Related papers: A Distributed, Dynamical System View of Finite, St…
We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…
This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…
We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…
A hybrid simulation-based framework involving system dynamics and agent-based simulation is proposed to address duopoly game considering multiple strategic decision variables and rich payoff, which cannot be addressed by traditional…
Distributed adaptive filtering has been considered as an effective approach for data processing and estimation over distributed networks. Most existing distributed adaptive filtering algorithms focus on designing different information…
This paper is concerned with the controller-and-stopper stochastic differential game under a regime switching model in an infinite horizon. The state of the system consists of a number of diffusions \emph{coupled} by a continuous-time…
This paper introduces a systematic methodological framework to design and analyze distributed algorithms for optimization and games over networks. Starting from a centralized method, we identify an aggregation function involving all the…
We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…
We construct two models of discrete-time replicator dynamics with time delay. In the social-type model, players imitate opponents taking into account average payoffs of games played some units of time ago. In the biological-type model, new…
Candogan et al. (2011) provide an orthogonal direct-sum decomposition of finite games into potential, harmonic and nonstrategic components. In this paper we study the issue of decomposing games that are strategically equivalent from a…
When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…
Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…
Distributed decision making in multi-agent networks has recently attracted significant research attention thanks to its wide applicability, e.g. in the management and optimization of computer networks, power systems, robotic teams, sensor…
We consider a multiagent system consisting of selfish and heterogeneous agents. Its behavior is modeled by multipopulation replicator dynamics, where payoff functions of populations are different from each other. In general, there exist…
Evolution of distribution of strategies in game theory is an interesting question that has been studied only for specific cases. Here I develop a general method to extend analysis of the evolution of continuous strategy distributions given…
We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally…
In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…
Multi-agent systems often operate under feedback, adaptation, and non-stationarity, yet many simulation studies retain static decision rules and fixed control parameters. This paper introduces a general adaptive multi-agent learning…
Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…