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In this paper, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where each player has two types of decision variables: one involving sequential interactions and the other…

Optimization and Control · Mathematics 2025-10-20 Partha Sarathi Mohapatra , Puduru Viswanadha Reddy , Georges Zaccour

Considering infinite-horizon, discrete-time, linear quadratic, N-player dynamic games with scalar dynamics, a graphical representation of feedback Nash equilibrium solutions is provided. This representation is utilised to derive conditions…

Optimization and Control · Mathematics 2025-01-27 Benita Nortmann , Mario Sassano , Thulasi Mylvaganam

We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…

Probability · Mathematics 2018-12-04 Enzo Miller , Huyen Pham

We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…

Optimization and Control · Mathematics 2025-10-21 Utsav Sadana , Puduru Viswanadha Reddy , Georges Zaccour

We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable properties with respect to the number of players. In a setting of interactions governed by a…

Optimization and Control · Mathematics 2024-01-15 Marco Cirant , Davide Francesco Redaelli

In this paper, we study infinite-horizon linear-quadratic uncertain differential games with an output feedback information structure. We assume linear time-invariant nominal dynamics influenced by deterministic external disturbances, and…

Optimization and Control · Mathematics 2024-12-04 Aniruddha Roy , Puduru Viswanadha Reddy

In multi-agent dynamic games, the Nash equilibrium state trajectory of each agent is determined by its cost function and the information pattern of the game. However, the cost and trajectory of each agent may be unavailable to the other…

Multiagent Systems · Computer Science 2023-01-05 Jingqi Li , Chih-Yuan Chiu , Lasse Peters , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil

We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is…

Optimization and Control · Mathematics 2023-04-19 Jodi Dianetti

The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…

Logic in Computer Science · Computer Science 2020-08-14 Julian Gutierrez , Aniello Murano , Giuseppe Perelli , Sasha Rubin , Thomas Steeples , Michael Wooldridge

In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…

Numerical Analysis · Mathematics 2016-02-19 Simone Cacace , Emiliano Cristiani , Maurizio Falcone

This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust optimization approach where a…

Optimization and Control · Mathematics 2017-01-03 Jianhui Huang , Minyi Huang

This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…

Optimization and Control · Mathematics 2025-08-26 Xin Wen , Li Xia , Zhihui Yu

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal

We consider a finite horizon dynamic game with two players who observe their types privately and take actions, which are publicly observed. Players' types evolve as independent, controlled linear Gaussian processes and players incur…

Computer Science and Game Theory · Computer Science 2016-06-17 Deepanshu Vasal , Achilleas Anastasopoulos

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 a discrete-time finite-horizon two-players nonzero-sum stopping game where the filtration of Player 1 is richer than the filtration of Player 2. A major difficulty which is caused by the information asymmetry is that Player 2 may…

Optimization and Control · Mathematics 2022-09-29 Royi Jacobovic

In this paper, we address the inverse problem for linear-quadratic differential non-cooperative games with output-feedback. Given players' stabilizing feedback laws, the goal is to find cost function parameters that lead to a game for which…

Optimization and Control · Mathematics 2024-10-27 Emin Martirosyan , Ming Cao

Pursuit-evasion scenarios appear widely in robotics, security domains, and many other real-world situations. We focus on two-player pursuit-evasion games with concurrent moves, infinite horizon, and discounted rewards. We assume that the…

Computer Science and Game Theory · Computer Science 2016-08-05 Karel Horák , Branislav Bošanský

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…

Multiagent Systems · Computer Science 2025-09-16 Jiangjing Zhou , Ovanes Petrosian , Ye Zhang , Hongwei Gao