Related papers: Cournot-Nash equilibrium and optimal transport in …
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…
International trade and logistics are subject to factors including geopolitical instability, climate change, and black swan events such as the unforeseen closure of the Suez Canal. The problem of predicting local price change under…
In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…
Motivated by Cournot models, this paper proposes novel models of the noncooperative and cooperative differential games with density constraints in infinite dimensions, where markets consist of infinite firms and demand dynamics are governed…
Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…
Classical results of Decision Theory, and its extension to a multi-agent setting: Game Theory, operate only at the associative level of information; this is, classical decision makers only take into account probabilities of events; we go…
We provide a novel approach to achieving a desired outcome in a coordination game: the original 2x2 game is embedded in a 2x3 game where one of the players may use a third action. For a large set of payoff values only one of the Nash…
We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…
This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…
In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…
We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…
We investigate the computation of equilibria in extensive-form games where ex ante correlation is possible, focusing on correlated equilibria requiring the least amount of communication between the players and the mediator. Motivated by the…
In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…
The computational study of equilibria involving constraints on players' strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…
This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…
We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…
We consider two-player normal form games where each player has the same finite strategy set. The payoffs of each player are assumed to be i.i.d. random variables with a continuous distribution. We show that, with high probability, the…
Discrete-time replicator map is a prototype of evolutionary selection game dynamical models that have been very successful across disciplines in rendering insights into the attainment of the equilibrium outcomes, like the Nash equilibrium…