相关论文: Densely defined equilibrium problems

In several game situations, the behavior of the players may depend not only on individual interests, but also on what each player considers as the correct thing to do. This work presents a game theoretic model, aiming to describe game…

We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…

In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…

In this note, we study a class of deterministic finite-horizon linear-quadratic difference games with coupled affine inequality constraints involving both state and control variables. We show that the necessary conditions for the existence…

Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…

A Nash equilibrium has become important solution concept for analyzing the decision making in Game theory. In this paper, we consider the problem of computing Nash equilibria of a subclass of generic finite normal form games. We define…

We study the computation of Nash equilibria in a two-player normal form game from the perspective of parameterized complexity. Recent results proved hardness for a number of variants, when parameterized by the support size. We complement…

Correlated equilibria -- and their generalization $\Phi$-equilibria -- are a fundamental object of study in game theory, offering a more tractable alternative to Nash equilibria in multi-player settings. While computational aspects of…

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

We investigate a time-inconsistent, non-Markovian finite-player game in continuous time, where each player's objective functional depends non-linearly on the expected value of the state process. As a result, the classical Bellman optimality…

Variational relation problems allow a general approach for variational inequalities, equilibrium problems, optimization problems, variational inclusions. In this paper we consider a system of quasi-variational relations and determine some…

This paper studies relative arbitrage opportunities in a market with competitive investors through stochastic differential games in the limit as the number of players tends to infinity. With common noises introduced by the stock…

A solution concept that is a refinement of Nash equilibria selects for each finite game a nonempty collection of closed and connected subsets of Nash equilibria as solutions. We impose three axioms for such solution concepts. The axiom of…

It is well known that the (unique) value of a stochastic control problem or a two person zero sum game under Isaacs condition can be characterized through a PDE driven by the Hamiltonian. Our goal of this paper is to extend this classical…

In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…

We introduce a framework for stochastic games on large sparse graphs, covering continuous-time and discrete-time dynamic games as well as static games. Players are indexed by the vertices of simple, locally finite graphs, allowing both…

This work is mainly concerned with the so-called limit theory for mean-field games. Adopting the weak formulation paradigm put forward by Carmona and Lacker, we consider a fully non-Markovian setting allowing for drift control and…

Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…