English
Related papers

Related papers: On Data-based Nash Equilibria in LQ Nonzero-sum Di…

200 papers

An open problem in linear quadratic (LQ) games has been characterizing the Nash equilibria. This problem has renewed relevance given the surge of work on understanding the convergence of learning algorithms in dynamic games. This paper…

Computer Science and Game Theory · Computer Science 2025-04-18 Giulio Salizzoni , Reda Ouhamma , Maryam Kamgarpour

This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747,…

Optimization and Control · Mathematics 2017-03-06 Guangchen Wang , Hua Xiao , Jie Xiong

In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…

Systems and Control · Electrical Eng. & Systems 2021-12-17 Zhenhua Deng , Jin Luo

This paper presents a novel data-driven approach for approximating the $\varepsilon$-Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agents interact with each other through their dynamics and…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Zhenhui Xu , Jiayu Chen , Bing-Chang Wang , Tielong Shen

We study a class of nonzero-sum stochastic differential games between two teams with agents in each team interacting through graphon aggregates. On the one hand, in each large population group, agents act together to optimize a common…

Optimization and Control · Mathematics 2025-06-16 De-xuan Xu , Zhun Gou , Nan-jing Huang

This paper presents a pioneering investigation into discrete-time two-person non-zero-sum linear quadratic (LQ) stochastic games with random coefficients. We derive necessary and sufficient conditions for the existence of open-loop Nash…

Optimization and Control · Mathematics 2025-06-24 Yiwei Wu , Xun Li , Qingxin Meng

This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a necessary maximum principle and sufficient…

Optimization and Control · Mathematics 2017-02-17 Yi Zhuang

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

Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…

Computer Science and Game Theory · Computer Science 2007-12-11 Stéphane Le Roux

This paper is concerned with a linear-quadratic non-zero sum differential game with asymmetric delayed information. To be specific, two players exist time delays simultaneously which are different, leading the dynamical system being an…

Optimization and Control · Mathematics 2025-10-27 Yuxin Ye , Jingtao Shi

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

Machine Learning · Computer Science 2022-10-25 Philippe Casgrain , Brian Ning , Sebastian Jaimungal

We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…

Probability · Mathematics 2018-12-04 Enzo Miller , Huyen Pham

Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…

Neural and Evolutionary Computing · Computer Science 2026-01-07 Alireza Rezaee

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

Systems and Control · Computer Science 2017-08-21 Rabih Salhab , Roland P. Malhamé , Jerome Le Ny

In this paper, we consider a linear quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of…

Optimization and Control · Mathematics 2016-07-18 Jingrui Sun , Jiongmin Yong

A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…

Computer Science and Game Theory · Computer Science 2026-03-20 Janani S K , Kushagra Gupta , Ufuk Topcu , David Fridovich-Keil

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Optimization and Control · Mathematics 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

$ $This paper addresses the inverse problem for Linear-Quadratic (LQ) nonzero-sum $N$-player differential games, where the goal is to learn parameters of an unknown cost function for the game, called observed, given the demonstrated…

Optimization and Control · Mathematics 2024-10-28 Emin Martirosyan , Ming Cao

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

Computer Science and Game Theory · Computer Science 2018-11-07 Sam Ganzfried , Austin Nowak , Joannier Pinales

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal
‹ Prev 1 2 3 10 Next ›