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There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

Non-cooperative dynamic game theory provides a principled approach to modeling sequential decision-making among multiple noncommunicative agents. A key focus has been on finding Nash equilibria in two-agent zero-sum dynamic games under…

Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…

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…

We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime $M$. Switching decisions are driven by a continuous stochastic factor $X$…

The distributed computation of a Nash equilibrium in aggregative games is gaining increased traction in recent years. Of particular interest is the mediator-free scenario where individual players only access or observe the decisions of…

Network games provide a powerful framework for modeling agent interactions in networked systems, where players are represented by nodes in a graph and their payoffs depend on the actions taken by their neighbors. Extending the framework of…

The purpose of this paper is to provide a complete probabilistic analysis of a large class of stochastic differential games for which the interaction between the players is of mean-field type. We implement the Mean-Field Games strategy…

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…

We consider a class of two-player zero-sum stochastic games with finite state and compact control spaces, which we call stochastic shortest path (SSP) games. They are undiscounted total cost stochastic dynamic games that have a cost-free…

This paper addresses a class of network games played by dynamic agents using their outputs. Unlike most existing related works, the Nash equilibrium in this work is defined by functions of agent outputs instead of full agent states, which…

We address the problem of finding conditions which guarantee the existence of open-loop Nash equilibria in discrete time dynamic games (DTDGs). The classical approach to DTDGs involves analyzing the problem using optimal control theory…

Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…

Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…

Finite-horizon probabilistic multiagent concurrent game systems, also known as finite multiplayer stochastic games, are a well-studied model in computer science due to their ability to represent a wide range of real-world scenarios…

We study the problem of computing stationary Nash equilibria in discounted perfect information stochastic games from the viewpoint of computational complexity. For two-player games we prove the problem to be in PPAD, which together with a…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a necessary maximum principle and sufficient…

Replicator equation -- a paradigm equation in evolutionary game dynamics -- mathematizes the frequency dependent selection of competing strategies vying to enhance their fitness (quantified by the average payoffs) with respect to the…