Related papers: A policy iteration algorithm for nonzero-sum stoch…

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

In this letter, we study dynamic game optimal control with imperfect state observations and introduce an iterative method to find a local Nash equilibrium. The algorithm consists of an iterative procedure combining a backward recursion…

This paper introduces algorithm instance games (AIGs) as a conceptual classification applying to games in which outcomes are resolved from joint strategies algorithmically. For such games, a fundamental question asks: How do the details of…

Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…

We derive sublinear-time quantum algorithms for computing the Nash equilibrium of two-player zero-sum games, based on efficient Gibbs sampling methods. We are able to achieve speed-ups for both dense and sparse payoff matrices at the cost…

This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747,…

In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is…

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…

We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

Probabilistic model checking for stochastic games enables formal verification of systems that comprise competing or collaborating entities operating in a stochastic environment. Despite good progress in the area, existing approaches focus…

We study nonzero-sum stochastic games for continuous time Markov decision processes on a denumerable state space with risk-sensitive ergodic cost criterion. Transition rates and cost rates are allowed to be unbounded. Under a Lyapunov type…

We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous time on an infinite-time…

Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…

We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…

We introduce and study a class of infinite-horizon non-zero-sum non-cooperative stochastic games with infinitely many interacting agents using ideas of statistical mechanics. First we show, in the general case of asymmetric interactions,…

The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with countably many states are analyzed. For the discounted-cost game, we prove the existence of Nash equilibrium…

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…