Related papers: Efficient Black-Box Reductions for Separable Cost …
In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…
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,…
The decision making and management of many engineering networks involves multiple parties with conflicting interests, while each party is constituted with multiple agents. Such problems can be casted as a multi-cluster game. Each cluster is…
Mechanism design for fully strategic agents commonly assumes broadcast nature of communication between agents of the system. Moreover, for mechanism design, the stability of Nash equilibrium (NE) is demonstrated by showing convergence of…
Deciding that two network flows are essentially the same is an important problem in intrusion detection or in tracing anonymous connections. A stepping stone or an anonymity network may try to prevent flow correlation by delaying the…
We consider a class of multi-robot motion planning problems where each robot is associated with multiple objectives and decoupled task specifications. The problems are formulated as an open-loop non-cooperative differential game. A…
We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of…
We propose a model of inter-bank lending and borrowing which takes into account clearing debt obligations. The evolution of log-monetary reserves of $N$ banks is described by coupled diffusions driven by controls with delay in their drifts.…
In \emph{bandwidth allocation games} (BAGs), the strategy of a player consists of various demands on different resources. The player's utility is at most the sum of these demands, provided they are fully satisfied. Every resource has a…
We propose a generic mechanism for incentivizing behavior in an arbitrary finite game using payments. Doing so is trivial if the mechanism is allowed to observe all actions taken in the game, as this allows it to simply punish those agents…
Existing settings of decentralized learning either require players to have full information or the system to have certain special structure that may be hard to check and hinder their applicability to practical systems. To overcome this, we…
We analyze an infinite-horizon deterministic joint replenishment model from a non-cooperative game-theoretical approach. In this model, a group of retailers can choose to jointly place an order, which incurs a major setup cost independent…
A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…
Nowadays many companies have available large amounts of raw, unstructured data. Among Big Data enabling technologies, a central place is held by the MapReduce framework and, in particular, by its open source implementation, Apache Hadoop.…
We study the problem of achieving decentralized coordination by a group of strategic decision makers choosing to engage or not in a task in a stochastic setting. First, we define a class of symmetric utility games that encompass a broad…
One of the important yet insufficiently studied subjects in fair allocation is the externality effect among agents. For a resource allocation problem, externalities imply that a bundle allocated to an agent may affect the utilities of other…
We consider a cooperative game defined by an economic lot-sizing problem with heterogeneous costs over a finite time horizon, in which each firm faces demand for a single product in each period and coalitions can pool orders. The model of…
In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in…
We consider a variant of the hide-and-seek game in which a seeker inspects multiple hiding locations to find multiple items hidden by a hider. Each hiding location has a maximum hiding capacity and a probability of detecting its hidden…
We address the problem of allocating limited resources in a network under persistent yet statistically unknown adversarial attacks. Each node in the network may be degraded, but not fully disabled, depending on its available defensive…