Related papers: Constrained Correlated Equilibria
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…
Motivated by Cournot models, this paper proposes novel models of the noncooperative and cooperative differential games with density constraints in infinite dimensions, where markets consist of infinite firms and demand dynamics are governed…
After defining a pure-action profile in a nonatomic aggregative game, where players have specific compact convex pure-action sets and nonsmooth convex cost functions, as a square-integrable function, we characterize a Wardrop equilibrium as…
This expository paper discusses Bayesian decision analysis perspectives on problems of constrained forecasting. Foundational and pedagogic discussion contrasts decision analytic approaches with the traditional, but typically inappropriate,…
We consider a large population dynamic game in discrete time where players are characterized by time-evolving types. It is a natural assumption that the players' actions cannot anticipate future values of their types. Such games go under…
In this paper, we consider some equilibrium problems (or saddle point problems), in which the domains of the considered mappings are limited at some regions. These restricted regions are defined by some mappings which are called the…
We give a simple proof of the well-known result that the marginal strategies of a coarse correlated equilibrium form a Nash equilibrium in two-player zero-sum games. A corollary of this fact is that no-external-regret learning algorithms…
Bayesian rationality in strategic games presumes that it is possible to translate strategic uncertainty into imperfect information. Correlated equilibrium is guided by the idea that players are Bayes rational, have a common prior, and…
We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…
We study the problem of computing optimal correlated equilibria (CEs) in infinite-horizon multi-player stochastic games, where correlation signals are provided over time. In this setting, optimal CEs require history-dependent policies; this…
We study balanced solutions for network bargaining games with general capacities, where agents can participate in a fixed but arbitrary number of contracts. We provide the first polynomial time algorithm for computing balanced solutions for…
In this paper, we introduce and develop the concept of conditional quantization for Borel probability measures on $\mathbb{R}^k,$ considering both constrained and unconstrained frameworks. For each setting, we define the associated…
Coalitional games serve the purpose of modeling payoff distribution problems in scenarios where agents can collaborate by forming coalitions in order to obtain higher worths than by acting in isolation. In the classical Transferable Utility…
This paper considers mathematical programs, whose constraints are expressed by a parameterized vector equilibrium problem. The latter is a well recognized framework, which is able to cover multicriteria optimization, vector variational…
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…
There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…
A central task of artificial intelligence is the design of artificial agents that act towards specified goals in partially observed environments. Since such environments frequently include interaction over time with other agents with their…