Related papers: Noise-induced stochastic Nash equilibrium
This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…
In bi-matrix games the Bishop-Cannings theorem of the classical evolutionary game theory does not permit pure evolutionarily stable strategies (ESSs) when a mixed ESS exists. We find the necessary form of two-qubit initial quantum states…
In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games…
We discuss long-run behavior of stochastic dynamics of many interacting agents. In particular, three-player spatial games are studied. The effect of the number of players and the noise level on the stochastic stability of Nash equilibria is…
In this paper, we first establish well-posedness of McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs) with common noise, possibly with coefficients having super-linear growth in the state variable. Second, we present…
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 work is devoted to the study of a stochastic logistic growth model with and without the Allee effect. Such a model describes the evolution of a population under environmental stochastic fluctuations and is in the form of a stochastic…
Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…
We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…
The study of evolutionary games with pairwise local interactions has been of interest to many different disciplines. Also local interactions with multiple opponents had been considered, although always for a fixed amount of players. In many…
A Nash Equilibrium (NE) is a strategy profile resilient to unilateral deviations, and is predominantly used in the analysis of multiagent systems. A downside of NE is that it is not necessarily stable against deviations by coalitions. Yet,…
This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…
This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…
The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
A stochastic averaging technique based on energy-dependent frequency is extended to dynamical systems with triple-well potential driven by colored noise. The key procedure is the derivation of energy-dependent frequency according to the…
We study agents on a network playing an iterated Prisoner's dilemma against their neighbors. The resulting spatially extended co-evolutionary game exhibits stationary states which are Nash equilibria. After perturbation of these equilibria,…
Consider a strongly monotone game where the players' utility functions include a reward function and a linear term for each dimension, with coefficients that are controlled by the manager. Gradient play converges to a unique Nash…