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Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…

Computer Science and Game Theory · Computer Science 2014-04-08 Hamidou Tembine

In this paper, we consider a dynamic equilibrium transportation problem. There is a fixed number of cars moving from origin to destination areas. Preferences for arrival times are expressed as a cost of arriving before or after the…

Optimization and Control · Mathematics 2024-09-02 Victoria Guseva , Ilya Sklonin , Irina Podlipnova , Demyan Yarmoshik , Alexander Gasnikov

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

We introduce Contested Logistics Games, a variant of logistics problems that account for the presence of an adversary that can disrupt the movement of goods in selected areas. We model this as a large two-player zero-sum one-shot game…

Computer Science and Game Theory · Computer Science 2024-08-26 Jakub Cerny , Chun Kai Ling , Darshan Chakrabarti , Jingwen Zhang , Gabriele Farina , Christian Kroer , Garud Iyengar

Recent advancements in vehicle autonomy have drawn interest in understanding the impact of autonomous vehicles on traffic systems. In this paper, we study a traffic assignment problem in a mixed-autonomy setting where both human-driven and…

Computer Science and Game Theory · Computer Science 2026-05-25 Lihui Yi , Ermin Wei

Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Kun Jin , Yevgeniy Vorobeychik , Mingyan Liu

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

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…

Considering personalized driving preferences, a new decision-making framework is developed using a differential game approach to resolve the driving conflicts of autonomous vehicles (AVs) at unsignalized intersections. To realize human-like…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Peng Hang , Chao Huang , Zhongxu Hu , Chen Lv

The concept of leader--follower (or Stackelberg) equilibrium plays a central role in a number of real--world applications of game theory. While the case with a single follower has been thoroughly investigated, results with multiple…

Computer Science and Game Theory · Computer Science 2017-07-10 Nicola Basilico , Stefano Coniglio , Nicola Gatti

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

Mean field games (MFGs) describe the limit, as $n$ tends to infinity, of stochastic differential games with $n$ players interacting with one another through their common empirical distribution. Under suitable smoothness assumptions that…

Probability · Mathematics 2018-04-24 Francois Delarue , Daniel Lacker , Kavita Ramanan

We consider a continuum of carbon-emitting firms who seek to maximise their stock price, and a regulator (e.g., Government) who wishes for the economy to flourish, whilst simultaneously punishing firms who behave non-green. Interpreting the…

Probability · Mathematics 2025-03-11 Anna Aksamit , Kaustav Das , Ivan Guo , Kihun Nam , Zhou Zhou

We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash…

Systems and Control · Computer Science 2018-07-27 Dario Paccagnan , Basilio Gentile , Francesca Parise , Maryam Kamgarpour , John Lygeros

We consider a large population dynamic game in discrete time. The peculiarity of the game is that players are characterized by time-evolving types, and so reasonably their actions should not anticipate the future values of their types. When…

Optimization and Control · Mathematics 2020-11-19 Beatrice Acciaio , Julio Backhoff-Veraguas , Junchao Jia

Mean-field games have been used as a theoretical tool to obtain an approximate Nash equilibrium for symmetric and anonymous $N$-player games. However, limiting applicability, existing theoretical results assume variations of a "population…

Optimization and Control · Mathematics 2023-06-12 Batuhan Yardim , Semih Cayci , Matthieu Geist , Niao He

In this study, we analyze an advertising competition in a duopoly. We consider two different notions of equilibrium. We model the companies in the duopoly as major players, and the consumers as minor players. In our first game model we…

Optimization and Control · Mathematics 2022-01-17 Rene Carmona , Gokce Dayanikli

Motivated by recent empirical findings on the periodic phenomenon of aggregated market volumes in equity markets, we aim to understand the causes and consequences of periodic trading activities through a game-theoretic perspective,…

Mathematical Finance · Quantitative Finance 2024-08-20 Yufan Chen , Lan Wu , Renyuan Xu , Ruixun Zhang

In this paper, we consider a mean field game (MFG) model perturbed by small common noise. Our goal is to give an approximation of the Nash equilibrium strategy of this game using a solution from the original no common noise MFG whose…

Probability · Mathematics 2017-07-31 Saran Ahuja , Weiluo Ren , Tzu-Wei Yang

We design a computational approach to find equilibria in a class of Nash games possessing a hierarchical structure. By using tools from mixed-integer optimization and the characterization of variational equilibria in terms of the…

Optimization and Control · Mathematics 2024-11-12 Barbara Franci , Filippo Fabiani , Martin Schmidt , Mathias Staudigl
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