English
Related papers

Related papers: Conditional Expectation of Banach Valued Correspon…

200 papers

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

Probability · Mathematics 2015-04-09 Rene Carmona , Daniel Lacker

In this paper we introduce the discontinuous universal feedback for the problem of Nash equilibrium in two person non-zero sum differential game. We assume that there exist functions satisfying some conditions analogous to the infinitesimal…

Optimization and Control · Mathematics 2013-01-22 Yurii Averboukh

In recent and past works, convexity is usually assumed on each individual part of the action functional in order to demonstrate the existence and uniqueness of a Nash equilibrium on some interval [0, T] (this meant that each hessian was…

Optimization and Control · Mathematics 2022-10-20 Daniel Block , Moises Reyes Rivas

We study how the structure of the interaction graph of a game affects the existence of pure Nash equilibria. In particular, for a fixed interaction graph, we are interested in whether there are pure Nash equilibria arising when random…

Probability · Mathematics 2012-11-13 Constantinos Daskalakis , Alexandros G. Dimakis , Elchanan Mossel

We consider a symmetric two-player contest, in which the choice set of effort is constrained. We apply a fundamental property of the payoff function to show that, under standard assumptions, there exists a unique Nash equilibrium in pure…

Theoretical Economics · Economics 2020-09-15 Doron Klunover , John Morgan

In this paper, we examine the Nash equilibrium convergence properties of no-regret learning in general N-player games. For concreteness, we focus on the archetypal follow the regularized leader (FTRL) family of algorithms, and we consider…

Computer Science and Game Theory · Computer Science 2021-02-05 Angeliki Giannou , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Panayotis Mertikopoulos

In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…

Computer Science and Game Theory · Computer Science 2024-05-14 Edan Orzech , Martin Rinard

An axiomatic characterization of Nash equilibrium is provided for games in normal form. The Nash equilibrium correspondence is shown to be fully characterized by four simple and intuitive axioms, two of which are inspired by contraction and…

Theoretical Economics · Economics 2025-12-04 Michele Crescenzi

In \emph{bandwidth allocation games} (BAGs), the strategy of a player consists of various demands on different resources. The player's utility is at most the sum of these demands, provided they are fully satisfied. Every resource has a…

Computer Science and Game Theory · Computer Science 2018-07-10 Maximilian Drees , Matthias Feldotto , Sören Riechers , Alexander Skopalik

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…

Optimization and Control · Mathematics 2023-04-20 Mattia Bianchi , Emilio Benenati , Sergio Grammatico

We investigate a model for representing large multiplayer games, which satisfy strong symmetry properties. This model is made of multiple copies of an arena; each player plays in his own arena, and can partially observe what the other…

Computer Science and Game Theory · Computer Science 2014-04-04 Patricia Bouyer , Nicolas Markey , Steen Vester

In this paper we investigate a system of coupled inequalities consisting of a variational-hemivariational inequality and a quasi-hemivariational inequality on Banach spaces. The approach is topological, and a wide variety of existence…

Analysis of PDEs · Mathematics 2024-04-30 Yunru Bai , Nicusor Costea , Shengda Zeng

In this paper we propose two new monotonicity conditions that could serve as sufficient conditions for uniqueness of Nash equilibria in mean field games. In this study we aim for $unconditional\ uniqueness$ that is independent of the length…

Analysis of PDEs · Mathematics 2023-07-24 P. Jameson Graber , Alpár R. Mészáros

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

Computer Science and Game Theory · Computer Science 2020-06-18 Ben Amiet , Andrea Collevecchio , Marco Scarsini , Ziwen Zhong

We consider evolutionary dynamics for population games in which players have a continuum of strategies at their disposal. Models in this setting amount to infinite-dimensional differential equations evolving on the manifold of probability…

Dynamical Systems · Mathematics 2025-04-23 Brendon G. Anderson , Jingqi Li , Somayeh Sojoudi , Murat Arcak

Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more…

Computer Science and Game Theory · Computer Science 2021-10-26 Laura Arditti , Giacomo Como , Fabio Fagnani , Martina Vanelli

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

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…

Optimization and Control · Mathematics 2017-03-28 Maojiao Ye , Guoqiang Hu

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…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra