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An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

Game-theoretic models are effective tools for modeling multi-agent interactions, especially when robots need to coordinate with humans. However, applying these models requires inferring their specifications from observed behaviors -- a…

Robotics · Computer Science 2025-02-06 Max Muchen Sun , Pete Trautman , Todd Murphey

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…

Optimization and Control · Mathematics 2023-11-28 George Pantazis , Filiberto Fele , Kostas Margellos

In multi-agent problems requiring a high degree of cooperation, success often depends on the ability of the agents to adapt to each other's behavior. A natural solution concept in such settings is the Stackelberg equilibrium, in which the…

Machine Learning · Computer Science 2024-06-14 Robert Loftin , Mustafa Mert Çelikok , Herke van Hoof , Samuel Kaski , Frans A. Oliehoek

This paper presents a temporal expression language for monitoring AI agent behavior, enabling systematic error-detection of LLM-based agentic systems that exhibit variable outputs due to stochastic generation processes. Drawing from…

Artificial Intelligence · Computer Science 2025-09-26 Thomas J Sheffler

Multi-agent interacting systems are prevalent in the world, from pure physical systems to complicated social dynamic systems. In many applications, effective understanding of the situation and accurate trajectory prediction of interactive…

Computer Vision and Pattern Recognition · Computer Science 2020-10-23 Jiachen Li , Fan Yang , Masayoshi Tomizuka , Chiho Choi

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…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Yutao Tang , Peng Yi

Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…

Optimization and Control · Mathematics 2017-03-13 Yu-Jui Huang , Adrien Nguyen-Huu

We study Bayesian coordination games where agents receive noisy private information over the game's payoff structure, and over each others' actions. If private information over actions is precise, we find that agents can coordinate on…

General Economics · Economics 2019-04-25 Dominik Grafenhofer , Wolfgang Kuhle

Conventional game theory assumes that players are perfectly rational. In a realistic situation, however, players are rarely perfectly rational. This bounded rationality is one of the main reasons why the predictions of Nash equilibrium in…

Physics and Society · Physics 2026-01-01 Mojtaba Madadi Asl , Mehdi Sadeghi

This paper presents a novel approach to analyze human decision-making that involves comparing the behavior of professional chess players relative to a computational benchmark of cognitively bounded rationality. This benchmark is constructed…

General Economics · Economics 2020-12-03 Dainis Zegners , Uwe Sunde , Anthony Strittmatter

Effectively predicting intent and behavior requires inferring leadership in multi-agent interactions. Dynamic games provide an expressive theoretical framework for modeling these interactions. Employing this framework, we propose a novel…

Multiagent Systems · Computer Science 2024-04-10 Hamzah Khan , David Fridovich-Keil

The objective of this paper is to identify and analyze the response actions of a set of players embedded in sub-networks in the context of interaction and learning. We characterize strategic network formation as a static game of…

Theoretical Economics · Economics 2022-10-28 Alex Centeno

A noncooperative differential (dynamic) game model of opinion dynamics is proposed. In this game, the agents' motives are shaped by their expectations of the nature of others' opinions as well as how susceptible they are to get influenced…

Optimization and Control · Mathematics 2020-02-25 Muhammad Umar B. Niazi , Arif Bülent Özgüler

Large language model (LLM)-based agents are increasingly applied to complex strategic environments that demand long-horizon reasoning, multi-agent interaction, and decision-making under uncertainty. However, common existing benchmarks…

Artificial Intelligence · Computer Science 2026-05-12 Wenjie Tang , Yuan Zhou , Erqiang Xu , Keyan Cheng , Minne Li , Liquan Xiao

We study sequential decision-making when the agent's internal model class is misspecified. Within the infinite-horizon Berk-Nash framework, stable behavior arises as a fixed point: the agent acts optimally relative to a subjective model,…

Computer Science and Game Theory · Computer Science 2026-03-17 Quanyan Zhu , Zhengye Han

Model-based multi-agent control requires agents to possess a model of the behavior of others to make strategic decisions. Solution concepts from game theory are often used to model the emergent collective behavior of self-interested agents…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Ada Yildirim , Bryce L. Ferguson

In mobile robotics and autonomous driving, it is natural to model agent interactions as the Nash equilibrium of a noncooperative, dynamic game. These methods inherently rely on observations from sensors such as lidars and cameras to…

Multiagent Systems · Computer Science 2026-04-02 Tianyu Qiu , David Fridovich-Keil

We address the problem of persistent monitoring, where a finite set of mobile agents has to persistently visit a finite set of targets. Each of these targets has an internal state that evolves with linear stochastic dynamics. The agents can…

Systems and Control · Electrical Eng. & Systems 2020-04-23 Samuel C. Pinto , Sean B. Andersson , Julien M. Hendrickx , Christos G. Cassandras