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Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

Optimization and Control · Mathematics 2014-04-08 Pierre Coucheney , Bruno Gaujal , Panayotis Mertikopoulos

We consider a class of continuous-time dynamic games involving a large number of players. Each player selects actions from a finite set and evolves through a finite set of states. State transitions occur stochastically and depend on the…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

In legged locomotion, the relationship between different gait behaviors and energy consumption must consider the full-body dynamics and the robot control as a whole, which cannot be captured by simple models. This work studies the robot…

Robotics · Computer Science 2021-05-04 Christopher McGreavy , Zhibin Li

To what extent does the structure of the players' strategy space influence the efficiency of decentralized solutions in congestion games? In this work, we investigate whether better performance are possible when restricting to load…

Computer Science and Game Theory · Computer Science 2022-02-25 Vittorio Bilò , Cosimo Vinci

We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…

Optimization and Control · Mathematics 2026-01-19 Alberto Domínguez Corella , Onésimo Hernández-Lerma

In this paper we propose and analyze a class of $N$-player stochastic games that include finite fuel stochastic games as a special case. We first derive sufficient conditions for the Nash equilibrium (NE) in the form of a verification…

Mathematical Finance · Quantitative Finance 2021-10-26 Xin Guo , Wenpin Tang , Renyuan Xu

The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…

Logic in Computer Science · Computer Science 2020-08-14 Julian Gutierrez , Aniello Murano , Giuseppe Perelli , Sasha Rubin , Thomas Steeples , Michael Wooldridge

We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…

Computer Science and Game Theory · Computer Science 2026-05-28 Bharat Gangwani , Arunesh Sinha

Within the framework of Game Theory, contests study decision-making in those situations or conflicts when rewards depend on the relative rank between contenders rather than their absolute performance. By relying on the formalism of Tullock…

Physics and Society · Physics 2023-04-03 A. de Miguel-Arribas , J. Morón-Vidal , L. M. Floría , C. Gracia-Lázaro , L. Hernández , Y. Moreno

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

Coalition formation is often modeled as a static equilibrium problem, neglecting the dynamic processes governing how agents self-organize. This paper proposes a dynamic split-and-merge framework that balances two conflicting economic…

Computer Science and Game Theory · Computer Science 2026-03-19 Quanyan Zhu , Zhengye Han

This paper handles a kind of strategic game called potential games and develops a novel learning algorithm Payoff-based Inhomogeneous Partially Irrational Play (PIPIP). The present algorithm is based on Distributed Inhomogeneous Synchronous…

Systems and Control · Computer Science 2011-07-26 Tatsuhiko Goto , Takeshi Hatanaka , Masayuki Fujita

We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous time on an infinite-time…

Mathematical Finance · Quantitative Finance 2026-03-31 Tiziano De Angelis , Caio César Graciani Rodrigues , Peter Tankov

Game Theory has been frequently applied in biological research since 1970s. While the key idea of Game Theory is Nash Equilibrium, it is critical to understand and figure out the payoff matrix in order to calculate Nash Equilibrium. In this…

Populations and Evolution · Quantitative Biology 2009-04-29 Chen Shi , Fang Yuan

In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…

Computer Science and Game Theory · Computer Science 2023-09-15 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

Motivated by real-world applications such as rental and cloud computing services, we investigate pricing for reusable resources. We consider a system where a single resource with a fixed number of identical copies serves customers with…

Optimization and Control · Mathematics 2025-06-24 Santiago R. Balseiro , Will Ma , Wenxin Zhang

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

Statistical Mechanics · Physics 2009-11-10 Jacek Miekisz

The aim of this article is to propose a core game theory model of transaction costs wherein it is indicated how direct costs determine the probability of loss and subsequent transaction costs. The existence of optimum is proven, and the way…

Theoretical Economics · Economics 2020-08-25 László Kállay , Tibor Takács , László Trautmann

We theoretically and experimentally study finite-time optimal control of a colloidal particle steered through a spatially inhomogeneous environment, modeled by a position-dependent energetic cost at the final state. The competition between…

Statistical Mechanics · Physics 2026-04-29 Jan Meibohm , Samuel Monter , Sarah A. M. Loos , Clemens Bechinger

This paper introduces a sampling-based strategy synthesis algorithm for nondeterministic hybrid systems with complex continuous dynamics under temporal and reachability constraints. We model the evolution of the hybrid system as a…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Qi Heng Ho , Zachary N. Sunberg , Morteza Lahijanian