Related papers: A note on Cournot-Nash equilibria and Optimal Tran…
In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…
We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…
We investigate the linear quadratic stochastic optimal control problems in infinite dimension without Markovian restriction for coefficients. The necessary and sufficient conditions for open-loop optimal controls are presented. We prove the…
This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion…
We study potential games on unimodular random graphs of bounded degree, where players interact through the underlying network. Using the unimodular measure, we define a well-posed global potential that captures both finite- and…
Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…
We consider the problem of approximating Nash equilibria of $N$ functions $f_1,\dots, f_N$ of $N$ variables. In particular, we deduce conditions under which systems of the form $$ \dot u_j(t)=-\nabla_{x_j}f_j(u(t)) $$ $(j=1,\dots, N)$ are…
In this work, we provide a structural characterization of the possible Nash equilibria in the well-studied class of security games with additive utility. Our analysis yields a classification of possible equilibria into seven types and we…
This paper establishes the tractability of finding the optimal Nash equilibrium, as well as the optimal social solution, to a discrete congestion game using a gate-model quantum computer. The game is of the type originally posited by…
We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…
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…
We investigate the degree of discontinuity of several solution concepts from non-cooperative game theory. While the consideration of Nash equilibria forms the core of our work, also pure and correlated equilibria are dealt with. Formally,…
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…
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…
Let $T:X\to X $ and $S:Y \to Y$ be continuous maps defined on compact sets. Let $$\varphi_i(\mu,\nu)=\int_{X \times Y} A_i(x,y) d\mu(x) d\nu(y)\;\;{for} \;\; i=1,2,$$ where $\mu$ is $T$-invariant and $\nu$ is $S$-invariant, be pay-off…
The task of computing approximate Nash equilibria in large zero-sum extensive-form games has received a tremendous amount of attention due mainly to the Annual Computer Poker Competition. Immediately after its inception, two competing and…
This paper addresses the problem of fair equilibrium selection in graphical games. Our approach is based on the data structure called the {\em best response policy}, which was proposed by Kearns et al. \cite{kls} as a way to represent all…
Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…
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…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…