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This work shows that the formation of a finite number of coalitions in a nonatomic network congestion game benefits everyone. At the equilibrium of the composite game played by coalitions and individuals, the average cost to each coalition…

Computer Science and Game Theory · Computer Science 2015-03-20 Cheng Wan

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

Probability · Mathematics 2022-03-24 Mathieu Laurière , Ludovic Tangpi

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

Functional Analysis · Mathematics 2022-03-25 Ryan Hynd

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…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correlated solution. This can be seen as the analogue of a coarse…

Probability · Mathematics 2024-12-20 Luciano Campi , Federico Cannerozzi , Markus Fischer

Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…

Computer Science and Game Theory · Computer Science 2018-10-04 Cheng Wan , Paulin Jacquot , Olivier Beaude , Nadia Oudjane

This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…

Computer Science and Game Theory · Computer Science 2014-02-04 Michael J. Neely

Bayesian rationality in strategic games presumes that it is possible to translate strategic uncertainty into imperfect information. Correlated equilibrium is guided by the idea that players are Bayes rational, have a common prior, and…

Computer Science and Game Theory · Computer Science 2016-02-02 Gabriel Frahm

We consider an instance of a nonatomic routing game. We assume that the network is parallel, that is, constituted of only two nodes, an origin and a destination. We consider infinitesimal players that have a symmetric network cost, but are…

Computer Science and Game Theory · Computer Science 2018-04-10 Paulin Jacquot , Cheng Wan

This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify conditions under which a paradoxical non-monotone behavior…

Computer Science and Game Theory · Computer Science 2024-02-07 Roberto Cominetti , Valerio Dose , Marco Scarsini

We study a static game played by a finite number of agents, in which agents are assigned independent and identically distributed random types and each agent minimizes its objective function by choosing from a set of admissible actions that…

Probability · Mathematics 2017-02-08 Daniel Lacker , Kavita Ramanan

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

This paper studies the rationalization and identification of binary games where players have correlated private types. Allowing for correlation is crucial in global games and in models with social interactions as it represents correlated…

Methodology · Statistics 2018-03-20 Nianqing Liu , Quang Vuong , Haiqing Xu

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…

Computer Science and Game Theory · Computer Science 2021-02-25 Linan Huang , Quanyan Zhu

One of the most appealing aspects of the (coarse) correlated equilibrium concept is that natural dynamics quickly arrive at approximations of such equilibria, even in games with many players. In addition, there exist polynomial-time…

Computer Science and Game Theory · Computer Science 2015-04-24 Siddharth Barman , Katrina Ligett

We investigate the computation of equilibria in extensive-form games where ex ante correlation is possible, focusing on correlated equilibria requiring the least amount of communication between the players and the mediator. Motivated by the…

Computer Science and Game Theory · Computer Science 2019-01-21 Andrea Celli , Stefano Coniglio , Nicola Gatti

The analysis of equilibrium points in random games has been of great interest in evolutionary game theory, with important implications for understanding of complexity in a dynamical system, such as its behavioural, cultural or biological…

Analysis of PDEs · Mathematics 2018-07-09 Manh Hong Duong , Hoang Minh Tran , The Anh Han

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

We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…

Computer Science and Game Theory · Computer Science 2026-02-09 Philip Jordan , Maryam Kamgarpour