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In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…

Logic · Mathematics 2015-07-01 Stephane Le Roux

Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…

Multiagent Systems · Computer Science 2020-10-26 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

Optimization and Control · Mathematics 2022-06-14 Shu Liang , Peng Yi , Yiguang Hong

We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each player can adjust her own stopping strategy according to…

Optimization and Control · Mathematics 2015-08-26 Zhou Zhou

This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…

Theoretical Economics · Economics 2021-05-06 Enxian Chen , Lei Qiao , Xiang Sun , Yeneng Sun

The $N$-player quantum game is analyzed in the context of an Einstein-Podolsky-Rosen (EPR) experiment. In this setting, a player's strategies are not unitary transformations as in alternate quantum game-theoretic frameworks, but a classical…

Quantum Physics · Physics 2012-11-16 James M. Chappell , Azhar Iqbal , Derek Abbott

We study mean field portfolio games with consumption. For general market parameters, we establish a one-to-one correspondence between Nash equilibria of the game and solutions to some FBSDE, which is proved to be equivalent to some BSDE.…

Mathematical Finance · Quantitative Finance 2022-12-08 Guanxing Fu

We analyse the computational complexity of finding Nash equilibria in simple stochastic multiplayer games. We show that restricting the search space to equilibria whose payoffs fall into a certain interval may lead to undecidability. In…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

This paper is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both the state and the control of the agents. Moreover, the…

Optimization and Control · Mathematics 2024-07-01 Wenyu Cong , Jingtao Shi

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…

Computer Science and Game Theory · Computer Science 2022-10-28 Shutian Liu , Tao Li , Quanyan Zhu

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

Probability · Mathematics 2018-05-14 Chiara Benazzoli , Luciano Campi , Luca Di Persio

It is known that there are uncoupled learning heuristics leading to Nash equilibrium in all finite games. Why should players use such learning heuristics and where could they come from? We show that there is no uncoupled learning heuristic…

Computer Science and Game Theory · Computer Science 2015-04-27 Burkhard C. Schipper

This paper studies the equilibrium consumption under external habit formation in a large population of agents. We first formulate problems under two types of conventional habit formation preferences, namely linear and multiplicative…

Mathematical Finance · Quantitative Finance 2024-03-11 Lijun Bo , Shihua Wang , Xiang Yu

Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric $n$-player games. We consider the finite-state, infinite-horizon problem with ergodic cost. Assuming Markovian…

Optimization and Control · Mathematics 2025-03-25 Asaf Cohen , Ethan Zell

In the Binary Networked Public Goods game, every player needs to decide if she participates in a public project whose utility is shared equally by the community. We study the problem of deciding if there exists a pure strategy Nash…

Computer Science and Game Theory · Computer Science 2021-12-21 Arnab Maiti , Palash Dey

A version of the Monty Hall problem is presented where the players are permitted to select quantum strategies. If the initial state involves no entanglement the Nash equilibrium in the quantum game offers the players nothing more than can…

Quantum Physics · Physics 2009-11-07 Adrian P. Flitney , Derek Abbott

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…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

Economists were content with the concept of the Nash equilibrium as game theory's solution concept until Daskalakis, Goldberg, and Papadimitriou showed that finding a Nash equilibrium is most likely a computationally hard problem, a result…

Computer Science and Game Theory · Computer Science 2013-04-08 Ioannis Avramopoulos

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer
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