Related papers: Asymptotic Nash Equilibrium for the $M$-ary Sequen…
In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…
We study pure-strategy Nash equilibria in multi-player concurrent deterministic games, for a variety of preference relations. We provide a novel construction, called the suspect game, which transforms a multi-player concurrent game into a…
We investigate a time-inconsistent, non-Markovian finite-player game in continuous time, where each player's objective functional depends non-linearly on the expected value of the state process. As a result, the classical Bellman optimality…
In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…
We consider finite-state concurrent stochastic games, played by k>=2 players for an infinite number of rounds, where in every round, each player simultaneously and independently of the other players chooses an action, whereafter the…
Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…
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…
On a filtered probability space $(\Omega ,\mathcal{F}, (\mathcal{F}_t)_{t\in[0,\infty]}, \mathbb{P})$, we consider the two-player non-zero-sum stopping game $u^i := \mathbb{E}[U^i(\rho,\tau)],\ i=1,2$, where the first player choose a…
In this work a four terminal complex Gaussian network composed of a source, a destination, an eavesdropper and a jammer relay is studied under two different set of assumptions: (i) The jammer relay does not hear the source transmission, and…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
We consider a multi-hypothesis testing problem involving a K-armed bandit. Each arm's signal follows a distribution from a vector exponential family. The actual parameters of the arms are unknown to the decision maker. The decision maker…
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…
This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…
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.…
We study pure Nash equilibria in infinite-duration games on graphs, with partial visibility of actions but communication (based on a graph) among the players. We show that a simple communication mechanism consisting in reporting the…
The mathematical characterization of social-distancing games in classical epidemic theory remains an important question, for their applications to both infectious-disease theory and memetic theory. We consider a special case of the dynamic…
We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…
We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a…
The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…
We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a…