Related papers: Sensitivity Analysis for Markov Decision Process C…
This paper investigates the limit behavior of Markov Decision Processes (MDPs) made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted…
We investigate the sensitivity of the Nash equilibrium of constrained network aggregative games to changes in exogenous parameters affecting the cost function of the players. This setting is motivated by two applications. The first is the…
Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…
In this paper, we consider a discrete-time Markov Decision Process (MDP) on a finite state-action space with a long-run risk-sensitive criterion used as the objective function. We discuss the concept of Blackwell optimality and comment on…
We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…
In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…
We establish the existence and uniqueness of distributed equilibria to possibly nonsymmetric $N$ player differential games with interactions through controls under displacement semimonotonicity assumptions. Surprisingly, the nonseparable…
The Braess's Paradox (BP) is the observation that adding one or more roads to the existing road network will counter-intuitively increase traffic congestion and slow down the overall traffic flow. Previously, the existence of the BP is…
Cooperation in heterogeneous groups, where individuals differ in resources, productivity, and behavioural responsiveness, underpins collective action across many social and biological systems. Introspection dynamics, in which each player…
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…
Game logic is a dynamic modal logic which models strategic two person games; it contains propositional dynamic logic (PDL) as a fragment. We propose an interpretation of game logic based on stochastic effectivity functions. A definition of…
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…
We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…
The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…
In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…
We study a two-player discounted zero-sum stochastic game model for dynamic operational planning in military campaigns. At each stage, the players manage multiple commanders who order military actions on objectives that have an open line of…
Graph games and Markov decision processes (MDPs) are standard models in reactive synthesis and verification of probabilistic systems with nondeterminism. The class of $\omega$-regular winning conditions; e.g., safety, reachability,…
Interactions among selfish users sharing a common transmission channel can be modeled as a non-cooperative game using the game theory framework. When selfish users choose their transmission probabilities independently without any…
We study the performance of general dynamic matching models. This model is defined by a connected graph, where nodes represent the class of items and the edges the compatibilities between items. Items of different classes arrive one by one…
Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed decision dependence arises when the deployed decision affects…