Related papers: On Linear Quadratic Potential Games
Zero-sum Linear Quadratic (LQ) games are fundamental in optimal control and can be used (i)~as a dynamic game formulation for risk-sensitive or robust control and (ii)~as a benchmark setting for multi-agent reinforcement learning with two…
Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…
We analyze the distributed power allocation problem in parallel multiple access channels (MAC) by studying an associated non-cooperative game which admits an exact potential. Even though games of this type have been the subject of…
Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…
This paper investigates the so-called asymptotic solvability problem in linear quadratic (LQ) mean field games. The model has asymptotic solvability if for all sufficiently large population sizes, the corresponding game has a set of…
In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…
In this paper, we consider the problem of network design on network games. We study the conditions on the adjacency matrix of the underlying network to design a game such that the Nash equilibrium coincides with the social optimum. We…
This paper examines the convergence behaviour of simultaneous best-response dynamics in random potential games. We provide a theoretical result showing that, for two-player games with sufficiently many actions, the dynamics converge quickly…
We propose a new framework of Markov $\alpha$-potential games to study Markov games. We show that any Markov game with finite-state and finite-action is a Markov $\alpha$-potential game, and establish the existence of an associated…
A Nash equilibrium has become important solution concept for analyzing the decision making in Game theory. In this paper, we consider the problem of computing Nash equilibria of a subclass of generic finite normal form games. We define…
We consider $n$ risk-averse agents who compete for liquidity in an Almgren--Chriss market impact model. Mathematically, this situation can be described by a Nash equilibrium for a certain linear-quadratic differential game with state…
We consider solutions of normal form games that are invariant under strategic equivalence. We consider additional properties that can be expected (or be desired) from a solution of a game, and we observe the following: - Even the weakest…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…
Dynamic games offer a versatile framework for modeling the evolving interactions of strategic agents, whose steady-state behavior can be captured by the Nash equilibria of the games. Nash equilibria are often computed in feedback, with…
This paper is about computing constrained approximate Nash equilibria in polymatrix games, which are succinctly represented many-player games defined by an interaction graph between the players. In a recent breakthrough, Rubinstein showed…
A systematic theory is introduced that describes stochastic effects in game theory. In a biological context, such effects are relevant for the evolution of finite populations with frequency-dependent selection. They are characterized by…
A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…
In nature and society problems arise when different interests are difficult to reconcile, which are modeled in game theory. While most applications assume uncorrelated games, a more detailed modeling is necessary to consider the…
The theory of quantum games permits players to choose strategies that prepare and measure quantum states. Whereas conventional game theory provides guarantees for fixed-point stability in non-cooperative games, so-called Nash equilibria, we…