Related papers: Equilibrium concepts for time-inconsistent stoppin…

Predicting selfish behavior in public environments by considering Nash equilibria is a central concept of game theory. For the dynamic traffic assignment problem modeled by a flow over time game, in which every particle tries to reach its…

We extend the study of learning in games to dynamics that exhibit non-asymptotic stability. We do so through the notion of uniform stability, which is concerned with equilibria of individually utility-seeking dynamics. Perhaps surprisingly,…

Nash equilibrium is a solution concept in non-strictly competitive, non-cooperative game theory that finds applications in various scientific and engineering disciplines. A non-strictly competitive, non-cooperative game model is presented…

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

This paper revisits the well-studied \emph{optimal stopping} problem but within the \emph{large-population} framework. In particular, two classes of optimal stopping problems are formulated by taking into account the \emph{relative…

Motivated by the fact that in many game-theoretic settings, the game analyzed is only an approximation to the game being played, in this work we analyze equilibrium computation for the broad and natural class of bimatrix games that are…

This paper investigates full stability properties for \emph{variational Nash equilibriums} of a system of parametric nonconvex optimal control problems governed by semilinear elliptic partial differential equations. We first obtain some new…

In this study, we analyse the global stability of the equilibrium in a departure time choice problem using a game-theoretic approach that deals with atomic users. We first formulate the departure time choice problem as a strategic game in…

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…

Adversarial team games model multiplayer strategic interactions in which a team of identically-interested players is competing against an adversarial player in a zero-sum game. Such games capture many well-studied settings in game theory,…

We develop a theory for continuous-time non-Markovian stochastic control problems which are inherently time-inconsistent. Their distinguishing feature is that the classical Bellman optimality principle no longer holds. Our formulation is…

We prove the existence of a Markov-perfect equilibrium in randomized stopping times for a model of the war of attrition in which the underlying state variable follows a homogenous linear diffusion. The proof uses the fact that the space of…

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

In this paper we consider time-optimal control problems for systems with backlash. Such systems are described by second order differential equations coupled with restrictions modeling the inelastic shocks. A main feature of such systems is…

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

The purpose of this paper is to develop a numerical method for finding an equilibrium point in a model, in which the loss function of each object (subject) is described by a convex function with respect to one of its variables. Such models…

We study a recommendation system where sellers compete for visibility by strategically offering commissions to a platform that optimally curates a ranked menu of items and their respective prices for each customer. Customers interact…