Related papers: Deception in Nash Equilibrium Seeking
Noticing that physical limitations are ubiquitous in practical engineering systems, this paper considers Nash equilibrium seeking for games in systems where the control inputs are bounded. More specifically, first-order integrator-type…
Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…
We investigate Nash equilibrium learning in a competitive Markov Game (MG) environment, where multiple agents compete, and multiple Nash equilibria can exist. In particular, for an oligopolistic dynamic pricing environment, exact Nash…
Due to the lack of coordination, it is unlikely that the selfish players of a strategic game reach a socially good state. A possible way to cope with selfishness is to compute a desired outcome (if it is tractable) and impose it. However…
Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…
We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…
In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…
We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…
Security challenges accompany the efficiency. The pervasive integration of information and communications technologies (ICTs) makes cyber-physical systems vulnerable to targeted attacks that are deceptive, persistent, adaptive and…
We investigate the set of Nash equilibrium payoffs for two person differential games. The main result of the paper is the characterization of the set of Nash equilibrium payoffs in the terms of nonsmooth analysis. Also we obtain the…
The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
This paper considers dyadic-exchange networks in which individual agents autonomously form coalitions of size two and agree on how to split a transferable utility. Valid results for this game include stable (if agents have no unilateral…
This paper studies a duopoly investment model with uncertainty. There are two alternative irreversible investments. The first firm to invest gets a monopoly benefit for a specified period of time. The second firm to invest gets information…
This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…
We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…
In network formation games, agents form edges with each other to maximize their utility. Each agent's utility depends on its private beliefs and its edges in the network. Strategic agents can misrepresent their beliefs to get a better…
This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…
A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…
This paper studies a nonzero-sum Dynkin game in discrete time under non-exponential discounting. For both players, there are two levels of game-theoretic reasoning intertwined. First, each player looks for an intra-personal equilibrium…