Related papers: Nash equilibria for dividend distribution with com…

In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…

A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…

In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic…

We consider a symmetric two-player contest, in which the choice set of effort is constrained. We apply a fundamental property of the payoff function to show that, under standard assumptions, there exists a unique Nash equilibrium in pure…

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

This paper develops a strategic model of trade between two regions in which, depending on the relation among output, financial resources and transportation costs, the adjustment of prices towards an equilibrium is studied. We derive…

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

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…

Motivated by game-theoretic models of crowd motion dynamics, this paper analyzes a broad class of distributed games with jump diffusions within the recently developed $\alpha$-potential game framework. We demonstrate that analyzing the…

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

We study the connection between the evolutionary replicator dynamics and the number of Nash equilibria in large random bi-matrix games. Using techniques of disordered systems theory we compute the statistical properties of both, the fixed…

This paper focuses on multi-agent stochastic differential games for jump-diffusion systems. On one hand, we study the multi-agent game for optimal investment in a jump-diffusion market. We derive constant Nash equilibria and provide…

This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regards to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with…

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

In this paper, the problem of smart grid energy management under stochastic dynamics is investigated. In the considered model, at the demand side, it is assumed that customers can act as prosumers who own renewable energy sources and can…

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Distributed strategic learning has been getting attention in recent years. As systems become distributed finding Nash equilibria in a distributed fashion is becoming more important for various applications. In this paper, we develop a…

In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…

In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…

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…