Related papers: Noise-induced stochastic Nash equilibrium
We study the problem of stochastic stability for evolutionary dynamics under the logit choice rule. We consider general classes of coordination games, symmetric or asymmetric, with an arbitrary number of strategies, which satisfies the…
The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…
The ability of random environmental variation to stabilize competitor coexistence was pointed out long ago and, in recent years, has received considerable attention. Analyses have focused on variations in the log-abundances of species, with…
An evolutionarily stable strategy (ESS) is an equilibrium strategy that is immune to invasions by rare alternative (``mutant'') strategies. Unlike Nash equilibria, ESS do not always exist in finite games. In this paper we address the…
In this paper, we formulate an evolutionary multiple access channel game with continuous-variable actions and coupled rate constraints. We characterize Nash equilibria of the game and show that the pure Nash equilibria are Pareto optimal…
We present a general framework to describe the evolutionary dynamics of an arbitrary number of types in finite populations based on stochastic differential equations (SDE). For large, but finite populations this allows to include…
We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is…
We investigate neural ordinary and stochastic differential equations (neural ODEs and SDEs) to model stochastic dynamics in fully and partially observed environments within a model-based reinforcement learning (RL) framework. Through a…
Stochastic resetting and noise-enhanced stability are two phenomena which can affect the lifetime and relaxation of nonequilibrium states. They can be considered as measures of controlling the efficiency of the completion process when a…
In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…
We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…
Spatially extended population dynamics models that incorporate intrinsic noise serve as case studies for the role of fluctuations and correlations in biological systems. Including spatial structure and stochastic noise in predator-prey…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
Some systems cannot be predicted by classical theories and it is required the development of combined deterministic and stochastic theories that make used of noise for dynamical prediction. Noise is not always an interfering signal which…
Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…
Noise through its interaction with the nonlinearity of the living systems can give rise to counter-intuitive phenomena. In this paper we shortly review noise induced effects in different ecosystems, in which two populations compete for the…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…
Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…
We propose the Subgame Credible Nash Equilibrium (SCNE), a refinement of subgame perfect Nash equilibrium (SPNE) for multi-stage games. SCNE retains the internal credibility requirement of SPNE -- equilibrium behavior in every subgame --…