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In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham

Interaction-aware trajectory planning is crucial for closing the gap between autonomous racing cars and human racing drivers. Prior work has applied game theory as it provides equilibrium concepts for non-cooperative dynamic problems. With…

Robotics · Computer Science 2024-02-06 Matthias Rowold , Alexander Langmann , Boris Lohmann , Johannes Betz

In human-AI interaction, a prominent goal is to attain human`s desirable outcome with the assistance of AI agents, which can be ideally delineated as a problem of seeking the optimal Nash Equilibrium that matches the human`s desirable…

Artificial Intelligence · Computer Science 2024-05-28 Anjie Liu , Jianhong Wang , Haoxuan Li , Xu Chen , Jun Wang , Samuel Kaski , Mengyue Yang

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…

Computer Science and Game Theory · Computer Science 2020-12-15 Masoud Roudneshin , Jalal Arabneydi , Amir G. Aghdam

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

Machine Learning · Computer Science 2021-06-29 Yue Guan , Qifan Zhang , Panagiotis Tsiotras

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…

Computer Science and Game Theory · Computer Science 2023-08-22 Sam Ganzfried

This paper presents a pioneering investigation into discrete-time two-person non-zero-sum linear quadratic (LQ) stochastic games with random coefficients. We derive necessary and sufficient conditions for the existence of open-loop Nash…

Optimization and Control · Mathematics 2025-06-24 Yiwei Wu , Xun Li , Qingxin Meng

We introduce a set-valued solution concept, M equilibrium, to capture empirical regularities from over half a century of game-theory experiments. We show M equilibrium serves as a meta theory for various models that hitherto were considered…

Theoretical Economics · Economics 2021-04-20 Jacob K. Goeree , Philippos Louis

We study linear quadratic dynamic games where players are uncertain about each other's control policies or goals and consequently seek to be strategically robust. Building on recent work on strategically robust and risk-averse game theory,…

Optimization and Control · Mathematics 2026-04-27 Boris Velasevic , Nicolas Lanzetti , Eric Mazumdar

In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…

Optimization and Control · Mathematics 2021-10-04 Yuan-Hua Ni , Binbin Si , Xinzhen Zhang

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

Coordination in multiplayer games enables players to avoid the lose-lose outcome that often arises at Nash equilibria. However, designing a coordination mechanism typically requires the consideration of the joint actions of all players,…

Computer Science and Game Theory · Computer Science 2026-03-23 Jaehan Im , Yue Yu , David Fridovich-Keil , Ufuk Topcu

Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…

Computer Science and Game Theory · Computer Science 2026-03-17 Mahdis Rabbani , Navid Mojahed , Shima Nazari

When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…

Computer Science and Game Theory · Computer Science 2025-06-03 Mel Krusniak , Forrest Laine

We consider the problem of learning Nash equilibrial policies for two-player risk-sensitive collision-avoiding interactions. Solving the Hamilton-Jacobi-Isaacs equations of such general-sum differential games in real time is an open…

Robotics · Computer Science 2025-03-21 Lei Zhang , Siddharth Das , Tanner Merry , Wenlong Zhang , Yi Ren

Many problems in robotics involve multiple decision making agents. To operate efficiently in such settings, a robot must reason about the impact of its decisions on the behavior of other agents. Differential games offer an expressive…

Systems and Control · Electrical Eng. & Systems 2020-03-19 David Fridovich-Keil , Ellis Ratner , Lasse Peters , Anca D. Dragan , Claire J. Tomlin

Dynamic game arises as a powerful paradigm for multi-robot planning, for which safety constraint satisfaction is crucial. Constrained stochastic games are of particular interest, as real-world robots need to operate and satisfy constraints…

Robotics · Computer Science 2026-03-27 Hai Zhong , Yutaka Shimizu , Jianyu Chen

We propose projection-free sequential algorithms for linear-quadratic dynamics games. These policy gradient based algorithms are akin to Stackelberg leadership model and can be extended to model-free settings. We show that if the leader…

Systems and Control · Electrical Eng. & Systems 2019-11-13 Jingjing Bu , Lillian J. Ratliff , Mehran Mesbahi

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…