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We analyze best response dynamics for finding a Nash equilibrium of an infinite horizon zero-sum stochastic linear quadratic dynamic game (LQDG) with partial and asymmetric information. We derive explicit expressions for each player's best…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Yuxiang Guan , Iman Shames , Tyler H. Summers

In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible…

Analysis of PDEs · Mathematics 2014-08-07 Fabio S. Priuli

Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…

Computer Science and Game Theory · Computer Science 2022-03-24 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

Consensus formation in a social network is modeled by a dynamic game of a prescribed duration played by members of the network. Each member independently minimizes a cost function that represents his/her motive. An integral cost function…

Systems and Control · Computer Science 2017-06-30 Muhammad Umar B. Niazi , Arif Bülent Özgüler , Aykut Yıldız

Reinforcement learning can acquire complex behaviors from high-level specifications. However, defining a cost function that can be optimized effectively and encodes the correct task is challenging in practice. We explore how inverse optimal…

Machine Learning · Computer Science 2016-05-30 Chelsea Finn , Sergey Levine , Pieter Abbeel

The paper addresses a problem of sequential bilateral bargaining with incomplete information. We proposed a decision model that helps agents to successfully bargain by performing indirect negotiation and learning the opponent's model.…

Computer Science and Game Theory · Computer Science 2024-09-11 Tatiana V. Guy , Jitka Homolová , Aleksej Gaj

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…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

Reinforcement Learning Algorithms (RLA) are useful machine learning tools to understand how decision makers react to signals. It is known that RLA converge towards the pure Nash Equilibria (NE) of finite congestion games and more generally,…

Computer Science and Game Theory · Computer Science 2021-11-15 Benoît Sohet , Yezekael Hayel , Olivier Beaude , Alban Jeandin

Noncooperative game-theoretic tools have been increasingly used to study many important resource allocation problems in communications, networking, smart grids, and portfolio optimization. In this paper, we consider a general class of…

Computer Science and Game Theory · Computer Science 2016-11-17 Gesualdo Scutari , Francisco Facchinei , Jong-Shi Pang , Daniel P. Palomar

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

Probability · Mathematics 2018-11-09 René Aïd , Matteo Basei , Giorgia Callegaro , Luciano Campi , Tiziano Vargiolu

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

Computer Science and Game Theory · Computer Science 2012-07-19 Daniel Reeves , Michael P. Wellman

We consider a game-theoretic model of information retrieval with strategic authors. We examine two different utility schemes: authors who aim at maximizing exposure and authors who want to maximize active selection of their content (i.e.…

Computer Science and Game Theory · Computer Science 2019-02-21 Omer Ben-Porat , Itay Rosenberg , Moshe Tennenholtz

The paper studies the convergence properties of (continuous) best-response dynamics from game theory. Despite their fundamental role in game theory, best-response dynamics are poorly understood in many games of interest due to the…

Optimization and Control · Mathematics 2018-02-08 Brian Swenson , Ryan Murray , Soummya Kar

Dynamic game theory is an increasingly popular tool for modeling multi-agent, e.g. human-robot, interactions. Game-theoretic models presume that each agent wishes to minimize a private cost function that depends on others' actions. These…

Robotics · Computer Science 2025-10-17 Cade Armstrong , Ryan Park , Xinjie Liu , Kushagra Gupta , David Fridovich-Keil

In this work, we analyze the applicability of Inverse Dynamic Game (IDG) methods based on the Minimum Principle (MP). The IDG method determines unknown cost functions in a single- or multi-agent setting from observed system trajectories by…

Optimization and Control · Mathematics 2024-06-18 Philipp Karg , Adrian Kienzle , Jonas Kaub , Balint Varga , Sören Hohmann

In this paper we develop a novel approach to the convergence of Best-Response Dynamics for the family of interference games. Interference games represent the fundamental resource allocation conflict between users of the radio spectrum. In…

Computer Science and Game Theory · Computer Science 2018-11-20 Ilai Bistritz , Amir Leshem

We consider dynamic games defined over an infinite horizon, characterized by linear, discrete-time dynamics and quadratic cost functionals. Considering such linear-quadratic (LQ) dynamic games, we focus on their solutions in terms Nash…

Optimization and Control · Mathematics 2024-12-02 A. Monti , B. Nortmann , T. Mylvaganam , M. Sassano

Valuation problems, such as feature interpretation, data valuation and model valuation for ensembles, become increasingly more important in many machine learning applications. Such problems are commonly solved by well-known game-theoretic…

Machine Learning · Computer Science 2022-05-13 Yatao Bian , Yu Rong , Tingyang Xu , Jiaxiang Wu , Andreas Krause , Junzhou Huang

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

Machine Learning · Computer Science 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf