Related papers: Graphon games: A statistical framework for network…
We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…
In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…
Emerging applications in engineering such as crowd-sourcing and (mis)information propagation involve a large population of heterogeneous users or agents in a complex network who strategically make dynamic decisions. In this work, we…
Strategic interactions between a group of individuals or organisations can be modelled as games played on networks, where a player's payoff depends not only on their actions but also on those of their neighbours. Inferring the network…
In a social system, the self-interest of agents can be detrimental to the collective good, sometimes leading to social dilemmas. To resolve such a conflict, a central designer may intervene by either redesigning the system or incentivizing…
We introduce Game networks (G nets), a novel representation for multi-agent decision problems. Compared to other game-theoretic representations, such as strategic or extensive forms, G nets are more structured and more compact; more…
This paper studies a stochastic utility maximization game under relative performance concerns in finite agent and infinite agent settings, where a continuum of agents interact through a graphon (see definition below). We consider an…
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…
We consider a multi-user network where a network manager and selfish users interact. The network manager monitors the behavior of users and intervenes in the interaction among users if necessary, while users make decisions independently to…
The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…
Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
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…
A graphon is a limiting object used to describe the behaviour of large networks through a function that captures the probability of edge formation between nodes. Although the merits of graphons to describe large and unlabelled networks are…
We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…
Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…
In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…
We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an…
We study a class of linear-quadratic stochastic differential games in which each player interacts directly only with its nearest neighbors in a given graph. We find a semi-explicit Markovian equilibrium for any transitive graph, in terms of…
We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…