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This work considers a stochastic Nash game in which each player solves a parameterized stochastic optimization problem. In deterministic regimes, best-response schemes have been shown to be convergent under a suitable spectral property…

Optimization and Control · Mathematics 2018-02-08 Jinlong Lei , Uday V. Shanbhag , Jong-Shi Pang , Suvrajeet Sen

The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…

Optimization and Control · Mathematics 2019-08-05 Jinlong Lei , Uday V. Shanbhag

The interference channel is the simplest communication scenario where multiple autonomous users compete for shared resources. We combine game theory and information theory to define a notion of a Nash equilibrium region of the interference…

Information Theory · Computer Science 2010-07-14 Randall A. Berry , David N. C. Tse

We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power…

Information Theory · Computer Science 2014-09-29 Krishna Chaitanya A , Utpal Mukherji , Vinod Sharma

In this paper, we analyze linear-quadratic stochastic differential games with a continuum of players interacting through graphon aggregates, each state being subject to idiosyncratic Brownian shocks. The major technical issue is the joint…

Probability · Mathematics 2021-05-27 Alexander Aurell , Rene Carmona , Mathieu Lauriere

We study the robust Nash equilibrium (RNE) for a class of games in communications systems and networks where the impact of users on each other is an additive function of their strategies. Each user measures this impact, which may be…

Computer Science and Game Theory · Computer Science 2011-09-21 Saeedeh Parsaeefard , Ahmad R. Sharafat , Mihaela van der Schaar

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…

Computer Science and Game Theory · Computer Science 2026-02-09 Philip Jordan , Maryam Kamgarpour

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

Optimization and Control · Mathematics 2023-10-25 Tatiana Tatarenko , Angelia Nedich

We consider the problem of distributed channel allocation in large networks under the frequency-selective interference channel. Performance is measured by the weighted sum of achievable rates. Our proposed algorithm is a modified Fictitious…

Information Theory · Computer Science 2018-11-13 Ilai Bistritz , Amir Leshem

In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…

Probability · Mathematics 2025-02-26 Mingrui Wang , Prakash Chakraborty

In the field of international security, understanding the strategic interactions between countries within a networked context is crucial. Our previous research has introduced a ``games-on-signed graphs'' framework~\cite{LiMorse2022} to…

Computer Science and Game Theory · Computer Science 2025-12-01 Chuanzhe Zhang , Yuke Li , Wenjun Mei

Individuals, or organizations, cooperate with or compete against one another in a wide range of practical situations. Such strategic interactions are often modeled as games played on networks, where an individual's payoff depends not only…

Computer Science and Game Theory · Computer Science 2020-09-22 Yan Leng , Xiaowen Dong , Junfeng Wu , Alex Pentland

In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

Optimization and Control · Mathematics 2023-07-14 Robert Balkin , Hector D. Ceniceros , Ruimeng Hu

We propose a generic strategic network resource sharing game between a set of players representing operators. The players negotiate which sets of players share given resources, serving users with varying sensitivity to interference. We…

Computer Science and Game Theory · Computer Science 2016-05-31 Sofonias Hailu , Ragnar Freij-Hollanti , Alexis A. Dowhuszko , Olav Tirkkonen

Motivated by applications in job scheduling, queuing networks, and load balancing in cyber-physical systems, we develop and analyze a game-theoretic framework to balance the load among servers in static and dynamic settings. In these…

Computer Science and Game Theory · Computer Science 2025-12-24 Fatemeh Fardno , S. Rasoul Etesami

In this work, we introduce graphical modelsfor multi-player game theory, and give powerful algorithms for computing their Nash equilibria in certain cases. An n-player game is given by an undirected graph on n nodes and a set of n local…

Computer Science and Game Theory · Computer Science 2015-03-10 Michael Kearns , Michael L. Littman , Satinder Singh

Although dynamic games provide a rich paradigm for modeling agents' interactions, solving these games for real-world applications is often challenging. Many real-world interactive settings involve general nonlinear state and input…

Robotics · Computer Science 2023-08-08 Maulik Bhatt , Yixuan Jia , Negar Mehr

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

Probability · Mathematics 2025-09-03 Dylan Possamaï , Mehdi Talbi

Generating payoff matrices of normal-form games at random, we calculate the frequency of games with a unique pure strategy Nash equilibrium in the ensemble of $n$-player, $m$-strategy games. These are perfectly predictable as they must…

Theoretical Economics · Economics 2020-11-03 Samuel C. Wiese , Torsten Heinrich
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