Related papers: Strategically Robust Linear Quadratic Dynamic Game…
We study "logit dynamics" [Blume, Games and Economic Behavior, 1993] for strategic games. This dynamics works as follows: at every stage of the game a player is selected uniformly at random and she plays according to a "noisy" best-response…
We establish the existence and uniqueness of distributed equilibria to possibly nonsymmetric $N$ player differential games with interactions through controls under displacement semimonotonicity assumptions. Surprisingly, the nonseparable…
We study a wireless jamming problem consisting of the competition between a legitimate receiver and a jammer, as a zero-sum game where the value to maximize/minimize is the channel capacity at the receiver's side. Most of the approaches…
Dynamic game theory is an increasingly popular tool for modeling multi-agent, e.g. human-robot, interactions. Game-theoretic models presume that each agent wishes to minimize a private cost function that depends on others' actions. These…
Modern robots require accurate forecasts to make optimal decisions in the real world. For example, self-driving cars need an accurate forecast of other agents' future actions to plan safe trajectories. Current methods rely heavily on…
The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…
Despite the considerable success enjoyed by machine learning techniques in practice, numerous studies demonstrated that many approaches are vulnerable to attacks. An important class of such attacks involves adversaries changing features at…
Game dynamics theory, as a field of science, the consistency of theory and experiment is essential. In the past 10 years, important progress has been made in the merging of the theory and experiment in this field, in which dynamics cycle is…
We study zero-sum stochastic differential games with player dynamics governed by a nondegenerate controlled diffusion process. Under the assumption of uniform stability, we establish the existence of a solution to the Isaac's equation for…
We investigate robust model-free reinforcement learning algorithms designed for environments that may be dynamic or even adversarial. Traditional state-based policies often struggle to accommodate the challenges imposed by the presence of…
We consider the existence and computational complexity of coalitional stability concepts based on social networks. Our concepts represent a natural and rich combinatorial generalization of a recent approach termed partition equilibrium. We…
In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…
In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation. Different from the…
Motivated by applications in job scheduling, queuing networks, and load balancing in cyber-physical systems, we develop and analyze a game-theoretic framework to balance the load among servers in static and dynamic settings. In these…
Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach relies on a multiparametric affine variational inequality…
Multistage decision policies provide useful control strategies in high-dimensional state spaces, particularly in complex control tasks. However, they exhibit weak performance guarantees in the presence of disturbance, model mismatch, or…
Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…