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This paper formally models the strategic repeated interactions between a system, comprising of a machine learning (ML) model and associated explanation method, and an end-user who is seeking a prediction/label and its explanation for a…

Computer Science and Game Theory · Computer Science 2022-08-24 Kavita Kumari , Murtuza Jadliwala , Sumit Kumar Jha , Anindya Maiti

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs…

Optimization and Control · Mathematics 2013-07-15 Pierre Cardaliaguet , Catherine Rainer , Dinah Rosenberg , Nicolas Vieille

We present a mathematical framework for modeling two-player noncooperative games in which one player is uncertain of the other player's costs but can preemptively allocate information-gathering resources to reduce this uncertainty. We refer…

Computer Science and Game Theory · Computer Science 2024-10-28 Fernando Palafox , Jesse Milzman , Dong Ho Lee , Ryan Park , David Fridovich-Keil

We consider a non-atomic congestion game where each decision maker performs selfish optimization over states of a common MDP. The decision makers optimize for their own expected costs, and influence each other through congestion effects on…

Computer Science and Game Theory · Computer Science 2021-12-14 Sarah H. Q. Li , Daniel Calderone , Lillian Ratliff , Behcet Acikmese

Blockchain plays a crucial role in ensuring the security and integrity of decentralized systems, with the proof-of-work (PoW) mechanism being fundamental for achieving distributed consensus. As PoW blockchains see broader adoption, an…

Systems and Control · Electrical Eng. & Systems 2026-01-07 Xunqiang Lan , Xiao Tang , Ruonan Zhang , Bin Li , Qinghe Du , Dusit Niyato , Zhu Han

The Stackelberg game model, where a leader commits to a strategy and the follower best responds, has found widespread application, particularly to security problems. In the security setting, the goal is for the leader to compute an optimal…

Computer Science and Game Theory · Computer Science 2022-09-19 Sai Mali Ananthanarayanan , Christian Kroer

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…

Systems and Control · Electrical Eng. & Systems 2019-12-25 Dhruva Kartik , Ashutosh Nayyar

We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…

Statistical Mechanics · Physics 2008-11-23 Matteo Marsili , Yi-Cheng Zhang

This paper considers a Markov decision model for profit maximization of a cloud computing service provider catering to customers submitting jobs with firm real-time random deadlines. Customers are charged on a per-job basis, receiving a…

Optimization and Control · Mathematics 2021-04-27 José Niño-Mora

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

Optimization and Control · Mathematics 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

The pursuit of sustainability motivates microgrids that depend on distributed resources to produce more renewable energies. An efficient operation and planning relies on a holistic framework that takes into account the interdependent…

Systems and Control · Computer Science 2017-07-25 Juntao Chen , Quanyan Zhu

This paper considers the problem of consumption and investment in a financial market within a continuous time stochastic economy. The investor exhibits a change in the discount rate. The investment opportunities are a stock and a riskless…

Portfolio Management · Quantitative Finance 2013-03-07 Traian Pirvu , Huayue Zhang

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-07-04 Panayotis Mertikopoulos , Ya-Ping Hsieh , Volkan Cevher

We present polynomial-time algorithms as well as hardness results for equilibrium computation in atomic splittable routing games, for the case of general convex cost functions. These games model traffic in freight transportation, market…

Computer Science and Game Theory · Computer Science 2018-04-27 Umang Bhaskar , Phani Raj Lolakapuri

This paper introduces a novel class of multi-stage resource allocation games that model real-world scenarios in which profitability depends on the balance between supply and demand, and where higher resource investment leads to greater…

Computer Science and Game Theory · Computer Science 2025-07-21 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

A decentralized blockchain is a distributed ledger that is often used as a platform for exchanging goods and services. This ledger is maintained by a network of nodes that obeys a set of rules, called a consensus protocol, which helps to…

Optimization and Control · Mathematics 2022-01-03 Lucy Klinger , Lei Zhang , Zhennan Zhou

Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Liudong Chen , Jay Sethuraman , Bolun Xu

In this paper, we introduce a game theoretic framework for studying the problem of minimizing the delay of instantly decodable network coding (IDNC) for cooperative data exchange (CDE) in decentralized wireless network. In this…

Information Theory · Computer Science 2014-04-15 Ahmed Douik , Sameh Sorour , Hamidou Tembine , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

Federated learning is a distributed learning paradigm where multiple agents, each only with access to local data, jointly learn a global model. There has recently been an explosion of research aiming not only to improve the accuracy rates…

Computer Science and Game Theory · Computer Science 2021-06-18 Kate Donahue , Jon Kleinberg

We study a new class of Markov games, \emph(multi-player) zero-sum Markov Games} with \emph{Networked separable interactions} (zero-sum NMGs), to model the local interaction structure in non-cooperative multi-agent sequential…

Computer Science and Game Theory · Computer Science 2025-07-15 Chanwoo Park , Kaiqing Zhang , Asuman Ozdaglar
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