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We consider shared workspace scenarios with humans and robots acting to achieve independent goals, termed as parallel play. We model these as general-sum games and construct a framework that utilizes the Nash equilibrium solution concept to…

Artificial Intelligence · Computer Science 2020-06-11 Shray Bansal , Jin Xu , Ayanna Howard , Charles Isbell

We study a mean field game problem arising from the production control for multiple firms with price stickiness in the commodity market. The price dynamics for each firm is described as a (controlled) jump-diffusion process with mean-field…

Optimization and Control · Mathematics 2022-04-08 Chunmei Jiang , Tongqing Li , Jie Yu

Multiagent learning settings are inherently more difficult than single-agent learning because each agent interacts with other simultaneously learning agents in a shared environment. An effective approach in multiagent reinforcement learning…

Computer Science and Game Theory · Computer Science 2022-10-31 Dong-Ki Kim , Matthew Riemer , Miao Liu , Jakob N. Foerster , Gerald Tesauro , Jonathan P. How

In this paper, we examine the Nash equilibrium convergence properties of no-regret learning in general N-player games. For concreteness, we focus on the archetypal follow the regularized leader (FTRL) family of algorithms, and we consider…

Computer Science and Game Theory · Computer Science 2021-02-05 Angeliki Giannou , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Panayotis Mertikopoulos

Noncooperative games with uncertain payoffs have been classically studied under the expected-utility theory framework, which relies on the strong assumption that agents behave rationally. However, simple experiments on human decision makers…

Computer Science and Game Theory · Computer Science 2025-08-14 Ashok Krishnan K. S. , Hélène Le Cadre , Ana Bušić

We develop a probabilistic consumer choice framework based on information asymmetry between consumers and firms. This framework makes it possible to study market competition of several firms by both quality and price of their products. We…

Trading and Market Microstructure · Quantitative Finance 2014-03-26 Hao Liao , Rui Xiao , Duanbing Chen , Matus Medo , Yi-Cheng Zhang

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

Economics · Quantitative Finance 2017-03-22 Maojiao Ye , Guoqiang Hu

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

Optimization and Control · Mathematics 2020-07-09 Géraldine Bouveret , Roxana Dumitrescu , Peter Tankov

We study two-sided many-to-one matching markets with transferable utilities, e.g., labor and rental housing markets, in which money can exchange hands between agents, subject to distributional constraints on the set of feasible allocations.…

Theoretical Economics · Economics 2022-04-26 Devansh Jalota , Michael Ostrovsky , Marco Pavone

In competitive multi-player interactions, simultaneous optimality is a key requirement for establishing strategic equilibria. This property is explicit when the game-theoretic equilibrium is the simultaneously optimal solution of coupled…

Computer Science and Game Theory · Computer Science 2024-04-04 Sarah H. Q. Li , Yue Yu , Florian Dörfler , John Lygeros

Nash equilibrium is the most commonly-used notion of equilibrium in game theory. However, it suffers from numerous problems. Some are well known in the game theory community; for example, the Nash equilibrium of repeated prisoner's dilemma…

Computer Science and Game Theory · Computer Science 2008-12-18 Joseph Y. Halpern

A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…

Computer Science and Game Theory · Computer Science 2012-09-18 Ashutosh Nayyar , Abhishek Gupta , Cédric Langbort , Tamer Başar

Nash equilibria are defined using uncorrelated behavioural or mixed joint probability distributions effectively assuming that players of bounded rationality must discard information to locate equilibria. We propose instead that rational…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Kae Nemoto , Michael J Gagen

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…

Optimization and Control · Mathematics 2023-09-04 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

We study the plausibility of sub-optimal Nash equilibria of the direct revelation mechanism associated with a strategy-proof social choice function. By using the recently introduced empirical equilibrium analysis (Velez and Brown, 2019,…

Theoretical Economics · Economics 2020-07-08 Rodrigo A. Velez , Alexander L. Brown

The all-pay auction, a classic competitive model, is widely applied in scenarios such as political elections, sports competitions, and research and development, where all participants pay their bids regardless of winning or losing. However,…

Theoretical Economics · Economics 2025-07-24 Yan Liu , Ying Qin , Zihe Wang

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

Computer Science and Game Theory · Computer Science 2013-01-18 Satinder Singh , Michael Kearns , Yishay Mansour

We study stochastic mean-field games among finite number of teams with large finite as well as infinite number of decision makers. For this class of games within static and dynamic settings, we establish the existence of a Nash equilibrium,…

Optimization and Control · Mathematics 2022-11-11 Sina Sanjari , Naci Saldi , Serdar Yüksel

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…

Statistical Mechanics · Physics 2007-05-23 Jacek Miekisz