Related papers: Feedback Nash Equilibria in Differential Games wit…
We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…
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 investigate the set of Nash equilibrium payoffs for two person differential games. The main result of the paper is the characterization of the set of Nash equilibrium payoffs in the terms of nonsmooth analysis. Also we obtain the…
This paper considers a new class of deterministic finite-time horizon, two-player, zero-sum differential games (DGs) in which the maximizing player is allowed to take continuous and impulse controls whereas the minimizing player is allowed…
We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equation of the game turns out to be a…
We consider a two-player zero-sum deterministic differential game where each player uses both continuous and impulse controls in infinite-time horizon. We assume that the impulses supposed to be of general term and the costs depend on the…
In the present paper, we study a two-player zero-sum deterministic differential game with both players adopting impulse controls, in infinite time horizon, under rather weak assumptions on the cost functions. We prove by means of the…
Considering infinite-horizon, discrete-time, linear quadratic, N-player dynamic games with scalar dynamics, a graphical representation of feedback Nash equilibrium solutions is provided. This representation is utilised to derive conditions…
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).…
We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…
In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is…
In this paper, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where each player has two types of decision variables: one involving sequential interactions and the other…
The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…
In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…
In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…
We consider a two-player linear-state differential game, where one player intervenes continuously in the game, while the other implements an impulse control. When the impulse instants are exogenous, we obtain the classical result in…
We study a discrete-time finite-horizon two-players nonzero-sum stopping game where the filtration of Player 1 is richer than the filtration of Player 2. A major difficulty which is caused by the information asymmetry is that Player 2 may…
This paper presents a concurrent learning-based actor-critic-identifier architecture to obtain an approximate feedback-Nash equilibrium solution to an infinite horizon N-player nonzero-sum differential game online, without requiring…
A Linear Quadratic Deterministic Continuous Time Game with many symmetric players is considered and the Linear Feedback Nash strategies are studied as the number of players goes to infinity. We show that under some conditions the limit of…
This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…