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In order for agents in multi-agent systems (MAS) to be safe, they need to take into account the risks posed by the actions of other agents. However, the dominant paradigm in game theory (GT) assumes that agents are not affected by risk from…

Machine Learning · Computer Science 2023-03-03 Oliver Slumbers , David Henry Mguni , Stephen Marcus McAleer , Stefano B. Blumberg , Jun Wang , Yaodong Yang

This paper studies the problem of Nash equilibrium approximation in large-scale heterogeneous mean-field games under communication and computation constraints. A deterministic mean-field game is considered in which the non-linear utility…

Optimization and Control · Mathematics 2017-09-20 Ehsan Nekouei , Tansu Alpcan , Girish Nair

In the traditional game-theoretic set up, where agents select actions and experience corresponding utilities, an equilibrium is a configuration where no agent can improve their utility by unilaterally switching to a different action. In…

Systems and Control · Electrical Eng. & Systems 2019-10-02 Basilio Gentile , Dario Paccagnan , Bolutife Ogunsula , John Lygeros

Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…

Optimization and Control · Mathematics 2025-05-09 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

Today's multiagent systems have grown too complex to rely on centralized controllers, prompting increasing interest in the design of distributed algorithms. In this respect, game theory has emerged as a valuable tool to complement more…

Systems and Control · Computer Science 2020-02-19 Rahul Chandan , Dario Paccagnan , Jason R. Marden

This paper presents a novel data-driven approach for approximating the $\varepsilon$-Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agents interact with each other through their dynamics and…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Zhenhui Xu , Jiayu Chen , Bing-Chang Wang , Tielong Shen

Finite-horizon probabilistic multiagent concurrent game systems, also known as finite multiplayer stochastic games, are a well-studied model in computer science due to their ability to represent a wide range of real-world scenarios…

Computer Science and Game Theory · Computer Science 2026-05-27 Senthil Rajasekaran , Moshe Y. Vardi

Trajectory planning involving multi-agent interactions has been a long-standing challenge in the field of robotics, primarily burdened by the inherent yet intricate interactions among agents. While game-theoretic methods are widely…

Robotics · Computer Science 2025-07-17 Zhenmin Huang , Yusen Xie , Benshan Ma , Shaojie Shen , Jun Ma

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

Machine Learning · Computer Science 2025-01-03 Nianli Peng , Yilin Wang

We propose a game-theoretic framework for adaptive multi-agent intelligent systems. Unlike classical game theory, which often treats strategies as primitive objects chosen by perfectly rational agents, the proposed framework provides a…

Neural and Evolutionary Computing · Computer Science 2026-05-12 Zhe Sage Chen , Quanyan Zhu

This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

In this paper, a multi-agent motion planning problem is studied aiming to minimize energy consumption of connected automated vehicles (CAVs) in lane change scenarios. We model this interactive motion planning as a generalized Nash…

Systems and Control · Electrical Eng. & Systems 2024-11-25 Viranjan Bhattacharyya , Tyler Ard , Rongyao Wang , Ardalan Vahidi , Yunyi Jia , Jihun Han

The fusion of the multi-agent paradigm with evolutionary computation yielded promising results in many optimization problems. Evolutionary multi-agent system (EMAS) are more similar to biological evolution than classical evolutionary…

Multiagent Systems · Computer Science 2015-08-13 D. Krzywicki , W. Turek , A. Byrski , M. Kisiel-Dorohinicki

Many real-world human behaviors can be characterized as a sequential decision making processes, such as urban travelers choices of transport modes and routes (Wu et al. 2017). Differing from choices controlled by machines, which in general…

Artificial Intelligence · Computer Science 2019-07-12 Guojun Wu , Yanhua Li , Zhenming Liu , Jie Bao , Yu Zheng , Jieping Ye , Jun Luo

In a framework close to the one developed by Holmstr\"om and Milgrom [44], we study the optimal contracting scheme between a Principal and several Agents. Each hired Agent is in charge of one project, and can make efforts towards managing…

Economics · Quantitative Finance 2016-05-27 Romuald Elie , Dylan Possamaï

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Optimization and Control · Mathematics 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

In this paper, we consider a linear quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of…

Optimization and Control · Mathematics 2016-07-18 Jingrui Sun , Jiongmin Yong

Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent research has revealed that for forward-backward control…

Optimization and Control · Mathematics 2025-04-22 Qi Lü , Bowen Ma , Hanxiao Wang

Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Eduardo Sebastián , Maitrayee Keskar , Eeman Iqbal , Eduardo Montijano , Carlos Sagüés , Nikolay Atanasov

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…

Optimization and Control · Mathematics 2020-04-10 Andrew R Romano , Lacra Pavel