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The notion of interchangeability has been introduced by John Nash in one of his original papers on equilibria. This paper studies properties of Nash equilibria interchangeability in cellular games that model behavior of infinite chain of…
This paper studies an optimal investment-consumption problem for competitive agents with exponential or power utilities and a common finite time horizon. Each agent regards the average of habit formation and wealth from all peers as…
The problem of distributed rate maximization in multi-channel ALOHA networks is considered. First, we study the problem of constrained distributed rate maximization, where user rates are subject to total transmission probability…
We consider a strategic game, where players submit jobs to a machine that executes all jobs in a way that minimizes energy while respecting the given deadlines. The energy consumption is then charged to the players in some way. Each player…
We consider $n$ risk-averse agents who compete for liquidity in an Almgren--Chriss market impact model. Mathematically, this situation can be described by a Nash equilibrium for a certain linear-quadratic differential game with state…
We propose a solution and a mechanism for two-agent social choice problems with large (infinite) policy spaces. Our solution is an efficient compromise rule between the two agents, built on a common cardinalization of their preferences. Our…
The paper addresses a problem of sequential bilateral bargaining with incomplete information. We proposed a decision model that helps agents to successfully bargain by performing indirect negotiation and learning the opponent's model.…
In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…
Entities in multi-agent systems may seek conflicting subobjectives, and this leads to competition between them. To address performance degradation due to competition, we consider a bi-level lottery where a social planner at the high level…
In this paper, we consider the competitive diffusion game, and study the existence of its pure-strategy Nash equilibrium when defined over general undirected networks. We first determine the set of pure-strategy Nash equilibria for two…
The paper studies an oligopolistic equilibrium model of financial agents who aim to share their random endowments. The risk-sharing securities and their prices are endogenously determined as the outcome of a strategic game played among all…
The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic…
Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…
We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…
We introduce a class of resource games where resources and preferences are specified with the language of a resource-sensitive logic. The agents are endowed with a bag of resources and try to achieve a resource objective. For each agent, an…
The mathematical characterization of social-distancing games in classical epidemic theory remains an important question, for their applications to both infectious-disease theory and memetic theory. We consider a special case of the dynamic…
Understanding the convergence landscape of multi-agent learning is a fundamental problem of great practical relevance in many applications of artificial intelligence and machine learning. While it is known that learning dynamics converge to…
We introduce a class of Bayesian bidding games for which we prove that the set of pure Nash equilibria is a (non-empty) sublattice and we give a sufficient condition for uniqueness that is often verified in the context of markets with…
We train two neural networks adversarially to play static games. At each iteration, a row and column network observe a new random bimatrix game and output individual mixed strategies. The parameters of each network are independently updated…
This paper provides theoretical bounds for empirical game theoretical analysis of complex multi-agent interactions. We provide insights in the empirical meta game showing that a Nash equilibrium of the meta-game is an approximate Nash…