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This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. Existence of an open-loop Nash equilibrium…

Optimization and Control · Mathematics 2021-04-09 Xun Li , Jingtao Shi , Jiongmin Yong

We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…

Optimization and Control · Mathematics 2022-03-10 Said Hamadène , Mohammed Hassani , Marie-Amélie Morlais

We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on controls in $L^2$. We propose a novel approach for deriving the…

Optimization and Control · Mathematics 2024-02-16 Eduardo Abi Jaber , Eyal Neuman , Moritz Voß

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

We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…

Theoretical Economics · Economics 2024-07-02 Florian Brandl , Felix Brandt

Non-cooperative dynamic game theory provides a principled approach to modeling sequential decision-making among multiple noncommunicative agents. A key focus has been on finding Nash equilibria in two-agent zero-sum dynamic games under…

Computer Science and Game Theory · Computer Science 2025-03-20 Kushagra Gupta , Ross Allen , David Fridovich-Keil , Ufuk Topcu

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…

Computer Science and Game Theory · Computer Science 2012-09-18 Ashutosh Nayyar , Abhishek Gupta , Cédric Langbort , Tamer Başar

In this paper, we introduce a novel equilibrium concept, called the equilibrium cycle, which seeks to capture the outcome of oscillatory game dynamics. Unlike the (pure) Nash equilibrium, which defines a fixed point of mutual best…

Theoretical Economics · Economics 2025-10-07 Tushar Shankar Walunj , Shiksha Singhal , Veeraruna Kavitha , Jayakrishnan Nair

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

Nash equilibrium is used as a model to explain the observed behavior of players in strategic settings. For example, in many empirical applications we observe player behavior, and the problem is to determine if there exist payoffs for the…

Computer Science and Game Theory · Computer Science 2014-09-30 Siddharth Barman , Umang Bhaskar , Federico Echenique , Adam Wierman

Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…

Quantum Physics · Physics 2025-11-14 Giovanni Ferrannini , Dario di Gregorio , Federico Fissore

Playing a symmetric bi-matrix game is usually physically implemented by sharing pairs of 'objects' between two players. A new setting is proposed that explicitly shows effects of quantum correlations between the pairs on the structure of…

Quantum Physics · Physics 2009-11-10 Azhar Iqbal

In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…

Computer Science and Game Theory · Computer Science 2024-05-14 Edan Orzech , Martin Rinard

Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…

Computer Science and Game Theory · Computer Science 2018-10-04 Cheng Wan , Paulin Jacquot , Olivier Beaude , Nadia Oudjane

To verify the robustness of a program or protocol, it is common in the computer science community to rely on the theoretical framework of game theory. In particular, if one seeks to enforce a desired property, or specification, despite an…

Computer Science and Game Theory · Computer Science 2026-05-20 Léonard Brice

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

Probability · Mathematics 2022-03-24 Mathieu Laurière , Ludovic Tangpi

In this paper, we consider a linear quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of…

Optimization and Control · Mathematics 2016-07-18 Jingrui Sun , Jiongmin Yong

We consider a game for a continuum of non-identical players evolving on a finite state space. Their heterogeneous interactions are represented by a graphon, which can be viewed as the limit of a dense random graph. The player's transition…

Optimization and Control · Mathematics 2021-06-16 Alexander Aurell , Rene Carmona , Gokce Dayanikli , Mathieu Lauriere

The game of \emph{Showcase Showdown} with unlimited spins is investigated as an $n$-players continuous game, and the Nash Equilibrium strategies for the players are obtained. The sequential game with information on the results of the…

Optimization and Control · Mathematics 2025-04-15 L. Bayón , P. Fortuny ayuso , J. M. Grau , A. M. Oller-Marcén , M. M Ruíz

In this paper we study a discrete-time semidiscretization and a fully discretization (discrete-time, discrete-state) of an infinite time horizon noncooperative $N$-player differential game. We prove that as either the discretization time…

Optimization and Control · Mathematics 2026-05-12 Javier de Frutos , Víctor Gatón , Julia Novo