相关论文: Mutually Quadratically Invariant Information Struc…

This paper develops a hierarchical games-in-games control architecture for hybrid stochastic systems governed by regime-switching jump-diffusions. We model the interplay between continuous state dynamics and discrete mode transitions as a…

In this paper we demonstrate how certain structured feedback gains necessarily emerge as the optimal controller gains in two linear optimal control formulations for multi-agent systems. We consider the cases of linear optimal…

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

This paper is concerned with a three-level stochastic linear-quadratic Stackelberg differential game with asymmetric information, in which three players participate credited as Player 1, Player 2 and Player 3. Player 3 acts as the leader of…

This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a necessary maximum principle and sufficient…

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

This paper develops a predictive compensation framework for finite-horizon, discrete-time linear quadratic dynamic games subject to Gauss-Markov execution deviations from feedback Nash strategies. One player's control is corrupted by…

We study linear-quadratic games of incomplete information with Gaussian uncertainty, where each player's payoff depends on a privately observed type and a common state. The designer observes the state, elicits types, and sells action…

In this paper we consider a class of dynamic vehicle routing problems, in which a number of mobile agents in the plane must visit target points generated over time by a stochastic process. It is desired to design motion coordination…

In this paper, we study a subclass of n-player stochastic games, in which each player has their own internal state controlled only by their own action and their objective is a common goal called team variance which measures the total…

We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on controls in $L^2$. We propose a novel approach for deriving the…

Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…

Dynamic game theory offers a toolbox for formalizing and solving for both cooperative and non-cooperative strategies in multi-agent scenarios. However, the optimal configuration of such games remains largely unexplored. While there is…

Two player zero sum simultaneous action games are common in video games, financial markets, war, business competition, and many other settings. We first introduce the fundamental concepts of reinforcement learning in two player zero sum…

This paper investigates two-player ergodic nonzero-sum stochastic differential games with McKean-Vlasov dynamics. We establish a verification theorem connecting solutions of coupled Hamilton-Jacobi-Bellman (HJB) Master equations to Nash…

We study the problem of achieving decentralized coordination by a group of strategic decision makers choosing to engage or not in a task in a stochastic setting. First, we define a class of symmetric utility games that encompass a broad…

We consider two-player zero-sum stochastic games and propose a two-timescale $Q$-learning algorithm with function approximation that is payoff-based, convergent, rational, and symmetric between the two players. In two-timescale…

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

This paper considers two problems -- a dynamic team problem and a decentralized control problem. The problems we consider do not belong to the known classes of "simpler" dynamic team/decentralized control problems such as partially nested…

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…