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This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a necessary maximum principle and sufficient…

Optimization and Control · Mathematics 2017-02-17 Yi Zhuang

This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…

Machine Learning · Computer Science 2020-07-15 Yu Bai , Chi Jin , Tiancheng Yu

We study a class of two-player competitive concurrent stochastic games on graphs with reachability objectives. Specifically, player 1 aims to reach a subset $F_1$ of game states, and player 2 aims to reach a subset $F_2$ of game states…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Chongyang Shi , Shuo Han , Jie Fu

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

This paper considers the privacy-preserving Nash equilibrium seeking strategy design for a class of networked aggregative games, in which the players' objective functions are considered to be sensitive information to be protected. In…

Optimization and Control · Mathematics 2019-11-26 Maojiao Ye , Guoqiang Hu , Lihua Xie , Shengyuan Xu

Fictitious play (FP) is a canonical game-theoretic learning algorithm which has been deployed extensively in decentralized control scenarios. However standard treatments of FP, and of many other game-theoretic models, assume rather…

Optimization and Control · Mathematics 2016-09-29 Brian Swenson , Soummya Kar , João Xavier , David S. Leslie

In this paper, we study the problem of learning the set of pure strategy Nash equilibria and the exact structure of a continuous-action graphical game with quadratic payoffs by observing a small set of perturbed equilibria. A…

Computer Science and Game Theory · Computer Science 2019-11-12 Adarsh Barik , Jean Honorio

In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we…

Computer Science and Game Theory · Computer Science 2022-08-05 Joe Clanin , Sourabh Bhattacharya

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman

This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Kai-Yuan Guo , Yan-Wu Wang , Xiao-Kang Liu , Zhi-Wei Liu

Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…

Computer Science and Game Theory · Computer Science 2025-11-18 Jakub Černý , Shuvomoy Das Gupta , Christian Kroer

This paper presents a game-theoretic framework to study the interactions of attack and defense for deep learning-based NextG signal classification. NextG systems such as the one envisioned for a massive number of IoT devices can employ deep…

Networking and Internet Architecture · Computer Science 2022-12-23 Yalin E. Sagduyu

The connection between training deep neural networks (DNNs) and optimal control theory (OCT) has attracted considerable attention as a principled tool of algorithmic design. Despite few attempts being made, they have been limited to…

Machine Learning · Computer Science 2021-06-14 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

This paper presents a concurrent learning-based actor-critic-identifier architecture to obtain an approximate feedback-Nash equilibrium solution to an infinite horizon N-player nonzero-sum differential game online, without requiring…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Justin Klotz , Warren E. Dixon

This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-16 Ziqin Chen , Ji Ma , Shu Liang , Li Li

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

Optimization and Control · Mathematics 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact…

Computer Science and Game Theory · Computer Science 2011-10-27 B. Blum , D. Koller , C. R. Shelton

Considering the interaction through mutual interference of the different radio devices, the channel selection (CS) problem in decentralized parallel multiple access channels can be modeled by strategic-form games. Here, we show that the CS…

Computer Science and Game Theory · Computer Science 2010-09-28 S. M. Perlaza , H. Tembine , S. Lasaulce , V. Quintero-Florez

As the earliest and one of the most fundamental learning dynamics for computing NE, fictitious play (FP) has being receiving incessant research attention and finding games where FP would converge (games with FPP) is one central question in…

Optimization and Control · Mathematics 2024-12-31 Zhouming Wu , Yifen Mu , Xiaoguang Yang

Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…

Optimization and Control · Mathematics 2022-04-20 Nian Liu , Lei Guo