Related papers: Isomorphism Properties of Optimality and Equilibri…
Input-to-State Stability (ISS) is fundamental in mathematically quantifying how stability degrades in the presence of bounded disturbances. If a system is ISS, its trajectories will remain bounded, and will converge to a neighborhood of an…
We study the behavior of a stochastic variant of replicator dynamics in two-agent zero-sum games. We characterize the statistics of such systems by their invariant measures which can be shown to be entirely supported on the boundary of the…
The goal in this paper is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is amongst the most popular metrics in game theory and provides an avenue for estimating the…
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…
The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…
We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…
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…
Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…
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…
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…
In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…
We develop an Integral Transformation Method (ITM) for the study of suitable optimal control and differential game models. This allows for a solution to such dynamic problems to be found through solving a family of optimization problems…
Strategic interactions can be represented more concisely, and analyzed and solved more efficiently, if we are aware of the symmetries within the multiagent system. Symmetries also have conceptual implications, for example for equilibrium…
The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…
Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…
In this paper, we demonstrate the existence of team-optimal strategies for static teams under observation-sharing information structures. Assuming that agents can access shared observations, we begin by converting the team problem into an…
Decentralized team problems where players have asymmetric information about the state of the underlying stochastic system have been actively studied, but \emph{games} between such teams are less understood. We consider a general model of…
Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…
Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…
Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…