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Infinitely repeated games support equilibrium concepts beyond those present in one-shot games (e.g., cooperation in the prisoner's dilemma). Nonetheless, repeated games fail to capture our real-world intuition for settings with many…
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…
This paper studies the implementation of Bayes correlated equilibria in symmetric Bayesian games with nonatomic players, using direct information structures and obedient strategies. The main results demonstrate full implementation in a…
Markovian network equilibrium generalizes the classical Wardrop equilibrium in network games. At a Markovian network equilibrium, each player of the game solves a Markov decision process instead of a shortest path problem. We propose two…
Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…
We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…
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 consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…
We study the problem of finding Stackelberg equilibria in games with a massive number of players. So far, the only known game instances in which the problem is solved in polynomial time are some particular congestion games. However, a…
This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…
We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…
In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties. This mean field limit is a system of coupled ordinary…
We study generalized games defined over Banach spaces using variational analysis. To reformulate generalized games as quasi-variational inequality problems, we will first form a suitable principal operator and study some significant…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
This work shows that the formation of a finite number of coalitions in a nonatomic network congestion game benefits everyone. At the equilibrium of the composite game played by coalitions and individuals, the average cost to each coalition…
We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…
We introduce a new class of population games that we call monotropic; these are games characterized by the presence of a unique globally neutrally stable Nash equilibrium. Monotropic games generalize strictly concave potential games and…
In this paper, we consider coordination and anti-coordination heterogeneous games played by a finite population formed by different types of individuals who fail to recognize their own type but do observe the type of their opponent. We show…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…