Related papers: Mixed Leadership Stochastic Differential Game in F…
This paper analyzes a finite horizon dynamic signaling game motivated by the well-known strategic information transmission problems in economics. The mathematical model involves information transmission between two agents, a sender who…
We discuss an open-loop backward Stackelberg differential game involving single leader and single follower. Unlike most Stackelberg game literature, the state to be controlled is characterized by a backward stochastic differential equation…
A noncooperative differential (dynamic) game model of opinion dynamics is proposed. In this game, the agents' motives are shaped by their expectations of the nature of others' opinions as well as how susceptible they are to get influenced…
This paper investigates open-loop and feedback solutions of linear quadratic mean field (MF) games with a leader and a large number of followers. The leader first gives its strategy and then all the followers cooperate to optimize the…
In this paper, we study the problem of multiple stochastic agents interacting in a dynamic game scenario with continuous state and action spaces. We define a new notion of stochastic Nash equilibrium for boundedly rational agents, which we…
We study the Stackelberg-Nash null controllability of a coupled system governed by two linear forward stochastic parabolic equations. The system includes one leader control localized in a subset of the domain, two additional leader controls…
Real world applications such as economics and policy making often involve solving multi-agent games with two unique features: (1) The agents are inherently asymmetric and partitioned into leaders and followers; (2) The agents have different…
This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…
In this paper, we address the inverse problem in the case of linear-quadratic discrete-time dynamic non-cooperative games. Given feedback laws of players that are known to be a Nash equilibrium pair for a discrete-time linear system, we…
Demand-side management (DSM) enables distribution system operators (DSOs) to steer electricity consumption through dynamic price signals or incentive mechanisms, thereby leveraging end-users' flexibility potential for delivering grid…
Many decentralized and networked control problems involve decision makers which have either misaligned criteria or subjective priors. In the context of such a setup, in this paper we consider binary signaling problems in which the decision…
A distributed Nash equilibrium seeking algorithm is presented for networked games. We assume an incomplete information available to each player about the other players' actions. The players communicate over a strongly connected digraph to…
This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…
We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…
We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative upstream firm produces a commodity that is used by a…
Many communication, sensor network, and networked control problems involve agents (decision makers) which have either misaligned objective functions or subjective probabilistic models. In the context of such setups, we consider binary…
We consider an N-player hierarchical game in which the i-th player's objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a framework allows for capturing a broad range of…
We introduce a set-valued solution concept, M equilibrium, to capture empirical regularities from over half a century of game-theory experiments. We show M equilibrium serves as a meta theory for various models that hitherto were considered…
This paper presents a pioneering investigation into discrete-time two-person non-zero-sum linear quadratic (LQ) stochastic games with random coefficients. We derive necessary and sufficient conditions for the existence of open-loop Nash…
We propose a toy model for a stochastic description of the competition between two athletes of unequal strength, whose average strength difference is represented by a parameter $d$. The athletes interact through the choice of their…