Related papers: Methods for finding leader--follower equilibria wi…
We study the Stackelberg-Nash null controllability of a coupled system governed by two linear forward stochastic parabolic equations. The system includes one leader control localized in a subset of the domain, two additional leader controls…
Nash equilibrium is a fundamental solution concept in extensive-form games, while its efficient computation is still far from straightforward. This paper considers finite $n$-player extensive-form games with perfect recall under the…
We study a hierarchical control problem for stochastic parabolic equations involving gradient terms. We employ the Stackelberg-Nash strategy with two leaders and two followers. The leaders are responsible for selecting the policy targeting…
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…
We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…
It is known that there are uncoupled learning heuristics leading to Nash equilibrium in all finite games. Why should players use such learning heuristics and where could they come from? We show that there is no uncoupled learning heuristic…
Strategic interaction in congested systems is commonly modelled using Stackelberg games, where competing leaders anticipate the behaviour of self-interested followers. A key limitation of existing models is that they typically ignore agents…
Given a bimatrix game, the associated leadership or commitment games are defined as the games at which one player, the leader, commits to a (possibly mixed) strategy and the other player, the follower, chooses his strategy after having…
In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…
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 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…
Computational advertising has been studied to design efficient marketing strategies that maximize the number of acquired customers. In an increased competitive market, however, a market leader (a leader) requires the acquisition of new…
We study games in which a leader makes a single commitment, and then multiple followers (each with a different utility function) respond. In particular, we study ambiguous commitment strategies in these games, in which the leader may commit…
This paper is concerned with the closed-loop Stackelberg strategy for linear-quadratic leader-follower game. Completely different from the open-loop and feedback Stackelberg strategy, the solvability of the closed-loop solution even the…
We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…
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…
In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…
Guided cooperation allows intelligent agents with heterogeneous capabilities to work together by following a leader-follower type of interaction. However, the associated control problem becomes challenging when the leader agent does not…
This paper is an exposition of algorithms for finding one or all equilibria of a bimatrix game (a two-player game in strategic form) in the style of a chapter in a graduate textbook. Using labeled "best-response polytopes", we present the…