Related papers: Mixed Leadership Stochastic Differential Game in F…

Despite a substantial body of theoretical and empirical research in the fields of conjoint and discrete choice analysis as well as product line optimization, relatively few papers focused on the simulation of subsequent competitive dynamics…

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

This paper studies a Stackelberg game wherein a sender (leader) attempts to shape the information of a less informed receiver (follower) who in turn takes an action that determines the payoff for both players. The sender chooses signals to…

In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

We propose a two-layer stochastic game model to study reinsurance contracting and competition in a market with one insurer and two competing reinsurers. The insurer negotiates with both reinsurers simultaneously for proportional reinsurance…

Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…

This paper investigates a distributed robust Nash Equilibrium (NE) seeking problem for second-order players subject to external disturbances and uncertain dynamics while communicating via semi-Markov switching topologies. To accommodate the…

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

In this paper, a partially observed stochastic linear Stackelberg differential game with mean-variance criteria is studied. Randomness comes from Brownian motions and Poisson random measures. which leads to a circular dependency. We follow…

Nash equilibria are defined using uncorrelated behavioural or mixed joint probability distributions effectively assuming that players of bounded rationality must discard information to locate equilibria. We propose instead that rational…

In this paper, we study a linear-quadratic partially observed Stackelberg stochastic differential game problem in which a single leader and multiple followers are involved. We consider more practical formulation for partial information that…

This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. Existence of an open-loop Nash equilibrium…

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

In this paper, we propose a novel equilibrium solution notion for the time-inconsistent stochastic linear-quadratic optimal control problem. This notion is called the mixed equilibrium solution, which consists of two parts: a…

We investigate a privacy-signaling game problem in which a sender with privacy concerns observes a pair of correlated random vectors which are modeled as jointly Gaussian. The sender aims to hide one of these random vectors and convey the…

This paper introduces an equilibrium framework based on sequential sampling in which players face strategic uncertainty over their opponents' behavior and acquire informative signals to resolve it. Sequential sampling equilibrium delivers a…

Guided cooperation allows intelligent agents with heterogeneous capabilities to work together by following a leader-follower type of interaction. However, the associated control problem becomes challenging when the leader agent does not…

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…