Related papers: Nonzero-sum stochastic differential games between …

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…

We provide a novel approach to achieving a desired outcome in a coordination game: the original 2x2 game is embedded in a 2x3 game where one of the players may use a third action. For a large set of payoff values only one of the Nash…

We prove existence of a value for two-player zero-sum stopper vs. singular-controller games on finite-time horizon, when the underlying dynamics is one-dimensional, diffusive and bound to evolve in $[0,\infty)$. We show that the value is…

In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…

In this paper we introduce the discontinuous universal feedback for the problem of Nash equilibrium in two person non-zero sum differential game. We assume that there exist functions satisfying some conditions analogous to the infinitesimal…

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The…

For any two-by-two game $\G$, we define a new two-player game $\G^Q$. The definition is motivated by a vision of players in game $\G$ communicating via quantum technology according to a certain standard protocol originally introduced by…

Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…

A two-person zero-sum infinite dimensional differential game of infinite duration with discounted payoff involving hybrid controls is studied. The minimizing player is allowed to take continuous, switching and impulse controls whereas the…

We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that…

In this paper, we consider a linear quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of…

Mixed extension has played an important role in game theory, especially in the proof of the existence of Nash equilibria in strategic form games. Mixed extension can be regarded as continuous relaxation of a strategic form game. Recently,…

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…