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Agents attempt to maximize expected profits earned by selling multiple units of a perishable product where their revenue streams are affected by the prices they quote as well as the distribution of other prices quoted in the market by other…
We investigate mean field games for players, who are weakly coupled via their empirical measure. To this end we investigate time-dependent pure jump type propagators over a finite space in the framework of non-linear Markov processes. We…
In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…
In this paper we study a mean-field games system with Dirichlet boundary conditions in a closed domain and in a mean-field of control setting, that is in which the dynamics of each agent is affected not only by the average position of the…
We propose and analyze a framework for mean-field Markov games under model uncertainty. In this framework, a state-measure flow describing the collective behavior of a population affects the given reward function as well as the unknown…
This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…
The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…
In the classical communication setting multiple senders having access to the same source of information and transmitting it over channel(s) to a receiver in general leads to a decrease in estimation error at the receiver as compared with…
Many decentralized and networked control problems involve decision makers which have either misaligned criteria or subjective priors. In the context of such a setup, in this paper we consider binary signaling problems in which the decision…
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…
For noncooperative games the mean field (MF) methodology provides decentralized strategies which yield Nash equilibria for large population systems in the asymptotic limit of an infinite (mass) population. The MF control laws use only the…
Competitive games involving thousands or even millions of players are prevalent in real-world contexts, such as transportation, communications, and computer networks. However, learning in these large-scale multi-agent environments presents…
Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…
We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…
Although dynamic games provide a rich paradigm for modeling agents' interactions, solving these games for real-world applications is often challenging. Many real-world interactive settings involve general nonlinear state and input…
We propose a multi-agent based computational framework for modeling decision-making and strategic interaction at micro level for smart vehicles in a smart world. The concepts of Markov game and best response dynamics are heavily leveraged.…
This paper is concerned with a new class of mean-field games which involve a finite number of agents. Necessary and sufficient conditions are obtained for the existence of the decentralized open-loop Nash equilibrium in terms of…
This paper is focused on the cross-layer design problem of joint multiuser detection and power control for energy-efficiency optimization in a wireless data network through a game-theoretic approach. Building on work of Meshkati, et al.,…
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…
This paper studies the sensor placement problem in a networked control system for improving its security against cyber-physical attacks. The problem is formulated as a zero-sum game between an attacker and a detector. The attacker's…