Related papers: Distributed Non-Bayesian Learning for Games with I…
Non-Bayesian social learning theory provides a framework that models distributed inference for a group of agents interacting over a social network. In this framework, each agent iteratively forms and communicates beliefs about an unknown…
We consider the problem of estimating the expected value of information (the knowledge gradient) for Bayesian learning problems where the belief model is nonlinear in the parameters. Our goal is to maximize some metric, while simultaneously…
In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…
We propose a new belief update rule for Distributed Non-Bayesian learning in time-varying directed graphs, where a group of agents tries to collectively identify a hypothesis that best describes a sequence of observed data. We show that the…
We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…
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…
This work studies the parameter identification problem of a generalized non-cooperative game, where each player's cost function is influenced by an observable signal and some unknown parameters. We consider the scenario where equilibrium of…
We consider two-player non-zero-sum linear-quadratic Gaussian games in which both players aim to minimize a quadratic cost function while controlling a linear and stochastic state process {using linear policies}. The system is partially…
Non-Bayesian social learning theory provides a framework for distributed inference of a group of agents interacting over a social network by sequentially communicating and updating beliefs about the unknown state of the world through…
In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…
In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…
We study a setting where a group of agents, each receiving partially informative private signals, seek to collaboratively learn the true underlying state of the world (from a finite set of hypotheses) that generates their joint observation…
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…
How users in a dynamic system perform learning and make decision become more and more important in numerous research fields. Although there are some works in the social learning literatures regarding how to construct belief on an uncertain…
We develop a hierarchical Bayesian dynamic game for competitive inventory and pricing under incomplete information. Two firms repeatedly choose order quantities and prices while facing two layers of uncertainty: unknown market demand and…
We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…
Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…
This paper considers a distributed Nash equilibrium seeking problem, where the players only have partial access to other players' actions, such as their neighbors' actions. Thus, the players are supposed to communicate with each other to…
We consider a Gaussian interference channel with independent direct and cross link channel gains, each of which is independent and identically distributed across time. Each transmitter-receiver user pair aims to maximize its long-term…
In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…