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Game theory studies situations in which strategic players can modify the state of a given system, due to the absence of a central authority. Solution concepts, such as Nash equilibrium, are defined to predict the outcome of such situations.…
A noncooperative differential (dynamic) game model of opinion dynamics is proposed. In this game, the agents' motives are shaped by their expectations of the nature of others' opinions as well as how susceptible they are to get influenced…
A social network population engages in collective actions as a direct result of forming a particular opinion. The strategic interactions among the individuals acting independently and selfishly naturally portray a noncooperative game. Nash…
In their seminal work, Nayyar et al. (2013) showed that imperfect information can be abstracted away from common-payoff games by having players publicly announce their policies as they play. This insight underpins sound solvers and…
Mean field game equilibria are predicated on the assumption of immediate pairwise interactions within a population of homogeneous agents with asymptotically vanishing influence as population size increases. However, in many real-world…
We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…
This paper is concerned with a linear-quadratic mean field Stackelberg stochastic differential game with partial information and common noise, which contains a leader and a large number of followers. To be specific, the followers face a…
The main goal of this paper is to study a stochastic game connected to a system of forward backward stochastic differential equations (FBSDEs) involving delay and so-called noisy memory. We derive suffcient and necessary maximum principles…
Many communication, sensor network, and networked control problems involve agents (decision makers) which have either misaligned objective functions or subjective probabilistic models. In the context of such setups, we consider binary…
In this paper a consensus has been constructed in a social network which is modeled by a stochastic differential game played by agents of that network. Each agent independently minimizes a cost function which represents their motives. A…
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…
This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…
In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…
We study interactions with uncertainty about demand sensitivity. In our solution concept (1) firms choose seemingly-optimal strategies given the level of sophistication of their data analytics, and (2) the levels of sophistication form best…
It is common to assume that agents will adopt Nash equilibrium strategies; however, experimental studies have demonstrated that Nash equilibrium is often a poor description of human players' behavior in unrepeated normal-form games. In this…
This paper proposes a new differentially private distributed Nash equilibrium seeking algorithm for aggregative games under time-varying unbalanced directed communication graphs. Random independent Laplace noises are injected into the…
This paper extends the framework of partially observable Markov decision processes (POMDPs) to multi-agent settings by incorporating the notion of agent models into the state space. Agents maintain beliefs over physical states of the…
Empirically, many strategic settings are characterized by stable outcomes in which players' decisions are publicly observed, yet no player takes the opportunity to deviate. To analyze such situations in the presence of incomplete…
This paper proposes a theory of stock market predictability patterns based on a model of heterogeneous beliefs. In a discrete finite time framework, some agents receive news about an asset's fundamental value through a noisy signal. The…
We present a network influence game that models players strategically seeding the opinions of nodes embedded in a social network. A social learning dynamic, whereby nodes repeatedly update their opinions to resemble those of their…