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We consider a tournament among four equally strong semifinalists. The players have to decide how much stamina to use in the semifinals, provided that the rest is available in the final and the third-place playoff. We investigate optimal…
This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk neutrality imposed on market makers by…
We analyze the performance of the best-response dynamic across all normal-form games using a random games approach. The playing sequence -- the order in which players update their actions -- is essentially irrelevant in determining whether…
In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…
Queueing networks are typically modelled assuming that the arrival process is exogenous, and unaffected by admission control, scheduling policies, etc. In many situations, however, users choose the time of their arrival strategically,…
We investigate the game theoretic equilibrium points of a status updating system with an adversary that jams the updates in the downlink. We consider the system models with and without diversity. The adversary can jam up to $\alpha$…
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…
We analyze the stability of a nonlinear dynamical model describing the noncooperative strategic interactions among the agents of a finite collection of populations. Each agent selects one strategy at a time and revises it repeatedly…
In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…
We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…
The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon…
This paper focuses on the coordination of a large population of dynamic agents with private information over multiple periods. Each agent maximizes the individual utility, while the coordinator determines the market rule to achieve group…
Two issues of algorithmic collusion are addressed in this paper. First, we show that in a general class of symmetric games, including Prisoner's Dilemma, Bertrand competition, and any (nonlinear) mixture of first and second price auction,…
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 study optimal fidelity selection for a human operator servicing a queue of homogeneous tasks. The agent can service a task with a normal or high fidelity level, where fidelity refers to the degree of exactness and precision while…
In this paper we present a new competitive packet routing model with edge priorities. We consider players that route selfishly through a network over time and try to reach their destinations as fast as possible. If the number of players who…
We investigate a spectrum oligopoly where primary users allow secondary access in lieu of financial remuneration. Transmission qualities of the licensed bands fluctuate randomly. Each primary needs to select the price of its channel with…
In real-world social and economic systems, the provisioning of public goods generally entails continuous interactions among individuals, with decisions to cooperate or defect being influenced by dynamic factors such as timing, resource…
Giving customers queue length information about a service system has the potential to influence the decision of a customer to join a queue. Thus, it is imperative for managers of queueing systems to understand how the information that they…
This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…