Related papers: Consistent Conjectural Variations Equilibrium: Cha…

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…

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…

We present a new tool for the study of multiplayer stochastic games, namely the modified game, which is a normal-form game that depends on the discount factor, the initial state, and for every player a partition of the set of states and a…

Zero sum games with risk-sensitive cost criterion are considered with underlying dynamics being given by controlled stochastic differential equations. Under the assumption of geometric stability on the dynamics , we completely characterize…

We consider a large population dynamic game in discrete time. The peculiarity of the game is that players are characterized by time-evolving types, and so reasonably their actions should not anticipate the future values of their types. When…

In this paper we consider an infinite horizon zero-sum differential game where the dynamics of each player and the running cost are also depending on the evolution of some discrete (switching) variables. In particular, such switching…

This paper studies the stabilization for a kind of linear and impulse control systems in finite-dimensional spaces, where impulse instants appear periodically. We present several characterizations on the stabilization; show how to design…

Several recent works in online optimization and game dynamics have established strong negative complexity results including the formal emergence of instability and chaos even in small such settings, e.g., $2\times 2$ games. These results…

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…

In this paper, we study the existence of equilibrium in a single-leader-multiple-follower game with decision-dependent chance constraints (DDCCs), where decision-dependent uncertainties (DDUs) exist in the constraints of followers. DDUs…

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…

We consider the problem of estimating a vector of unknown constant parameters for a class of hybrid dynamical systems -- that is, systems whose state variables exhibit both continuous (flow) and discrete (jump) evolution. Using a hybrid…

A partial differential equation is derived, describing the replicator dynamics with mutations of games with a continuous strategy space. This equation is then applied to continuous versions of symmetric 2x2 games, such as the Prisoners…

We initiate the study of game dynamics in the population protocol model: $n$ agents each maintain a current local strategy and interact in pairs uniformly at random. Upon each interaction, the agents play a two-person game and receive a…

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

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…

This paper studies discrete-time two-person nonzero-sum linear quadratic stochastic games with random coefficients. Using convex variational analysis, we derive necessary and sufficient conditions for the existence of open-loop Nash…

This article is devoted to various methods (optimal transport, fixed-point, ordinary differential equations) to obtain existence and/or uniqueness of Cournot-Nash equilibria for games with a continuum of players with both attractive and…

In this note, we prove the existence of an equilibrium concept, dubbed conditional strategy equilibrium, for non-cooperative games in which a strategy of a player is a function from the other players' actions to her own actions. We study…

The analysis of equilibrium points in random games has been of great interest in evolutionary game theory, with important implications for understanding of complexity in a dynamical system, such as its behavioural, cultural or biological…