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We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…
Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultaneous decision games with strategic complementarities, we…
The use of game theoretic models has been quite successful in describing various cooperative and non-cooperative optimization problems in networks and other domains of computer systems. In this paper, we study an application of game…
We consider a game-theoretic variant of an interval scheduling problem. Every job is associated with a length, a weight, and a color. Each player controls all the jobs of a specific color, and needs to decide on a processing interval for…
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…
Strategic interactions can be represented more concisely, and analyzed and solved more efficiently, if we are aware of the symmetries within the multiagent system. Symmetries also have conceptual implications, for example for equilibrium…
Mean field games are limit models for symmetric $N$-player games with interaction of mean field type as $N\to\infty$. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate…
The paper studies the convergence properties of (continuous) best-response dynamics from game theory. Despite their fundamental role in game theory, best-response dynamics are poorly understood in many games of interest due to the…
Budget aggregation deals with the social choice problem of distributing an exogenously given budget among a set of public projects, given agents' preferences. Taking a game-theoretic perspective, we study budget-aggregation games where each…
We consider two-player normal form games where each player has the same finite strategy set. The payoffs of each player are assumed to be i.i.d. random variables with a continuous distribution. We show that, with high probability, the…
Probabilistic model checking for stochastic games enables formal verification of systems that comprise competing or collaborating entities operating in a stochastic environment. Despite good progress in the area, existing approaches focus…
Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…
We develop a dynamic multi-agent model of an interbank payment system where banks choose their level of available funds on the basis of private payoff maximisation. The model consists of the repetition of a simultaneous move stage game with…
We undertake a fundamental study of network equilibria modeled as solutions of fixed point equations for monotone linear functions with saturation nonlinearities. The considered model extends one originally proposed to study systemic risk…
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…
In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…
We propose a general class of symmetric games called position-optimization games. Given a probability distribution $Q$ over a set of targets $\mathcal{Y}$, the $n$ players each choose a position in a space $\mathcal{X}$. A player's utility…
We develop an equilibrium framework that relaxes the standard assumption that people have a correctly-specified view of their environment. Each player is characterized by a (possibly misspecified) subjective model, which describes the set…
We analyze a market impact game between $n$ risk averse agents who compete for liquidity in a market impact model with permanent price impact and additional slippage. Most market parameters, including volatility and drift, are allowed to…
Given a bimatrix game, the associated leadership or commitment games are defined as the games at which one player, the leader, commits to a (possibly mixed) strategy and the other player, the follower, chooses his strategy after having…