English
Related papers

Related papers: On approximate and weak correlated equilibria in c…

200 papers

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

In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…

Computer Science and Game Theory · Computer Science 2026-01-30 Mao Fabrice Djete , Nizar Touzi

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 develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…

Computer Science and Game Theory · Computer Science 2007-12-11 Stéphane Le Roux

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

Computer Science and Game Theory · Computer Science 2016-09-15 Patricia Bouyer , Nicolas Markey , Daniel Stan

We study nonzero-sum stochastic games for continuous time Markov chains on a denumerable state space with risk sensitive discounted and ergodic cost criteria. For the discounted cost criterion we first show that the corresponding system of…

Optimization and Control · Mathematics 2016-03-09 Mrinal K. Ghosh , K. Suresh Kumar , Chandan Pal

We investigate whether having a unique equilibrium (or a given number of equilibria) is robust to perturbation of the payoffs, both for Nash equilibrium and correlated equilibrium. We show that the set of n-player finite games with a unique…

Optimization and Control · Mathematics 2009-02-17 Yannick Viossat

In this paper, we formulate an evolutionary multiple access channel game with continuous-variable actions and coupled rate constraints. We characterize Nash equilibria of the game and show that the pure Nash equilibria are Pareto optimal…

Computer Science and Game Theory · Computer Science 2011-03-15 Quanyan Zhu , Hamidou Tembine , Tamer Basar

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

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

Probability · Mathematics 2018-05-14 Chiara Benazzoli , Luciano Campi , Luca Di Persio

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 a game in which the action set of each player is uncountable, and show that, from weak assumptions on the common prior, any mixed strategy has an approximately equivalent pure strategy. The assumption of this result can be…

Theoretical Economics · Economics 2023-02-15 Yuhki Hosoya , Chaowen Yu

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , Angelia Nedich

In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…

Optimization and Control · Mathematics 2021-08-30 Gehui Xu , Guanpu Chen , Hongsheng Qi , Yiguang Hong

In this short note we study a class of multi-player, turn-based games with deterministic state transitions and reachability / safety objectives (this class contains as special cases "classic" two-player reachability and safety games as well…

Computer Science and Game Theory · Computer Science 2018-10-05 Athanasios Kehagias

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Computer Science and Game Theory · Computer Science 2013-08-01 Leslie Ann Goldberg , Paul W. Goldberg , Piotr Krysta , Carmine Ventre

We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…

Probability · Mathematics 2018-12-04 Enzo Miller , Huyen Pham

This paper investigates closed-loop Nash equilibria for discrete-time linear-quadratic (LQ) stochastic nonzero-sum difference games with random coefficients. Unlike existing works, we consider randomness in both state dynamics and cost…

Optimization and Control · Mathematics 2025-07-23 Qingxin Meng , Yiwei Wu

Discretely-constrained Nash-Cournot games have attracted attention as they arise in various competitive energy production settings in which players must make one or more discrete decisions. Gabriel et al. ["Solving discretely-constrained…

Theoretical Economics · Economics 2022-11-24 Dimitri J. Papageorgiou , Francisco Trespalacios , Stuart Harwood