Related papers: Cournot-Nash equilibrium and optimal transport in …
Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…
In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we…
If a game has a unique Nash equilibrium, then this equilibrium is arguably the solution of the game from the refinement's literature point of view. However, it might be that for almost all initial conditions, all strategies in the support…
We consider a variant of Cournot competition, where multiple firms allocate the same amount of resource across multiple markets. We prove that the game has a unique pure-strategy Nash equilibrium (NE), which is symmetric and is…
Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…
This work studies Nash equilibria for games where a mixture of coordinating and anti-coordinating agents, with possibly heterogeneous thresholds, coexist and interact through an all-to-all network. Whilst games with only coordinating or…
Congestion games offer a primary model in the study of pure Nash equilibria in non-cooperative games, and a number of generalized models have been proposed in the literature. One line of generalization includes weighted congestion games, in…
The use of game theoretic models has been quite successful in describing various cooperative and non-cooperative optimization problems in networks and other domains of computer systems. In this paper, we study an application of game…
We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…
The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…
We consider a multi-agent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We…
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…
We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. More precisely, the paper focusses on a strategic dynamic…
In the traditional game-theoretic set up, where agents select actions and experience corresponding utilities, an equilibrium is a configuration where no agent can improve their utility by unilaterally switching to a different action. In…
This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…
Equilibrium modeling is common in a variety of fields such as game theory and transportation science. The inputs for these models, however, are often difficult to estimate, while their outputs, i.e., the equilibria they are meant to…
In noncooperative Nash games, equilibria are often inefficient. This is exemplified by the Prisoner's Dilemma and was first provably shown in the 1980s. Since then, understanding the quality of Nash equilibrium (NE) received considerable…
In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens…
The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…
Graphical games are a useful framework for modeling the interactions of (selfish) agents who are connected via an underlying topology and whose behaviors influence each other. They have wide applications ranging from computer science to…