English
Related papers

Related papers: Indirect Dynamic Negotiation in the Nash Demand Ga…

200 papers

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…

Optimization and Control · Mathematics 2022-05-09 Yu-Jui Huang , Zhou Zhou

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…

Optimization and Control · Mathematics 2020-04-10 Andrew R Romano , Lacra Pavel

A large body of empirical literature has shown that market impact of financial prices is transient. However, from a theoretical standpoint, the origin of this temporary nature is still unclear. We show that an implied transient impact…

Trading and Market Microstructure · Quantitative Finance 2023-03-21 Francesco Cordoni , Fabrizio Lillo

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

Mathematical Finance · Quantitative Finance 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

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…

Computer Science and Game Theory · Computer Science 2024-03-05 Larkin Liu

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

This work considers coordination and bargaining between two selfish users over a Gaussian interference channel. The usual information theoretic approach assumes full cooperation among users for codebook and rate selection. In the scenario…

Information Theory · Computer Science 2015-03-17 Xi Liu , Elza Erkip

In socio-technical multi-agent systems, deception exploits privileged information to induce false beliefs in "victims," keeping them oblivious and leading to outcomes detrimental to them or advantageous to the deceiver. We consider…

Systems and Control · Electrical Eng. & Systems 2025-07-08 Michael Tang , Umar Javed , Xudong Chen , Miroslav Krstic , Jorge I. Poveda

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 define a model of interactive communication where two agents with private types can exchange information before a game is played. The model contains Bayesian persuasion as a special case of a one-round communication protocol. We define…

Computer Science and Game Theory · Computer Science 2021-06-07 Jieming Mao , Renato Paes Leme , Kangning Wang

We study an information-structure design problem (a.k.a. persuasion) with a single sender and multiple receivers with actions of a priori unknown types, independently drawn from action-specific marginal distributions. As in the standard…

Artificial Intelligence · Computer Science 2019-08-05 Andrea Celli , Stefano Coniglio , Nicola Gatti

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

Negotiation is a process where agents aim to work through disputes and maximize their surplus. As the use of deep reinforcement learning in bargaining games is unexplored, this paper evaluates its ability to exploit, adapt, and cooperate to…

Multiagent Systems · Computer Science 2020-02-19 Ho-Chun Herbert Chang

We consider the multi-sender persuasion problem: multiple players with informational advantage signal to convince a single self-interested actor to take certain actions. This problem generalizes the seminal Bayesian Persuasion framework and…

Artificial Intelligence · Computer Science 2024-06-21 Safwan Hossain , Tonghan Wang , Tao Lin , Yiling Chen , David C. Parkes , Haifeng Xu

We propose an adaptive incentive mechanism that learns the optimal incentives in environments where players continuously update their strategies. Our mechanism updates incentives based on each player's externality, defined as the difference…

Computer Science and Game Theory · Computer Science 2025-03-04 Chinmay Maheshwari , Kshitij Kulkarni , Manxi Wu , Shankar Sastry

This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…

Optimization and Control · Mathematics 2023-10-05 Ying Zhai , Rui Yuan , Huan Su

Bayesian persuasion, an extension of cheap-talk communication, involves an informed sender committing to a signaling scheme to influence a receiver's actions. Compared to cheap talk, this sender's commitment enables the receiver to verify…

Computer Science and Game Theory · Computer Science 2025-06-10 Yue Lin , Shuhui Zhu , William A Cunningham , Wenhao Li , Pascal Poupart , Hongyuan Zha , Baoxiang Wang

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…

Computer Science and Game Theory · Computer Science 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu

We consider bargaining problems which involve two participants, with a nonempty closed, bounded convex bargaining set of points in the real plane representing all realizable bargains. We also assume that there is no definite threat or…

Computer Science and Game Theory · Computer Science 2008-01-04 Kerry Michael Soileau