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We develop a hierarchical Bayesian dynamic game for competitive inventory and pricing under incomplete information. Two firms repeatedly choose order quantities and prices while facing two layers of uncertainty: unknown market demand and…

Methodology · Statistics 2026-03-09 Debashis Chatterjee

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…

Computer Science and Game Theory · Computer Science 2021-02-25 Linan Huang , Quanyan Zhu

Desensitization addresses safe optimal planning under parametric uncertainties by providing sensitivity function-based risk estimates. This paper expands upon the existing work on desensitization in optimal control to address safe planning…

Systems and Control · Electrical Eng. & Systems 2024-02-08 Vinodhini Comandur , Tulasi Ram Vechalapu , Venkata Ramana Makkapati , Panagiotis Tsiotras , Seth Hutchinson

Robots deployed to the real world must be able to interact with other agents in their environment. Dynamic game theory provides a powerful mathematical framework for modeling scenarios in which agents have individual objectives and…

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

In this paper, we investigate the seeking of Nash equilibrium (NE) in a non-cooperative quadratic game where all agents exchange their delayed strategy information with their neighbors. To extend best-response algorithms to the delayed…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Kaichen Jiang , Yuyue Yan , Mingda Yue , Yuhu Wu

Considering linear-quadratic discrete-time games with unknown input/output/state (i/o/s) dynamics and state, we provide necessary and sufficient conditions for the existence and uniqueness of feedback Nash equilibria (FNE) in the…

Systems and Control · Electrical Eng. & Systems 2025-06-30 Shengyuan Huang , Xiaoguang Yang , Zhigang Cao , Wenjun Mei

The new generation of botnets leverages Artificial Intelligent (AI) techniques to conceal the identity of botmasters and the attack intention to avoid detection. Unfortunately, there has not been an existing assessment tool capable of…

Cryptography and Security · Computer Science 2021-12-07 Hooman Alavizadeh , Julian Jang-Jaccard , Tansu Alpcan , Seyit A. Camtepe

Finding Nash equilibrial policies for two-player differential games requires solving Hamilton-Jacobi-Isaacs (HJI) PDEs. Self-supervised learning has been used to approximate solutions of such PDEs while circumventing the curse of…

Machine Learning · Computer Science 2023-02-28 Lei Zhang , Mukesh Ghimire , Wenlong Zhang , Zhe Xu , Yi Ren

Safe deployment of autonomous robots in diverse scenarios requires agents that are capable of efficiently adapting to new environments while satisfying constraints. In this work, we propose a practical and theoretically-justified approach…

Robotics · Computer Science 2022-02-17 Thomas Lew , Apoorva Sharma , James Harrison , Andrew Bylard , Marco Pavone

In evolutionary game theory, it is customary to be partial to the dynamical models possessing fixed points so that they may be understood as the attainment of evolutionary stability, and hence, Nash equilibrium. Any show of periodic or…

Populations and Evolution · Quantitative Biology 2021-02-23 Archan Mukhopadhyay , Sagar Chakraborty

Effective multi-robot teams require the ability to move to goals in complex environments in order to address real-world applications such as search and rescue. Multi-robot teams should be able to operate in a completely decentralized…

Robotics · Computer Science 2021-09-16 Brian Reily , Terran Mott , Hao Zhang

We study a general class of dynamic games with asymmetric information where agents' beliefs are strategy dependent, i.e. signaling occurs. We show that the notion of sufficient information, introduced in the companion paper team, can be…

Multiagent Systems · Computer Science 2018-12-05 Hamidreza Tavafoghi , Yi Ouyang , Demosthenis Teneketzis

This paper investigates the strategic concealment of environment representations used by players in competitive games. We consider a defense scenario in which one player (the Defender) seeks to infer and exploit the representation used by…

Multiagent Systems · Computer Science 2026-03-04 Yue Guan , Dipankar Maity , Panagiotis Tsiotras

Neural networks have emerged as powerful surrogates for solving partial differential equations (PDEs), offering significant computational speedups over traditional methods. However, these models suffer from a critical limitation: error…

Machine Learning · Computer Science 2025-12-29 Xinquan Huang , Paris Perdikaris

Pursuit-evasion scenarios appear widely in robotics, security domains, and many other real-world situations. We focus on two-player pursuit-evasion games with concurrent moves, infinite horizon, and discounted rewards. We assume that the…

Computer Science and Game Theory · Computer Science 2016-08-05 Karel Horák , Branislav Bošanský

Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…

Computer Science and Game Theory · Computer Science 2022-10-20 Denizalp Goktas , Amy Greenwald

Inspired by the recent work by Shapiro et al. [45], we propose a Bayesian distributionally robust Nash equilibrium (BDRNE) model where each player lacks complete information on the true probability distribution of the underlying uncertainty…

Optimization and Control · Mathematics 2025-08-18 Jian Liu , Ziheng Su , Huifu Xu

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…

Computer Science and Game Theory · Computer Science 2022-07-08 Lucas Baudin , Rida Laraki

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

Optimization and Control · Mathematics 2021-05-14 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang