Related papers: Noise-induced stochastic Nash equilibrium
Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…
We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…
This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…
We study a stochastic predator-prey model on a square lattice, where each of the six species has two superior and two inferior partners. The invasion probabilities between species depend on the predator-prey pair and are supplemented by…
In this paper we propose and analyze a class of $N$-player stochastic games that include finite fuel stochastic games as a special case. We first derive sufficient conditions for the Nash equilibrium (NE) in the form of a verification…
The idea of evolutionarily stable state (ESS) of a population is a cornerstone of evolutionary game theory; moreover, it coincides with the game-theoretic concept of Nash equilibrium. Such a state corresponds to a strategy adopted by the…
Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…
This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…
The goal in this paper is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is amongst the most popular metrics in game theory and provides an avenue for estimating the…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…
The concept of Nash equilibrium in behavioral strategies (NashEBS) was formulated By Nash~\cite{Nash (1951)} for an extensive-form game through global rationality of nonconvex payoff functions. Kuhn's payoff equivalence theorem resolves the…
This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…
This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…
A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…
The well known refinement of the Nash Equilibrium (NE) called an Evolutionarily Stable Strategy (ESS) is investigated in the quantum Prisoner's Dilemma (PD) game that is played using an Einstein-Podolsky-Rosen type setting. Earlier results…
This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…
In population games, a large population of players, modeled as a continuum, is divided into subpopulations, and the fitness or payoff of each subpopulation depends on the overall population composition. Evolutionary dynamics describe how…
We study the distribution of strategies in a large game that models how agents choose among different double auction markets. We classify the possible mean field Nash equilibria, which include potentially segregated states where an agent…
Evolutionarily Stable Strategy (ESS) in classical game theory is a refinement of Nash equilibrium concept. We investigate the consequences when a small group of mutants using quantum strategies try to invade a classical ESS in a population…