Related papers: Solving a class of zero-sum stopping game with reg…

Zero-sum stochastic games are easy to solve as they can be cast as simple Markov decision processes. This is however not the case with general-sum stochastic games. A fairly general optimization problem formulation is available for…

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…

Quantum game theory has emerged as a promising candidate to further the understanding of quantum correlations. Motivated by this, it is demonstrated that pure strategy Nash equilibria can be utilised as a mechanism to witness and determine…

The stability property of the loss-aversion-based noncooperative switched systems with quadratic payoffs is investigated. In this system, each agent adopts the lower sensitivity parameter in the myopic pseudo-gradient dynamics for the case…

We present a quantum approach to a signaling game; a special kind of extensive games of incomplete information. Our model is based on quantum schemes for games in strategic form where players perform unitary operators on their own qubits of…

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

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…

A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

The quasi-variational inequalities play a significant role in analyzing a wide range of real-world problems. However, these problems are more complicated to solve than variational inequalities as the constraint set is based on the current…

A classic model to study strategic decision making in multi-agent systems is the normal-form game. This model can be generalised to allow for an infinite number of pure strategies leading to continuous games. Multi-objective normal-form…

We study power control in optimization and game frameworks. In the optimization framework there is a single decision maker who assigns network resources and in the game framework users share the network resources according to Nash…

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a…

In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a…

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

This paper is related to nonzero-sum stochastic differential games in the Markovian framework. We show existence of a Nash equilibrium point for the game when the drift is no longer bounded and only satisfies a linear growth condition. The…

In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic…

We consider zero-sum stochastic differential games with possibly path-dependent controlled state. Unlike the previous literature, we allow for weak solutions of the state equation so that the players' controls are automatically of feedback…

We study a particular class of mean field games whose solutions can be formally connected to a scalar transport equation on the Wasserstein space of measures. For this class, we construct some interesting explicit examples of non-uniqueness…