Related papers: Linear-Quadratic Stochastic Differential Games on …

Distributed Nash equilibrium seeking for games in uncertain networked systems without a prior knowledge about control directions is explored in this paper. More specifically, the dynamics of the players are supposed to be first-order or…

Linear Dynamic Logic on finite traces LDLf is a powerful logic for reasoning about the behaviour of concurrent and multi-agent systems. In this paper, we investigate techniques for both the characterisation and verification of equilibria in…

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

This paper studies a new class of dynamic optimization problems of large-population (LP) system which consists of a large number of negligible and coupled agents. The most significant feature in our setup is the dynamics of individual…

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

We propose a framework for two-player infinite-dimensional games with cooperative or competitive structure. These games take the form of coupled partial differential equations in which players optimize over a space of measures, driven by…

Existing settings of decentralized learning either require players to have full information or the system to have certain special structure that may be hard to check and hinder their applicability to practical systems. To overcome this, we…

We study natural strategic games on directed graphs, which capture the idea of coordination in the absence of globally common strategies. We show that these games do not need to have a pure Nash equilibrium and that the problem of…

In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…

We study competitive diffusion games on graphs introduced by Alon et al. [1] to model the spread of influence in social networks. Extending results of Roshanbin [8] for two players, we investigate the existence of pure Nash equilibria for…

We study a sequence of symmetric $n$-player stochastic differential games driven by both idiosyncratic and common sources of noise, in which players interact with each other through their empirical distribution. The unique Nash equilibrium…

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…

There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…

We investigate a novel finite-horizon linear-quadratic (LQ) feedback dynamic potential game with a priori unknown cost matrices played between two players. The cost matrices are revealed to the players sequentially, with the potential for…

This paper considers a new class of deterministic finite-time horizon, two-player, zero-sum differential games (DGs) in which the maximizing player is allowed to take continuous and impulse controls whereas the minimizing player is allowed…

In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

This paper studies relative arbitrage opportunities in a market with competitive investors through stochastic differential games in the limit as the number of players tends to infinity. With common noises introduced by the stock…

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…