Related papers: Meta-Bayesian Nash Equilibrium: Existence via Kaku…
Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…
Studying games in the complete information model makes them analytically tractable. However, large $n$ player interactions are more realistically modeled as games of incomplete information, where players may know little to nothing about the…
In this paper, we study Nash equilibrium payoffs for nonzero-sum stochastic differential games via the theory of backward stochastic differential equations. We obtain an existence theorem and a characterization theorem of Nash equilibrium…
Nash equilibrium is often heralded as a guiding principle for rational decision-making in strategic interactions. However, it is well-known that Nash equilibrium sometimes fails as a reliable predictor of outcomes, with two of the most…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
In this paper, we discuss a class of two-stage hierarchical games with multiple leaders and followers, which is called Nash-Stackelberg-Nash (N-S-N) games. Particularly, we consider N-S-N games under decision-dependent uncertainties (DDUs).…
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…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
We study Nash equilibria for the deterministic ergodic N-players game. We introduce pure strategies, mixed strategies and Nash equilibria associated with those. We show that a Nash equilibrium in mixed strategies exists and it is a Mather…
Nash equilibrium is a solution concept in non-strictly competitive, non-cooperative game theory that finds applications in various scientific and engineering disciplines. A non-strictly competitive, non-cooperative game model is presented…
In a multi-objective game, each individual's payoff is a \emph{vector-valued} function of everyone's actions. Under such vectorial payoffs, Pareto-efficiency is used to formulate each individual's best-response condition, inducing…
Quantum games with incomplete information can be studied within a Bayesian framework. We consider a version of prisoner's dilemma (PD) in this framework with three players and characterize the Nash equilibria. A variation of the standard PD…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…
In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…
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…
We add here another layer to the literature on nonatomic anonymous games started with the 1973 paper by Schmeidler. More specifically, we define a new notion of equilibrium which we call $\varepsilon$-estimated equilibrium and prove its…
We suggest to look at quantum measurement outcomes not through the lens of probability theory, but instead through decision theory. We introduce an original game-theoretical framework, model and algorithmic procedure where measurement…
In Stackelberg v/s Stackelberg games a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium problems are plagued by the nonuniqueness of…
In this paper, I introduce a novel benchmark in games, super-Nash performance, and a solution concept, optimin, whereby players maximize their minimal payoff under unilateral profitable deviations by other players. Optimin achieves…