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Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
Distributed Nash equilibrium seeking for games in uncertain networked systems without a prior knowledge about control directions is explored in this paper. More specifically, the dynamics of the players are supposed to be first-order or…
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…
This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…
There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…
We consider in discrete time, a general class of sequential stochastic dynamic games with asymmetric information with the following features. The underlying system has Markovian dynamics controlled by the agents' joint actions. Each agent's…
Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact…
We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…
We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…
In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…
This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…
We propose an integral Nash equilibrium seeking control (I-NESC) law which steers the multi-agent system composed of a special class of linear agents to the neighborhood of the Nash equilibrium in noncooperative strongly monotone games.…
This paper considers the design of fully distributed Nash equilibrium seeking strategies for multi-agent games. To develop fully distributed seeking strategies, two adaptive control laws, including a node-based control law and an edge-based…
In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…
We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…
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…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…
In this paper, the problem of false information injection attack and defense on state estimation in dynamic multi-sensor systems is investigated from a game theoretic perspective. The relationship between the Kalman filter and the adversary…
Smart metering infrastructure allows for two-way communication and power transfer. Based on this promising technology, we propose a demand-side management (DSM) scheme for a residential neighbourhood of prosumers. Its core is a discrete…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…