Related papers: Linear Quadratic Games with Costly Measurements
In this paper, we analyze linear-quadratic stochastic differential games with a continuum of players interacting through graphon aggregates, each state being subject to idiosyncratic Brownian shocks. The major technical issue is the joint…
This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state…
We consider a non-cooperative constrained stochastic games with N players with the following special structure. With each player there is an associated controlled Markov chain. The transition probabilities of the i-th Markov chain depend…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…
We formulate a two-team linear quadratic stochas- tic dynamic game featuring two opposing teams each with decentralized information structures. We introduce the concept of mutual quadratic invariance (MQI), which, analogously to quadratic…
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…
Frequency non-selective time-selective multiple access channels in which transmitters can freely choose their power control policy are considered. The individual objective of the transmitters is to maximize their averaged energy-efficiency.…
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…
We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We…
In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
This paper is concerned with a stochastic linear-quadratic optimal control problem of Markovian regime switching system with model uncertainty and partial information, where the information available to the control is based on a…
We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…
We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…
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…
Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…
This paper studies a stochastic game theoretic approach to security and intrusion detection in communication and computer networks. Specifically, an Attacker and a Defender take part in a two-player game over a network of nodes whose…
We study a two-player discounted zero-sum stochastic game model for dynamic operational planning in military campaigns. At each stage, the players manage multiple commanders who order military actions on objectives that have an open line of…
In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…