Related papers: Stochastic Graphon Games with Interventions
This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…
In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is…
With the advance of complex large-scale networks, it is becoming increasingly important to understand how selfish and spatially distributed individuals will share network resources without centralized coordinations. In this paper, we…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
We analyze the distributed power allocation problem in parallel multiple access channels (MAC) by studying an associated non-cooperative game which admits an exact potential. Even though games of this type have been the subject of…
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…
This short paper concerns discretization schemes for representing and computing approximate Nash equilibria, with emphasis on graphical games, but briefly touching on normal-form and poly-matrix games. The main technical contribution is a…
Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…
This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…
Large-scale networked systems typically operate under resource constraints, and it is also difficult to exactly obtain the network structure between nodes. To address these issues, this paper investigates a sparse optimal control for…
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…
In a graphical game agents play with their neighbors on a graph to achieve an appropriate state of equilibrium. Here relevant problems are characterizing the equilibrium set and discovering efficient algorithms to find such an equilibrium…
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…
Network games have been instrumental in understanding strategic behaviors over networks for applications such as critical infrastructure networks, social networks, and cyber-physical systems. One critical challenge of network games is that…
This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…
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…
In this paper we develop a novel approach to the convergence of Best-Response Dynamics for the family of interference games. Interference games represent the fundamental resource allocation conflict between users of the radio spectrum. In…
In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a…
In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…
We consider a class of nonsmooth aggregative games over networks in stochastic regimes, where each player is characterized by a composite cost function $f_i+r_i$, $f_i$ is a smooth expectation-valued function dependent on its own strategy…