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Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

Computer Science and Game Theory · Computer Science 2021-09-20 Tobias Winkler , Maximilian Weininger

This paper is concerned with a linear-quadratic (LQ) leader-follower differential game with mixed deterministic and stochastic controls. In the game, the follower is a random controller which means that the follower can choose adapted…

Optimization and Control · Mathematics 2025-09-26 Jingtao Shi , Guangchen Wang

We analyze the distributed power allocation problem in parallel multiple access channels (MAC) by studying an associated non-cooperative game which admits an exact potential. Even though games of this type have been the subject of…

Computer Science and Game Theory · Computer Science 2010-11-29 Panayotis Mertikopoulos , Elena V. Belmega , Aris L. Moustakas , Samson Lasaulce

We consider finite $n$-person deterministic graphical games and study the existence of pure stationary Nash-equilibrium in such games. We assume that all infinite plays are equivalent and form a unique outcome, while each terminal position…

Theoretical Economics · Economics 2025-03-25 Endre Boros , Vladimir Gurvich , Kazuhisa Makino

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Computer Science and Game Theory · Computer Science 2013-08-01 Leslie Ann Goldberg , Paul W. Goldberg , Piotr Krysta , Carmine Ventre

It is known that the generalized Nash equilibrium problem can be reformulated as a quasivariational inequality. Our aim in this work is to introduce a variational approach to study the existence of solutions for generalized ordinal Nash…

Optimization and Control · Mathematics 2023-01-31 Orestes Bueno , John Cotrina , Yboon García

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Machine Learning · Computer Science 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry

Finite-horizon linear quadratic (LQ) games admit a unique Nash equilibrium, while infinite-horizon settings may have multiple. We clarify the relationship between these two cases by interpreting the finite-horizon equilibrium as a nonlinear…

Multiagent Systems · Computer Science 2025-08-29 Giulio Salizzoni , Sophie Hall , Maryam Kamgarpour

In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…

Probability · Mathematics 2025-02-26 Mingrui Wang , Prakash Chakraborty

Consider a strongly monotone game where the players' utility functions include a reward function and a linear term for each dimension, with coefficients that are controlled by the manager. Gradient play converges to a unique Nash…

Multiagent Systems · Computer Science 2026-02-25 Siddharth Chandak , Ilai Bistritz , Nicholas Bambos

This work investigates continuous time stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. The control processes are…

Probability · Mathematics 2022-02-22 Peng Luo , Ludovic Tangpi

We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unbounded and there are also presence of cross terms in the…

Optimization and Control · Mathematics 2023-11-10 Alain Bensoussan , Bohan Li , Sheung Chi Phillip Yam

We consider concurrent games played by two-players on a finite-state graph, where in every round the players simultaneously choose a move, and the current state along with the joint moves determine the successor state. We study a…

Computer Science and Game Theory · Computer Science 2014-09-19 Krishnendu Chatterjee , Rasmus Ibsen-Jensen

We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…

Computer Science and Game Theory · Computer Science 2023-05-22 Max Klimm , Maximilian J. Stahlberg

We study the extension of classical games to the quantum domain, generated by the addition of one unitary strategy to two classical strategies of each player. The conditions that need to be met by unitary operations to ensure that the…

Quantum Physics · Physics 2024-04-10 Piotr Frąckiewicz , Marek Szopa

This paper investigates closed-loop Nash equilibria for discrete-time linear-quadratic (LQ) stochastic nonzero-sum difference games with random coefficients. Unlike existing works, we consider randomness in both state dynamics and cost…

Optimization and Control · Mathematics 2025-07-23 Qingxin Meng , Yiwei Wu

We consider two player quadratic games in a cooperative framework known as social value orientation, motivated by the need to account for complex interactions between humans and autonomous agents in dynamical systems. Social value…

Optimization and Control · Mathematics 2024-11-14 Dan Calderone , Meeko Oishi

Unlike Poker where the action space $\mathcal{A}$ is discrete, differential games in the physical world often have continuous action spaces not amenable to discrete abstraction, rendering no-regret algorithms with…

Computer Science and Game Theory · Computer Science 2025-02-17 Mukesh Ghimire , Zhe Xu , Yi Ren

This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. Existence of an open-loop Nash equilibrium…

Optimization and Control · Mathematics 2021-04-09 Xun Li , Jingtao Shi , Jiongmin Yong

Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

Computational Complexity · Computer Science 2022-07-21 Tobias Winkler , Maximilian Weininger