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We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

We consider a dynamical approach to game in extensive forms. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding…

Computer Science and Game Theory · Computer Science 2017-04-05 Stéphane Le Roux , Arno Pauly

The optimization of power systems involves complex uncertainties, such as technological progress, political context, geopolitical constraints. Negotiations at COP21 are complicated by the huge number of scenarios that various people want to…

Computer Science and Game Theory · Computer Science 2018-10-23 Jialin Liu , Olivier Teytaud

Social dilemmas are situations in which collective welfare is at odds with individual gain. One widely studied example, due to the conflict it poses between human behaviour and game theoretic reasoning, is the Traveler's Dilemma. The…

Computer Science and Game Theory · Computer Science 2023-12-11 Maria Alejandra Ramirez , Matteo Smerlak , Arne Traulsen , Jürgen Jost

We introduce a solution concept for extensive-form games of incomplete information in which players need not assign likelihoods to what they do not know about the game. This is embedded in a model in which players can hold multiple priors.…

Theoretical Economics · Economics 2021-09-03 Karl Schlag , Andriy Zapechelnyuk

This paper tackles the problem of how two selfish users jointly determine the operating point in the achievable rate region of a two-user Gaussian interference channel through bargaining. In previous work, incentive conditions for two users…

Information Theory · Computer Science 2010-10-05 Xi Liu , Elza Erkip

Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schools, we consider a mean field games (MFG)-like scenario where a large number of agents…

Systems and Control · Computer Science 2016-01-26 Rabih Salhab , Roland P. Malhamé , Jerome Le Ny

We study the design of decision-making mechanism for resource allocations over a multi-agent system in a dynamic environment. Agents' privately observed preference over resources evolves over time and the population is dynamic due to the…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Tao Zhang , Quanyan Zhu

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

In a dynamic matching market, such as a marriage or job market, how should agents balance accepting a proposed match with the cost of continuing their search? We consider this problem in a discrete setting, in which agents have cardinal…

Computer Science and Game Theory · Computer Science 2021-06-16 Ishan Agarwal , Richard Cole , Yixin Tao

The solution to a Nash or a nonsymmetric bargaining game is obtained by maximizing a concave function over a convex set, i.e., it is the solution to a convex program. We show that each 2-player game whose convex program has linear…

Computer Science and Game Theory · Computer Science 2015-05-13 Vijay V. Vazirani

We relate here two formalisms that are used for different purposes in reasoning about multi-agent systems. One of them are strategic games that are used to capture the idea that agents interact with each other while pursuing their own…

Computer Science and Game Theory · Computer Science 2007-05-23 Krzysztof R. Apt , Francesca Rossi , K. Brent Venable

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Sergio Grammatico

In a 2017 paper, later presented at the Web and Internet Economics conference, titled ``Sequential Deliberation for Social Choice", the authors propose a mechanism in which a series of agents, are tasked to negotiate over a set of decisions…

Computer Science and Game Theory · Computer Science 2023-02-13 Gokul Dharan , Hunter Guru , Michael Sun

We present multilinear and mixed-integer multilinear programs to find a Nash equilibrium in multi-player noncooperative games. We compare the formulations to common algorithms in Gambit, and conclude that a multilinear feasibility program…

Optimization and Control · Mathematics 2024-03-27 Miriam Fischer , Akshay Gupte

We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determined by their relative wealth compared to the average wealth…

Optimization and Control · Mathematics 2025-11-10 Guojiang Shao , Zuo Quan Xu , Qi Zhang

This paper studies the connection between a class of mean-field games and a social welfare optimization problem. We consider a mean-field game in function spaces with a large population of agents, and each agent seeks to minimize an…

Optimization and Control · Mathematics 2018-02-15 Sen Li , Wei Zhang , Lin Zhao

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…

Optimization and Control · Mathematics 2020-04-10 Andrew R Romano , Lacra Pavel

For a mean field game model with a major and infinite minor players, we characterize a notion of Nash equilibrium via a system of so-called master equations, namely a system of nonlinear transport equations in the space of measures. Then,…

Optimization and Control · Mathematics 2018-11-08 Pierre Cardaliaguet , Marco Cirant , Alessio Porretta

We consider the relation between Sion's minimax theorem for a continuous function and a Nash equilibrium in a multi-players game with two groups which is zero-sum and symmetric in each group. We will show the following results. 1. The…

Optimization and Control · Mathematics 2018-09-11 Atsuhiro Satoh , Yasuhito Tanaka
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