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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 study stochastic mean-field games among finite number of teams with large finite as well as infinite number of decision makers. For this class of games within static and dynamic settings, we establish the existence of a Nash equilibrium,…

Optimization and Control · Mathematics 2022-11-11 Sina Sanjari , Naci Saldi , Serdar Yüksel

Nash equilibrium is a central solution concept for reasoning about self-interested agents. We address the problem of synthesizing Nash equilibria in two-player deterministic games on graphs, where players have private, partially-ordered…

Computer Science and Game Theory · Computer Science 2025-10-29 Caleb Probine , Abhishek Kulkarni , Ufuk Topcu

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

We present a moving target defense strategy to reduce the impact of stealthy sensor attacks on feedback systems. The defender periodically and randomly switches between thresholds from a discrete set to increase the uncertainty for the…

Systems and Control · Electrical Eng. & Systems 2022-06-02 David Umsonst , Serkan Sarıtaş , György Dán , Henrik Sandberg

We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…

Optimization and Control · Mathematics 2022-03-10 Said Hamadène , Mohammed Hassani , Marie-Amélie Morlais

Learning in zero-sum games studies a situation where multiple agents competitively learn their strategy. In such multi-agent learning, we often see that the strategies cycle around their optimum, i.e., Nash equilibrium. When a game…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

This paper introduces a new method to achieve stable convergence to Nash equilibrium in duopoly noncooperative games. Inspired by the recent fixed-time Nash Equilibrium seeking (NES) as well as prescribed-time extremum seeking (ES) and…

Optimization and Control · Mathematics 2024-05-27 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper…

Computer Science and Game Theory · Computer Science 2024-12-20 Carlo Cenedese , Giuseppe Belgioioso , Sergio Grammatico , Ming Cao

This paper aims to accommodate games in which the players' dynamics are subject to un-modeled and disturbance terms. The un-modeled and disturbance terms are regarded as extended states for which observers are designed to estimate them.…

Optimization and Control · Mathematics 2020-04-22 Maojiao Ye

Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…

Logic in Computer Science · Computer Science 2023-06-22 Julian Gutierrez , Paul Harrenstein , Giuseppe Perelli , Michael Wooldridge

We study discounted infinitely repeated games in which players agree on a cooperative mixed action profile but, at each step, observe only the realized pure actions. This form of imperfect monitoring breaks classical trigger strategies,…

Applications · Statistics 2026-03-09 Aymeric Capitaine , Antoine Scheid , Etienne Boursier , Alain Durmus , Michael I. Jordan

In game theory, a trusted mediator acting on behalf of the players can enable the attainment of correlated equilibria, which may provide better payoffs than those available from the Nash equilibria alone. We explore the approach of…

Cryptography and Security · Computer Science 2013-11-08 Ye Wang , Shantanu Rane , Prakash Ishwar

We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each player can adjust her own stopping strategy according to…

Optimization and Control · Mathematics 2015-08-26 Zhou Zhou

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

Optimization and Control · Mathematics 2023-01-13 Zahra Zahedi , Alireza Khayatian , Mohammad Mehdi Arefi , Shen Yin

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…

Machine Learning · Computer Science 2020-03-20 Kartik Ahuja , Karthikeyan Shanmugam , Kush R. Varshney , Amit Dhurandhar

In this paper, we investigate the seeking of Nash equilibrium (NE) in a non-cooperative quadratic game where all agents exchange their delayed strategy information with their neighbors. To extend best-response algorithms to the delayed…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Kaichen Jiang , Yuyue Yan , Mingda Yue , Yuhu Wu

The game of \emph{Showcase Showdown} with unlimited spins is investigated as an $n$-players continuous game, and the Nash Equilibrium strategies for the players are obtained. The sequential game with information on the results of the…

Optimization and Control · Mathematics 2025-04-15 L. Bayón , P. Fortuny ayuso , J. M. Grau , A. M. Oller-Marcén , M. M Ruíz

This paper studies a variant of the contest model introduced in Seel and Strack [J. Econom. Theory 148 (2013) 2033-2048]. In the Seel-Strack contest, each agent or contestant privately observes a Brownian motion, absorbed at zero, and…

Economics · Quantitative Finance 2016-02-05 Han Feng , David Hobson