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Contingency planning, wherein an agent generates a set of possible plans conditioned on the outcome of an uncertain event, is an increasingly popular way for robots to act under uncertainty. In this work we take a game-theoretic perspective…

In this paper, we investigate whether deep reinforcement-learning agents interacting in a shared optimal-execution environment can sustain supra-competitive outcomes, in the sense of achieving lower implementation shortfalls than the…

Computational Finance · Quantitative Finance 2026-05-22 Christos Spyridon Koulouris , Carlo Campajola

Multi-agent systems are designed to concurrently accomplish a diverse set of tasks at unprecedented scale. Here, the central problems faced by a system operator are to decide (i) how to divide available resources amongst the agents assigned…

Systems and Control · Electrical Eng. & Systems 2021-04-01 Keith Paarporn , Rahul Chandan , Mahnoosh Alizadeh , Jason R. Marden

The decisions that human beings make to allocate time has significant bearing on economic output and to the sustenance of social networks. The time allocation problem motivates our formal analysis of the resource allocation game, where…

Computer Science and Game Theory · Computer Science 2018-08-28 Wei-Chun Lee , Vasilis Livanos , Ruta Mehta , Hari Sundaram

This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…

Optimization and Control · Mathematics 2016-11-18 Omid Namvar Gharehshiran , Vikram Krishnamurthy , George Yin

Many high-stakes decision-making problems, such as those found within cybersecurity and economics, can be modeled as competitive resource allocation games. In these games, multiple players must allocate limited resources to overcome their…

Computer Science and Game Theory · Computer Science 2024-01-10 N'yoma Diamond , Fabricio Murai

With the growth of the internet it is becoming increasingly important to understand how the behaviour of players is affected by the topology of the network interconnecting them. Many models which involve networks of interacting players have…

Computer Science and Game Theory · Computer Science 2013-01-25 Richard Southwell , Chris Cannings

Network games study the strategic interaction of agents connected through a network. Interventions in such a game -- actions a coordinator or planner may take that change the utility of the agents and thus shift the equilibrium action…

Computer Science and Game Theory · Computer Science 2021-09-21 Kun Jin , Mingyan Liu

Multi-agent networked linear dynamic systems have attracted attention of researchers in power systems, intelligent transportation, and industrial automation. The agents might cooperatively optimize a global performance objective, resulting…

Systems and Control · Computer Science 2017-01-12 Feier Lian , Aranya Chakrabortty , Alexandra Duel-Hallen

We introduce a notion of subgames for stochastic timing games and the related notion of subgame-perfect equilibrium in possibly mixed strategies. While a good notion of subgame-perfect equilibrium for continuous-time games is not available…

Optimization and Control · Mathematics 2018-05-23 Frank Riedel , Jan-Henrik Steg

This paper focuses on the cross-layer issue of resource allocation for energy efficiency in the uplink of a multiuser MIMO wireless communication system. Assuming that all of the transmitters and the uplink receiver are equipped with…

Information Theory · Computer Science 2008-07-22 Stefano Buzzi , H. Vincent Poor , Daniela Saturnino

We develop an adaptive control architecture to achieve stabilization and command following of uncertain dynamical systems with improved transient performance. Our framework consists of a new reference system and an adaptive controller. The…

Dynamical Systems · Mathematics 2013-09-27 Tansel Yucelen , Gerardo De La Torre , Eric N. Johnson

Mobile inventory, mobile commerce, banking and/or commercial applications are some distinctive examples that increasingly use distributed transactions. It is inevitably harder to design efficient commit protocols, due to some intrinsic…

Networking and Internet Architecture · Computer Science 2012-11-16 Tome Dimovski , Pece Mitrevski

We consider a number of questions related to tradeoffs between reward and regret in repeated gameplay between two agents. To facilitate this, we introduce a notion of $\textit{generalized equilibrium}$ which allows for asymmetric regret…

Computer Science and Game Theory · Computer Science 2023-12-19 William Brown , Jon Schneider , Kiran Vodrahalli

This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters. Equivalently, it studies sequential choice from a repeated set of independent lotteries. The decision-maker is…

Theoretical Economics · Economics 2024-01-02 Zengjing Chen , Larry G. Epstein , Guodong Zhang

By utilizing tools from game theory, we develop a novel multi-period-multi-company demand response framework considering the interactions between companies (sellers of energy) and their consumers (buyers of energy). We model the…

Optimization and Control · Mathematics 2020-04-20 Khaled Alshehri , Ji Liu , Xudong Chen , Tamer Başar

This paper is concerned with the optimal allocation of detection resources (sensors) to mitigate multi-stage attacks, in the presence of the defender's uncertainty in the attacker's intention. We model the attack planning problem using a…

Computer Science and Game Theory · Computer Science 2023-06-26 Haoxiang Ma , Shuo Han , Charles A. Kamhoua , Jie Fu

Autonomous systems can substantially enhance a human's efficiency and effectiveness in complex environments. Machines, however, are often unable to observe the preferences of the humans that they serve. Despite the fact that the human's and…

Machine Learning · Statistics 2017-05-29 Agostino Capponi , Reza Ghanadan , Matt Stern

Game theory is widely used as a behavioral model for strategic interactions in biology and social science. It is common practice to assume that players quickly converge to an equilibrium, e.g. a Nash equilibrium. This can be studied in…

Physics and Society · Physics 2018-09-20 Marco Pangallo , Torsten Heinrich , J Doyne Farmer

We consider multi-player games played on graphs, in which the players aim at fulfilling their own (not necessarily antagonistic) objectives. In the spirit of evolutionary game theory, we suppose that the players have the right to repeatedly…

Computer Science and Game Theory · Computer Science 2019-10-04 Thomas Brihaye , Gilles Geeraerts , Marion Hallet , Benjamin Monmege , Bruno Quoitin