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Related papers: Deception in Nash Equilibrium Seeking

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The paper addresses a problem of sequential bilateral bargaining with incomplete information. We proposed a decision model that helps agents to successfully bargain by performing indirect negotiation and learning the opponent's model.…

Computer Science and Game Theory · Computer Science 2024-09-11 Tatiana V. Guy , Jitka Homolová , Aleksej Gaj

We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…

Optimization and Control · Mathematics 2025-05-08 Barbara Franci , Filippo Fabiani , Alberto Bemporad

In nature and society problems arise when different interests are difficult to reconcile, which are modeled in game theory. While most applications assume uncorrelated games, a more detailed modeling is necessary to consider the…

Physics and Society · Physics 2019-08-21 A. D. Correia , H. T. C. Stoof

We study a full implementation problem with a state unknown to the designer but known to agents, where agents have uncertain evidence privately drawn from state-dependent distributions. Stochastic evidence enables ``perfect deceptions,''…

Theoretical Economics · Economics 2025-08-07 Soumen Banerjee , Yi-Chun Chen

In this paper a consensus has been constructed in a social network which is modeled by a stochastic differential game played by agents of that network. Each agent independently minimizes a cost function which represents their motives. A…

Statistics Theory · Mathematics 2021-07-13 Paramahansa Pramanik

Distributed Nash equilibrium seeking for games in uncertain networked systems without a prior knowledge about control directions is explored in this paper. More specifically, the dynamics of the players are supposed to be first-order or…

Optimization and Control · Mathematics 2020-09-29 Maojiao Ye , Shengyuan Xu , Jizhao Yin

We study the perfect information Nash equilibrium between a broker and her clients -- an informed trader and an uniformed trader. In our model, the broker trades in the lit exchange where trades have instantaneous and transient price impact…

Trading and Market Microstructure · Quantitative Finance 2025-07-23 Álvaro Cartea , Sebastian Jaimungal , Leandro Sánchez-Betancourt

This paper investigates the distributed Nash equilibrium seeking problem for two-network zero-sum games with set constraints, where the two networks have the opposite nonsmooth cost functions. The interaction of the agents in each network…

Optimization and Control · Mathematics 2019-12-03 Dandan Yue , Ziyang Meng

Nash equilibrium is the most commonly-used notion of equilibrium in game theory. However, it suffers from numerous problems. Some are well known in the game theory community; for example, the Nash equilibrium of repeated prisoner's dilemma…

Computer Science and Game Theory · Computer Science 2008-12-18 Joseph Y. Halpern

Nash equilibrium is often heralded as a guiding principle for rational decision-making in strategic interactions. However, it is well-known that Nash equilibrium sometimes fails as a reliable predictor of outcomes, with two of the most…

Computer Science and Game Theory · Computer Science 2023-12-27 Ivan Geffner , Moshe Tennenholtz

Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…

Physics and Society · Physics 2015-04-01 Giulio Cimini , Claudio Castellano , Angel Sánchez

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

Optimization and Control · Mathematics 2023-07-14 Robert Balkin , Hector D. Ceniceros , Ruimeng Hu

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

We consider a peer-to-peer electricity market, where agents hold private information that they might not want to share. The problem is modeled as a noncooperative communication game, which takes the form of a Generalized Nash Equilibrium…

Computer Science and Game Theory · Computer Science 2021-01-19 Ilia Shilov , Hélène Le Cadre , Ana Bušic

In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Zhenhua Deng , Yangyang Liu

Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…

Logic in Computer Science · Computer Science 2023-06-22 Julian Gutierrez , Paul Harrenstein , Giuseppe Perelli , Michael Wooldridge

This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…

Optimization and Control · Mathematics 2024-10-28 Xin Cai , Feng Xiao , Bo Wei , Mei Yu , Fang Fang

The Nash Equilibrium is a much discussed, deceptively complex, method for the analysis of non-cooperative games. If one reads many of the commonly available definitions the description of the Nash Equilibrium is deceptively simple in…

Computer Science and Game Theory · Computer Science 2007-07-09 Philip V. Fellman