Related papers: Variable Demand and Multi-commodity Flow in Markov…
We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…
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…
We consider a two-player game of war of attrition under complete information. It is well-known that this class of games admits equilibria in pure, as well as mixed strategies, and much of the literature has focused on the latter. We show…
The long-run average payoff per transition (mean payoff) is the main tool for specifying the performance and dependability properties of discrete systems. The problem of constructing a controller (strategy) simultaneously optimizing several…
Queue networks describe complex stochastic systems of both theoretical and practical interest. They provide the means to assess alterations, diagnose poor performance and evaluate robustness across sets of interconnected resources. In the…
Policy makers focus on stable strategies as the ones adopted by rational players. If there are many such solutions an important question is how to select amongst them. We study this question for the Multicommodity Flow Coalition Game, used…
Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…
We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…
We consider the problem of decentralized power allocation for competitive rate-maximization in a frequency-selective Gaussian interference channel under bounded channel uncertainty. We formulate a distribution-free robust framework for the…
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…
We consider a utility maximization problem over partially observable Markov ON/OFF channels. In this network instantaneous channel states are never known, and at most one user is selected for service in every slot according to the partial…
We study the equilibrium behavior in a multi-commodity selfish routing game with many types of uncertain users where each user over- or under-estimates their congestion costs by a multiplicative factor. Surprisingly, we find that…
We address a new prize-collecting problem of routing commodities in a given network with hub and non-hub nodes, in which the service of the non-hub nodes will be outsourced to third-party carriers. The problem is modeled as a Stackelberg…
We study the optimal pricing strategy of a monopolist selling homogeneous goods to customers over multiple periods. The customers choose their time of purchase to maximize their payoff that depends on their valuation of the product, the…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
Cooperation in heterogeneous groups, where individuals differ in resources, productivity, and behavioural responsiveness, underpins collective action across many social and biological systems. Introspection dynamics, in which each player…
The game interactions among individuals in nature are often uncertain and dynamically evolving, significantly influencing the persistence of cooperation. However, it remains a formidable challenge to effectively characterize these dynamic…
We show that computing an equilibrium in atomic splittable congestion games with player-specific affine cost functions $l_{e,i}(x) = a_{e,i} x + b_{e,i}$ is $\mathsf{PPAD}$-complete. To prove that the problem is contained in…
Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…
We study the problem of designing dynamic intervention policies for minimizing networked defaults in financial networks. Formally, we consider a dynamic version of the celebrated Eisenberg-Noe model of financial network liabilities and use…