Related papers: Robustness of Dynamics in Games: A Contraction Map…
We consider a class of hierarchical noncooperative $N$-player games where the $i$th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC) with the caveat that the implicit form of the $i$th…
We investigate the interplay between passivity, no-regret, and convergence in contractive games for various learning dynamic models and their higher-order variants. Our setting is continuous time. Building on prior work for replicator…
Game-theoretic solution concepts, such as the Nash equilibrium, have been key to finding stable joint actions in multi-player games. However, it has been shown that the dynamics of agents' interactions, even in simple two-player games with…
Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…
Dimensionality reduction is ubiquitous in analysis of complex dynamics. The conventional dimensionality reduction techniques, however, focus on reproducing the underlying configuration space, rather than the dynamics itself. The constructed…
We introduce a framework for stochastic games on large sparse graphs, covering continuous-time and discrete-time dynamic games as well as static games. Players are indexed by the vertices of simple, locally finite graphs, allowing both…
In this paper, we study proximal type dynamics in the context of noncooperative multi-agent network games. These dynamics arise in different applications, since they describe distributed decision making in multi-agent networks, e.g., in…
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
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…
Flow games coincide precisely with the fundamental class of non-negative totally balanced games. However, the conditions for their convexity have remained elusive. In this paper, we resolve this challenge by providing a complete…
Any collection can be ranked. Sports and games are common examples of ranked systems: players and teams are constantly ranked using different methods. The statistical properties of rankings have been studied for almost a century in a…
Modern control systems are featured by their hierarchical structure composing of cyber, physical, and human layers. The intricate dependencies among multiple layers and units of modern control systems require an integrated framework to…
In population games, a large population of players, modeled as a continuum, is divided into subpopulations, and the fitness or payoff of each subpopulation depends on the overall population composition. Evolutionary dynamics describe how…
This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…
Aiming to provide a new class of game dynamics with good long-term rationality properties, we derive a second-order inertial system that builds on the widely studied "heavy ball with friction" optimization method. By exploiting a well-known…
A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…
We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…
This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…
We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…
We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…