Related papers: Dynamic Games among Teams with Delayed Intra-Team …
In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…
The mathematical characterization of social-distancing games in classical epidemic theory remains an important question, for their applications to both infectious-disease theory and memetic theory. We consider a special case of the dynamic…
In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…
We propose a model of inter-bank lending and borrowing which takes into account clearing debt obligations. The evolution of log-monetary reserves of $N$ banks is described by coupled diffusions driven by controls with delay in their drifts.…
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…
A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…
Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…
We address a noncooperative game problem in multi-controller system under delayed and asymmetric information structure. Under these conditions, the classical separation principle fails as estimation and control design become strongly…
Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…
We consider a stochastic game with partial, asymmetric and non-classical information, where the agents are trying to acquire as many available opportunities/locks as possible. Agents have access only to local information, the information…
This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…
This paper investigates the privacy-preserving distributed Nash equilibrium seeking problem for aggregative games. A novel differential privacy mechanism is designed by incorporating stochastic event-triggering with stochastic quantization,…
In this second part of our two-part paper, we invoke the stochastic maximum principle, conditional Hamiltonian and the coupled backward-forward stochastic differential equations of the first part [1] to derive team optimal decentralized…
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 the problem of Bayesian learning in a dynamical system involving strategic agents with asymmetric information. In a series of seminal papers in the literature, this problem has been investigated under a simplifying model where…
One of the natural objectives of the field of the social networks is to predict agents' behaviour. To better understand the spread of various products through a social network arXiv:1105.2434 introduced a threshold model, in which the nodes…
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.…
The distributed computation of a Nash equilibrium in aggregative games is gaining increased traction in recent years. Of particular interest is the mediator-free scenario where individual players only access or observe the decisions of…