Related papers: Linear Equilibria for Dynamic LQG Games with Asymm…
We consider linear-quadratic Gaussian (LQG) games in which players have quadratic payoffs that depend on the players' actions and an unknown payoff-relevant state, and signals on the state that follow a Gaussian distribution conditional on…
Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…
A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…
Quantum games with incomplete information can be studied within a Bayesian framework. We analyze games quantized within the EWL framework [Eisert, Wilkens, and Lewenstein, Phys Rev. Lett. 83, 3077 (1999)]. We solve for the Nash equilibria…
In this paper, we consider both finite and infinite horizon discounted dynamic mean-field games where there is a large population of homogeneous players sequentially making strategic decisions and each player is affected by other players…
We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…
Information gathering while interacting with other agents under sensing and motion uncertainty is critical in domains such as driving, service robots, racing, or surveillance. The interests of agents may be at odds with others, resulting in…
This paper presents a novel data-driven approach for approximating the $\varepsilon$-Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agents interact with each other through their dynamics and…
This paper considers data-based solutions of linear-quadratic nonzero-sum differential games. Two cases are considered. First, the deterministic game is solved and Nash equilibrium strategies are obtained by using persistently excited data…
This paper addresses a Stackelberg stochastic linear-quadratic (LQ) differential game under closed-loop information, a problem inherently time-inconsistent. Existing approaches rely on solving two coupled Hamilton-Jacobi-Bellman (HJB)…
We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…
In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…
We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…
A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…
Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…
Static and dynamic equilibria in noisy binary choice games on graphs are considered. Equations defining static quantal response equilibria (QRE) for binary choice games on graphs with arbitrary topology and noise distribution are written.…
Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…
This paper is concerned with a linear-quadratic (LQ) leader-follower differential game with mixed deterministic and stochastic controls. In the game, the follower is a random controller which means that the follower can choose adapted…
This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust optimization approach where a…
Finite-player dynamic games with dispersed private information are difficult because actions both move payoffs and reshape what opponents learn, generating hierarchies of beliefs about beliefs. This paper provides a recursive representation…