Related papers: Common Information Belief based Dynamic Programs f…

Autonomous systems often operate in multi-agent settings and need to make concurrent, strategic decisions, typically in uncertain environments. Verification and control problems for these systems can be tackled with concurrent stochastic…

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

We study zero-sum games in the space of probability distributions over the Euclidean space $\mathbb{R}^d$ with entropy regularization, in the setting when the interaction function between the players is smooth and strongly convex-strongly…

Cooperative game theory has diverse applications in contemporary artificial intelligence, including domains like interpretable machine learning, resource allocation, and collaborative decision-making. However, specifying a cooperative game…

This paper studies convex stochastic dynamic team problems with finite and infinite time horizons under decentralized information structures. First, we introduce two notions called exchangeable teams and symmetric information structures. We…

Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…

In imperfect-information games, agents must make decisions based on partial knowledge of the game state. The Belief Stochastic Game model addresses this challenge by delegating state estimation to the game model itself. This allows agents…

Stochastic programming is often challenged by epistemic uncertainty, where critical probability distributions are poorly characterized or unknown due to a lack of data. To address this, we pioneer a novel framework for stochastic…

We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority…

We propose a generic mechanism for incentivizing behavior in an arbitrary finite game using payments. Doing so is trivial if the mechanism is allowed to observe all actions taken in the game, as this allows it to simply punish those agents…

In this paper, we study a class of zero-sum two-player stochastic differential games with the controlled stochastic differential equations and the payoff/cost functionals of recursive type. As opposed to the pioneering work by Fleming and…

We present a new model of incomplete information games without private information in which the players use a distributionally robust optimization approach to cope with the payoff uncertainty. With some specific restrictions, we show that…

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Static reduction of information structures (ISs) is a method that is commonly adopted in stochastic control, team theory, and game theory. One approach entails change of measure arguments, which has been crucial for stochastic analysis and…

This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

Many emerging problems involve teams of agents taking part in a game. Such problems require a stochastic analysis with regard to the correlation structures among the agents belonging to a given team. In the context of Standard Borel spaces,…

This paper considers the problem of two-player zero-sum stochastic differential game with both players adopting impulse controls in finite horizon under rather weak assumptions on the cost functions ($c$ and $\chi$ not decreasing in time).…

In \emph{zero-sum two-player hidden stochastic games}, players observe partial information about the state. We address: $(i)$ the existence of the \emph{uniform value}, i.e., a limiting average payoff that both players can guarantee for…