Related papers: A Versatile Stochastic Duel Game
This article analyzes the behavior of a Brownian fluctuation process under a mixed strategic game setup. A variant of a compound Brownian motion has been newly proposed, which is called the Shifted Brownian Fluctuation Process to predict…
We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a…
We present a novel algorithm for game-theoretic trajectory planning, tailored for settings in which agents can only observe one another in specific regions of the state space. Such problems arise naturally in the context of multi-robot…
This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…
This work explores dynamics existing in interactions between players. The dynamic system of games is a new attitude to modeling in which an event is modeled using several games. The model allows us to analyze the interplay capabilities and…
We consider an n-player symmetric stochastic game with weak interaction between the players. Time is continuous and the horizon and the number of states are finite. We show that the value function of each of the players can be approximated…
When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…
Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…
Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…
Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We here present a generic stochastic model…
Spatial evolutionary games model individuals who are distributed in a spatial domain and update their strategies upon playing a normal form game with their neighbors. We derive integro-differential equations as deterministic approximations…
Physical systems can fail. For this reason the problem of identifying and reacting to faults has received a large attention in the control and computer science communities. In this paper we study the fault diagnosis problem for hybrid…
We explore a class of stochastic multiplayer games where each player in the game aims to optimize its objective under uncertainty and adheres to some expectation constraints. The study employs an offline learning paradigm, leveraging a…
Fighting Fantasy is a popular recreational fantasy gaming system worldwide. Combat in this system progresses through a stochastic game involving a series of rounds, each of which may be won or lost. Each round, a limited resource (`luck')…
The stochastic multi-armed bandit has provided a framework for studying decision-making in unknown environments. We propose a variant of the stochastic multi-armed bandit where the rewards are sampled from a stochastic linear dynamical…
We consider finite-state concurrent stochastic games, played by k>=2 players for an infinite number of rounds, where in every round, each player simultaneously and independently of the other players chooses an action, whereafter the…
This paper is concerned with a linear quadratic stochastic Stackelberg differential game with time delay. The model is general, in which the state delay and the control delay both appear in the state equation, moreover, they both enter into…
The research on coalitional games has focused on how to share the reward among a coalition such that players are incentivised to collaborate together. It assumes that the (deterministic or stochastic) characteristic function is known in…
This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now} variables which represent the capacity of the network. The…
Game theory provides a mathematical framework for analysing strategic situations involving at least two players. Normal-form games model situations where the players simultaneously pick their moves. In this thesis we explore the strategic…