Related papers: A differential game approach to intrinsic encircle…

This paper investigates closed-loop Nash equilibria for discrete-time linear-quadratic (LQ) stochastic nonzero-sum difference games with random coefficients. Unlike existing works, we consider randomness in both state dynamics and cost…

Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

We consider the inverse problem of dynamic games, where cost function parameters are sought which explain observed behavior of interacting players. Maximum entropy inverse reinforcement learning is extended to the N-player case in order to…

An impulsive feedback-adaptive control is developed in order to drive trajectories of a dynamical system towards an invariant manifold with fixed and spaced impulsive controls. The approach requires the explicit knowledge of the set of…

Evolutionary anti-coordination games on networks capture real-world strategic situations such as traffic routing and market competition. In such games, agents maximize their utility by choosing actions that differ from their neighbors'…

Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

In this paper, we study closed-loop strong equilibrium strategies for the time-inconsistent control problem with higher-order moments formulated by [Wang et al. SIAM J. Control. Optim., 63 (2025), 1560--1589]. Since time-inconsistency makes…

Nash equilibrium is a fundamental solution concept in extensive-form games, while its efficient computation is still far from straightforward. This paper considers finite $n$-player extensive-form games with perfect recall under the…

We consider a general class of nonzero-sum $N$-player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a verification approach and provide sufficient conditions for…

We present an inverse dynamic game-based algorithm to learn parametric constraints from a given dataset of local Nash equilibrium interactions between multiple agents. Specifically, we introduce mixed-integer linear programs (MILP) encoding…

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…

Robots deployed in real-world environments should operate safely in a robust manner. In scenarios where an "ego" agent navigates in an environment with multiple other "non-ego" agents, two modes of safety are commonly proposed --…

This paper investigates the stochastic moving target encirclement problem in a realistic setting. In contrast to typical assumptions in related works, the target in our work is non-cooperative and capable of escaping the circle containment…

The centipede game is a two-player non-zero-sum game. Each turn, a player can choose whether they want to take or pass a growing reward. The classical, rational solution of this game shows defection in the first round, when in reality,…

The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for…

We study a class of nonzero-sum stochastic differential games between two teams with agents in each team interacting through graphon aggregates. On the one hand, in each large population group, agents act together to optimize a common…

Environments with multi-agent interactions often result a rich set of modalities of behavior between agents due to the inherent suboptimality of decision making processes when agents settle for satisfactory decisions. However, existing…

In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…

We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. More precisely, the paper focusses on a strategic dynamic…