Related papers: Deviation Between Team-Optimal Solution and Nash E…
This paper addresses a class of Nash equilibrium (NE) seeking problems in coalition games involving both local and coupling constraints for multiple Euler-Lagrange (EL) systems subject to disturbances of unknown bounds. Within each…
We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…
This paper introduces decentralized control concepts for drones using differential game theory. The approach optimizes the behavior of an ego drone, assuming the anticipated behavior of the opponent drones using a receding horizon approach.…
In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…
We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
Coordination is a desirable feature in multi-agent systems, allowing the execution of tasks that would be impossible by individual agents. We study coordination by a team of strategic agents choosing to undertake one of the multiple tasks.…
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,…
This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…
We adopt a game theoretic approach for the design and analysis of distributed resource allocation algorithms in fading multiple access channels. The users are assumed to be selfish, rational, and limited by average power constraints. We…
Due to the lack of coordination, it is unlikely that the selfish players of a strategic game reach a socially good state. A possible way to cope with selfishness is to compute a desired outcome (if it is tractable) and impose it. However…
In this paper we propose the notion of dynamic deviation measure, as a dynamic time-consistent extension of the (static) notion of deviation measure. To achieve time-consistency we require that a dynamic deviation measures satisfies a…
Best response (BR) dynamics is a natural method by which players proceed toward a pure Nash equilibrium via a local search method. The quality of the equilibrium reached may depend heavily on the order by which players are chosen to perform…
Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…
Flow scheduling tends to be one of the oldest and most stubborn problems in networking. It becomes more crucial in the next generation network, due to fast changing link states and tremendous cost to explore the global structure. In such…
Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…
We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…
In this study, we analyse the global stability of the equilibrium in a departure time choice problem using a game-theoretic approach that deals with atomic users. We first formulate the departure time choice problem as a strategic game in…
Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…