Related papers: Stochastic stability in spatial games
We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…
This paper studies $n$-person simultaneous-move games with linear best response function, where individuals interact within a given network structure. This class of games have been used to model various settings, such as, public goods,…
In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…
We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…
We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…
We study a variant of the Hotelling-Downs model of spatial competition between firms where consumer choices are influenced by their individual preferences as well as the popularity of the firms. In general, a multiplicity of market…
Inspired by the path coordination problem arising from robo-taxis, warehouse management, and mixed-vehicle routing problems, we model a group of heterogeneous players responding to stochastic demands as a congestion game under Markov…
In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…
We consider finite two-player normal form games with random payoffs. Player A's payoffs are i.i.d. from a uniform distribution. Given p in [0, 1], for any action profile, player B's payoff coincides with player A's payoff with probability p…
In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…
We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…
An heuristic approach to compute strong Nash (Aumann) equilibria is presented. The method is based on differential evolution and three variants of a generative relation for strong Nash equilibria characterization. Numerical experiments…
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 investigate a model for representing large multiplayer games, which satisfy strong symmetry properties. This model is made of multiple copies of an arena; each player plays in his own arena, and can partially observe what the other…
This paper addresses a class of network games played by dynamic agents using their outputs. Unlike most existing related works, the Nash equilibrium in this work is defined by functions of agent outputs instead of full agent states, which…
In this short note we study a class of multi-player, turn-based games with deterministic state transitions and reachability / safety objectives (this class contains as special cases "classic" two-player reachability and safety games as well…
Individual behaviors play an essential role in the dynamics of transmission of infectious diseases, including COVID--19. This paper studies a dynamic game model that describes the social distancing behaviors during an epidemic, assuming a…
We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…
Predicting selfish behavior in public environments by considering Nash equilibria is a central concept of game theory. For the dynamic traffic assignment problem modeled by a flow over time game, in which every particle tries to reach its…
We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…