Related papers: Stability Analysis of Nash Equilibrium for 2-Agent…
In the study of reactive systems, qualitative properties are usually easier to model and analyze than quantitative properties. This is especially true in systems where mutually beneficial cooperation between agents is possible, such as…
This paper develops a novel methodology to study robust stability properties of Nash equilibrium points in dynamic games. Small-gain techniques in modern mathematical control theory are used for the first time to derive conditions…
In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…
In contrast with existing works which rely on the same type of energy-efficiency measure to design distributed power control policies, the present work takes into account the presence of a finite packet buffer at the transmitter side and…
In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…
This paper investigates the distributed Nash equilibrium seeking problem for two-network zero-sum games with set constraints, where the two networks have the opposite nonsmooth cost functions. The interaction of the agents in each network…
Towards characterizing the optimization landscape of games, this paper analyzes the stability of gradient-based dynamics near fixed points of two-player continuous games. We introduce the quadratic numerical range as a method to…
In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…
In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…
In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…
We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of…
We introduce an analytical model to study the evolution towards equilibrium in spatial games, with `memory-aware' agents, i.e., agents that accumulate their payoff over time. In particular, we focus our attention on the spatial Prisoner's…
We study analytically and by computer simulations a complex system of adaptive agents with finite memory. Borrowing the framework of the Minority Game and using the replica formalism we show the existence of an equilibrium phase transition…
Continuous-time gradient-based Nash equilibrium seeking algorithms enjoy a passivity property under a suitable monotonicity assumption. This feature has been exploited to design distributed algorithms that converge to Nash equilibria and…
We study the rise in the acceptability fiat money in a Kiyotaki-Wright economy by developing a method that can determine dynamic Nash equilibria for a class of search models with genuine heterogenous agents. We also address open issues…
Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…
It is well known that a non-cooperative game may have multiple equilibria. In this paper we consider the efficiency of games, measured by the ratio between the aggregate payoff over all Nash equilibria and that over all admissible controls.…
We derive the rate of convergence to Nash equilibria for the payoff-based algorithm proposed in \cite{tat_kam_TAC}. These rates are achieved under the standard assumption of convexity of the game, strong monotonicity and differentiability…
This paper proposes a novel approach for local convergence to Nash equilibrium in quadratic noncooperative games based on a distributed Lie-bracket extremum seeking control scheme. This is the first instance of noncooperative games being…
Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…