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Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…

Computer Science and Game Theory · Computer Science 2020-11-10 Benjamin J. Chasnov , Daniel Calderone , Behçet Açıkmeşe , Samuel A. Burden , Lillian J. Ratliff

This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…

Machine Learning · Computer Science 2024-03-04 Igor Pontes Duff , Pawan Goyal , Peter Benner

Adaptive populations such as those in financial markets and distributed control can be modeled by the Minority Game. We consider how their dynamics depends on the agents' initial preferences of strategies, when the agents use linear or…

Statistical Finance · Quantitative Finance 2009-11-13 H. M. Yang , Y. S. Ting , K. Y. Michael Wong

We propose a stability analysis method for sampled-data switched linear systems with finite-level static quantizers. In the closed-loop system, information on the active mode of the plant is transmitted to the controller only at each…

Systems and Control · Computer Science 2015-09-03 Masashi Wakaiki , Yutaka Yamamoto

Multi-agent policy-gradient methods have been shown to converge locally near stable Nash equilibria. Local convergence, however, does not determine which equilibrium is reached. We study this question through basin-entry probability with…

Machine Learning · Computer Science 2026-05-19 Yevhen Shcherbinin , Arina Redina , Maxim Kalpin , Vlad Kochetov

Athey and Segal introduced an efficient budget-balanced mechanism for a dynamic stochastic model with quasilinear payoffs and private values, using the solution concept of perfect Bayesian equilibrium. We show that this implementation is…

Theoretical Economics · Economics 2022-06-28 Endre Csóka

Autonomous agents are often tasked with operating in an area where feedback is unavailable. Inspired by such applications, this paper develops a novel switched systems-based control method for uncertain nonlinear systems with temporary loss…

Systems and Control · Computer Science 2018-03-16 Hsi-Yuan Chen , Zachary I. Bell , Patryk Deptula , Warren E. Dixon

We study a class of games which model the competition among agents to access some service provided by distributed service units and which exhibit congestion and frustration phenomena when service units have limited capacity. We propose a…

Computer Science and Game Theory · Computer Science 2015-08-19 F. Altarelli , A. Braunstein , L. Dall'Asta

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players'…

Systems and Control · Electrical Eng. & Systems 2020-10-20 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Optimization and Control · Mathematics 2019-11-04 Mehran Shakarami , Claudio De Persis , Nima Monshizadeh

We present and analyze a model for the evolution of the wealth distribution within a heterogeneous economic environment. The model considers a system of rational agents interacting in a game theoretical framework, through fairly general…

General Finance · Quantitative Finance 2015-06-16 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

In this short note we study a class of multi-player, turn-based games with deterministic state transitions and reachability / safety objectives (this class contains as special cases "classic" two-player reachability and safety games as well…

Computer Science and Game Theory · Computer Science 2018-10-05 Athanasios Kehagias

We investigate the stability problem for discrete-time stochastic switched linear systems under the specific scenarios where information about the switching patterns and the probability of switches are not available. Our analysis focuses on…

Systems and Control · Computer Science 2018-04-23 Ahmet Cetinkaya , Hideaki Ishii , Tomohisa Hayakawa

We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…

Optimization and Control · Mathematics 2010-08-24 Michael Ludkovski

Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…

Computer Science and Game Theory · Computer Science 2026-03-17 Mahdis Rabbani , Navid Mojahed , Shima Nazari

This paper investigates a class of linear-quadratic-Gaussian risk-sensitive graphon mean-field games, involving an asymptotically infinite population of heterogeneous agents distributed across an asymptotically infinite network, where each…

Optimization and Control · Mathematics 2026-04-28 Tian Chen , Minyi Huang

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

Systems and Control · Computer Science 2018-06-06 Naci Saldi , Tamer Basar , Maxim Raginsky

The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for…

Optimization and Control · Mathematics 2020-06-18 Maojiao Ye , Jizhao Yin , Le Yin

In this second part of our work, we study the steady state of the population and the social utility for the three dynamics SSD, NBRD and NRPM; which were introduced in the first part. We provide sufficient conditions on the network based on…

Optimization and Control · Mathematics 2020-12-24 Nirabhra Mandal , Pavankumar Tallapragada

In this paper, we show the equivalence between a constrained, multi-agent control problem, modeled within the port-Hamiltonian framework, and an exact potential game. Specifically, critical distance-based constraints determine a network of…

Optimization and Control · Mathematics 2018-11-20 Filippo Fabiani , Andrea Caiti