Related papers: A Stochastic Game Framework for Analyzing Computat…
We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our…
This paper studies the optimal investment behavior of renewable electricity producers in a competitive market, where both prices and installation costs are influenced by aggregate industry activity. We model the resulting crowding effects…
We propose a model for games in which the players have shared access to a blockchain that allows them to deploy smart contracts to act on their behalf. This changes fundamental game-theoretic assumptions about rationality since a contract…
Stochastic two-player games model systems with an environment that is both adversarial and stochastic. The adversarial part of the environment is modeled by a player (Player 2) who tries to prevent the system (Player 1) from achieving its…
We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a…
In this paper, we provide a new theoretical framework of pyramid Markov processes to solve some open and fundamental problems of blockchain selfish mining under a rigorous mathematical setting. We first describe a more general model of…
We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…
Game-theoretic concepts have been extensively studied in economics to provide insight into competitive behaviour and strategic decision making. As computing systems increasingly involve concurrently acting autonomous agents, game-theoretic…
We give an algorithm for solving stochastic parity games with almost-sure winning conditions on {\it lossy channel systems}, under the constraint that both players are restricted to finite-memory strategies. First, we describe a general…
In various online/offline multi-agent networked environments, it is very popular that the system can benefit from coordinating actions of two interacting agents at some cost of coordination. In this paper, we first formulate an optimization…
In this paper we study the problem of information sharing among rational self-interested agents as a dynamic game of asymmetric information. We assume that the agents imperfectly observe a Markov chain and they are called to decide whether…
This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…
The increasing integration of renewable energy introduces a great challenge to the supply and demand balance of the power grid. To address this challenge, this paper formulates a Stackelberg Markov game (SMG) between an aggregator and…
Traditionally, most consumers of electricity pay for their consumptions according to a fixed rate. With the advancement of Smart Grid technologies, large-scale implementation of variable-rate metering becomes more practical. As a result,…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
Self-interested behavior in sharing economies often leads to inefficient aggregate outcomes compared to a centrally coordinated allocation, ultimately harming users. Yet, centralized coordination removes individual decision power. This…
This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
With the surge in mobile gaming, accurately predicting user spending on newly downloaded games has become paramount for maximizing revenue. However, the inherently unpredictable nature of user behavior poses significant challenges in this…
Markov games with coupling constraints model constrained dynamical decision-making involving self-interested agents, where the feasibility of an individual agent's strategy depends on the joint strategies of the others. Such games arise in…