parameter in the Schr\"odinger equation, but there is no measurement operator associated to it. Nevertheless, one may take an operational viewpoint and regard time as the…
This paper considers data-based solutions of linear-quadratic nonzero-sum differential games. Two cases are considered. First, the deterministic game is solved and Nash equilibrium strategies are obtained by using persistently excited data…
This paper investigates a mean-field linear-quadratic optimal control problem where the state dynamics and cost functional incorporate both expectation and conditional expectation terms. We explicitly derive the pre-committed, na\"{\i}ve,…
This paper considers linear quadratic team decision problems where the players in the team affect each other's information structure through their decisions. Whereas the stochastic version of the problem is well known to be complex with…
We consider the problem of optimal control of a mean-field stochastic differential equation under model uncertainty. The model uncertainty is represented by ambiguity about the law $\mathcal{L}(X(t))$ of the state $X(t)$ at time $t$. For…
We study effects of strategy-dependent time delays on equilibria of evolving populations. It is well known that time delays may cause oscillations in dynamical systems. Here we report a novel behavior. We show that microscopic models of…
We consider games played on graphs with the winning conditions for the players specified as weak-parity conditions. In weak-parity conditions the winner of a play is decided by looking into the set of states appearing in the play, rather…
This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our model, each agent's state is observed through both individual…
This paper investigates the non-zero-sum linear-quadratic stochastic Stackelberg differential games with affine constraints, which depend on both the follower's response and the leader's strategy. With the help of the stochastic Riccati…
We investigate infinite games on finite graphs where the information flow is perturbed by nondeterministic signalling delays. It is known that such perturbations make synthesis problems virtually unsolvable, in the general case. On the…
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…
Using the representation introduced in \cite{frame}, an artificial game in quantum strategy space is proposed and studied. Although it has well-known classical correspondence, which has classical mixture strategy Nash Equilibrium states,…