Related papers: On Data-based Nash Equilibria in LQ Nonzero-sum Di…
In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…
We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…
Quantum game theory has emerged as a promising candidate to further the understanding of quantum correlations. Motivated by this, it is demonstrated that pure strategy Nash equilibria can be utilised as a mechanism to witness and determine…
We propose a deep neural network-based algorithm to identify the Markovian Nash equilibrium of general large $N$-player stochastic differential games. Following the idea of fictitious play, we recast the $N$-player game into $N$ decoupled…
This paper investigates the distributed Nash equilibrium seeking problem for two-network zero-sum games with set constraints, where the two networks have the opposite nonsmooth cost functions. The interaction of the agents in each network…
Signaling game problems investigate communication scenarios where encoder(s) and decoder(s) have misaligned objectives due to the fact that they either employ different cost functions or have inconsistent priors. This problem has been…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
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…
We consider two-player non-zero-sum linear-quadratic Gaussian games in which both players aim to minimize a quadratic cost function while controlling a linear and stochastic state process {using linear policies}. The system is partially…
Game-theoretic solution concepts, such as the Nash equilibrium, have been key to finding stable joint actions in multi-player games. However, it has been shown that the dynamics of agents' interactions, even in simple two-player games with…
In this paper, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding $N$-player games. The theory of mean field game of controls considers a class of mean field games where the…
For any two-by-two game $\G$, we define a new two-player game $\G^Q$. The definition is motivated by a vision of players in game $\G$ communicating via quantum technology according to a certain standard protocol originally introduced by…
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…
We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…
We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…
In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…
Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…
The study of games and their equilibria is central to developing insights for understanding many socio-economic phenomena. Here we present a dynamical systems view of the equilibria of two-person, payoff-symmetric games. In particular,…
The paper is concerned with a two-player nonzero-sum differential game in the case when players are informed about the current position. We consider the game in control with guide strategies first proposed by Krasovskii and Subbotin. The…