Related papers: On Game-Theoretic Risk Management (Part Three) - M…

Quantum game theory is combined with risk mathematics' formalism to provide an approach to evolutionary scenario analysis. The formalism is addressed in its general form and is then applied to an extreme risks modelling case, to model a…

Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…

In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…

This paper develops a distributed resource allocation game to study countries' pursuit of targets such as self-survival in the networked international environment. The contributions are two. First, the game formalizes countries' power…

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a…

This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…

We introduce a new unified framework for modelling both decision problems and finite games based on quantifiers and selection functions. We show that the canonical utility maximisation is one special case of a quantifier and that our more…

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

In this paper we use game theory to model poisoning attack scenarios. We prove the non-existence of pure strategy Nash Equilibrium in the attacker and defender game. We then propose a mixed extension of our game model and an algorithm to…

In many multi-agent settings, participants can form teams to achieve collective outcomes that may far surpass their individual capabilities. Measuring the relative contributions of agents and allocating them shares of the reward that…

In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…

This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…

A classic model to study strategic decision making in multi-agent systems is the normal-form game. This model can be generalised to allow for an infinite number of pure strategies leading to continuous games. Multi-objective normal-form…

The integration of microgrids that depend on the renewable distributed energy resources with the current power systems is a critical issue in the smart grid. In this paper, we propose a non-cooperative game-theoretic framework to study the…

This paper presents the "Game Theory Explorer" software tool to create and analyze games as models of strategic interaction. A game in extensive or strategic form is created and nicely displayed with a graphical user interface in a web…

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…