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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

Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…

Computer Science and Game Theory · Computer Science 2018-06-13 Abdullah Al-Dujaili , Erik Hemberg , Una-May O'Reilly

We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…

Optimization and Control · Mathematics 2018-05-16 Tadeusz Kufel , Sławomir Plaskacz , Joanna Zwierzchowska

We improve the framework of open games with agency by showing how the players' counterfactual analysis giving rise to Nash equilibria can be described in the dynamics of the game itself (hence diegetically), getting rid of devices such as…

Computer Science and Game Theory · Computer Science 2023-08-01 Matteo Capucci

This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach…

Systems and Control · Electrical Eng. & Systems 2024-04-22 Killian Wood , Ahmed Zamzam , Emiliano Dall'Anese

In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…

Optimization and Control · Mathematics 2024-10-30 Dian Gadjov , Lacra Pavel

The solution to a Nash or a nonsymmetric bargaining game is obtained by maximizing a concave function over a convex set, i.e., it is the solution to a convex program. We show that each 2-player game whose convex program has linear…

Computer Science and Game Theory · Computer Science 2015-05-13 Vijay V. Vazirani

Deception is a technique to mislead human or computer systems by manipulating beliefs and information. Successful deception is characterized by the information-asymmetric, dynamic, and strategic behaviors of the deceiver and the deceivee.…

Cryptography and Security · Computer Science 2018-10-02 Tao Zhang , Quanyan zhu

There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…

Computer Science and Game Theory · Computer Science 2024-05-15 Fatemeh Fardno , Seyed Majid Zahedi

We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative upstream firm produces a commodity that is used by a…

Mathematical Finance · Quantitative Finance 2020-06-09 René Aïd , Luciano Campi , Liangchen Li , Mike Ludkovski

We study the design of decision-making mechanism for resource allocations over a multi-agent system in a dynamic environment. Agents' privately observed preference over resources evolves over time and the population is dynamic due to the…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Tao Zhang , Quanyan Zhu

We consider finite two-player normal form games with random payoffs. Player A's payoffs are i.i.d. from a uniform distribution. Given p in [0, 1], for any action profile, player B's payoff coincides with player A's payoff with probability p…

Computer Science and Game Theory · Computer Science 2024-01-25 Hlafo Alfie Mimun , Matteo Quattropani , Marco Scarsini

This work considers a novel information design problem and studies how the craft of payoff-relevant environmental signals solely can influence the behaviors of intelligent agents. The agents' strategic interactions are captured by an…

Multiagent Systems · Computer Science 2021-02-16 Tao Zhang , Quanyan Zhu

As autonomous AI agents increasingly mediate online platform markets, a fundamental question emerges: do these markets generate stable strategic outcomes? In repeated strategic environments, the Nash equilibrium provides a natural benchmark…

Artificial Intelligence · Computer Science 2026-04-28 Enoch Hyunwook Kang

Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…

Computer Science and Game Theory · Computer Science 2012-12-19 Thomas Brihaye , Julie De Pril , Sven Schewe

Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Mostafa M. Shibl , Vijay Gupta

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

Systems and Control · Computer Science 2017-08-21 Rabih Salhab , Roland P. Malhamé , Jerome Le Ny

Designing optimal interdependent networks is important for the robustness and efficiency of national critical infrastructures. Here, we establish a two-person game-theoretic model in which two network designers choose to maximize the global…

Social and Information Networks · Computer Science 2016-02-26 Juntao Chen , Quanyan Zhu

We solve the two-player bargaining problem employing Weber's law in psychophysics, which is applied to the perception of utility changes. Using this law, the players define the jointly acceptable range of utilities on the Pareto line, which…

Theoretical Economics · Economics 2025-01-14 V. G. Bardakhchyan , A. E. Allahverdyan

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

Computer Science and Game Theory · Computer Science 2012-07-19 Daniel Reeves , Michael P. Wellman