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We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…

We consider zero sum stochastic games. For every discount factor $\lambda$, a time normalization allows to represent the game as being played on the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of…

We analyze the problem of distributed power allocation for orthogonal multiple access channels by considering a continuous non-cooperative game whose strategy space represents the users' distribution of transmission power over the network's…

In this paper, the problem of smart grid energy management under stochastic dynamics is investigated. In the considered model, at the demand side, it is assumed that customers can act as prosumers who own renewable energy sources and can…

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

We study a class of finite-action disclosure games in which the sender's preferences are state-independent and the receiver's optimal action depends only on the expected state. While receiver-preferred equilibria in these games involve full…

We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…

Autonomous agents should coordinate effectively without prior knowledge of others' intents. While prior work has focused on intent inference, we address the inverse problem: how agents can strategically demonstrate their intents within…

We discuss similarities and differencies between systems of many interacting players maximizing their individual payoffs and particles minimizing their interaction energy. We analyze long-run behavior of stochastic dynamics of many…

In a continuous time stochastic economy, this paper considers the problem of consumption and investment in a financial market in which the representative investor exhibits a change in the discount rate. The investment opportunities are a…

We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

The behaviour of multi-agent learning in many player games has been shown to display complex dynamics outside of restrictive examples such as network zero-sum games. In addition, it has been shown that convergent behaviour is less likely to…

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

We investigate how distorted, yet structured, beliefs can persist in strategic situations. Specifically, we study two-player games in which each player is endowed with a biased-belief function that represents the discrepancy between a…

A supremum-of-quadratics representation for convex barrier-type constraints is developed and applied within the context of a class of continuous time state constrained linear regulator problems. Using this representation, it is shown that a…

Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…

In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…