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We study agents on a network playing an iterated Prisoner's dilemma against their neighbors. The resulting spatially extended co-evolutionary game exhibits stationary states which are Nash equilibria. After perturbation of these equilibria,…
This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…
Evolutionarily stable strategy (ESS) is the defining concept of evolutionary game theory. It has a fairly unanimously accepted definition for the case of symmetric games which are played in a homogeneous population where all individuals are…
Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…
Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…
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…
We develop an empirical framework for analyzing dynamic games when the underlying information structure is unknown to the analyst. We introduce \textit{Markov correlated equilibrium}, a dynamic analog of Bayes correlated equilibrium, and…
This paper is related to nonzero-sum stochastic differential games in the Markovian framework. We show existence of a Nash equilibrium point for the game when the drift is no longer bounded and only satisfies a linear growth condition. The…
The study of learning in games typically assumes that each player always has access to all of their actions. However, in many practical scenarios, players' available actions might be restricted due to exogenous stochasticity. To model this…
Reliability assessment of engineering systems often requires repeated evaluations of limit-state functions that may rely on computationally expensive high-fidelity models, rendering direct sampling-based reliability analysis impractical. An…
We consider robust Markov Decision Processes with Borel state and action spaces, unbounded cost and finite time horizon. Our formulation leads to a Stackelberg game against nature. Under integrability, continuity and compactness assumptions…
While Nash equilibrium has emerged as the central game-theoretic solution concept, many important games contain several Nash equilibria and we must determine how to select between them in order to create real strategic agents. Several Nash…
We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…
High shares of variable renewable energy necessitate substantial energy storage capacity. However, it remains unclear how to design a market that, on the one hand, ensures a stable and sufficient income for storage firms, and, on the other…
Shared-constraint games are noncooperative $N$-player games where players are coupled through a common coupling constraint. It is known that such games admit two kinds of equilibria -- generalized Nash equilibria (GNE) and variational…
In this paper, we consider microgrids that interconnect prosumers with distributed energy resources and dynamic loads. Prosumers are connected through the microgrid to trade energy and gain profit while respecting the network constraints.…
In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…
Transitions between metastable equilibria in the low-temperature phase of dynamical Ising game with activity spillover are studied in the infinite time limit. It is shown that exponential enhancement due to activity spillover, which takes…
We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…
We study a new class of Markov games, \emph(multi-player) zero-sum Markov Games} with \emph{Networked separable interactions} (zero-sum NMGs), to model the local interaction structure in non-cooperative multi-agent sequential…