Related papers: Noise-induced stochastic Nash equilibrium

In this paper, we investigate the seeking of Nash equilibrium (NE) in a non-cooperative quadratic game where all agents exchange their delayed strategy information with their neighbors. To extend best-response algorithms to the delayed…

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

Neural Ordinary Differential Equation (Neural ODE) has been proposed as a continuous approximation to the ResNet architecture. Some commonly used regularization mechanisms in discrete neural networks (e.g. dropout, Gaussian noise) are…

The main goal of this paper is to study a stochastic game connected to a system of forward backward stochastic differential equations (FBSDEs) involving delay and so-called noisy memory. We derive suffcient and necessary maximum principles…

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…

Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but not its rivals' types, and Bayesian Nash equilibrium (BNE) is…

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

Evolutionary game theory offers a general framework to study how behaviors evolve by social learning in a population. This body of theory can accommodate a range of social dilemmas, or games, as well as real-world complexities such as…

Punctuated equilibrium is a mode of evolution in which phenetic change occurs in rapid bursts that are separated by much longer intervals of stasis during which mutations accumulate but no major phenotypic change occurs. Punctuated…

In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…

This work proposes to model the space environment as a stochastic dynamic network where each node is a group of objects of a given class, or species, and their relationship is represented by stochastic links. A set of stochastic dynamic…

In an epsilon-Nash equilibrium, a player can gain at most epsilon by changing his behaviour. Recent work has addressed the question of how best to compute epsilon-Nash equilibria, and for what values of epsilon a polynomial-time algorithm…

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

Noise-contrastive estimation (NCE) is a statistically consistent method for learning unnormalized probabilistic models. It has been empirically observed that the choice of the noise distribution is crucial for NCE's performance. However,…

We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power…

We present a simple analytical tool which gives an approximate insight into the stationary behavior of nonlinear systems undergoing the influence of a weak and rapid noise from one dominating source, e.g. the kinetic equations describing a…

Demographic noise has profound effects on evolutionary and population dynamics, as well as on chemical reaction systems and models of epidemiology. Such noise is intrinsic and due to the discreteness of the dynamics in finite populations.…

The dynamics of well-mixed biological populations is usually studied by mean-field methods and weak-noise expansions. Similar methods have been applied also in spatially extended problems, relying on the fact that these populations are…