相关论文: Continuous Behavioural Function Equilibria and App…

This paper introduces and investigates a regularity condition in the asymptotic sense for optimization problems whose objective functions are polynomial. Under this regularity condition, the normalization argument in asymptotic analysis…

One practical requirement in solving dynamic games is to ensure that the players play well from any decision point onward. To satisfy this requirement, existing efforts focus on equilibrium refinement, but the scalability and applicability…

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…

In this paper we show that the continuum time version of the Minority Game satisfies the criteria for the application of a theorem on the existence of an invariant measure. We consider the special case of a game with "sufficiently"…

Strategies for sustaining cooperation and preventing exploitation by selfish agents in repeated games have mostly been restricted to Markovian strategies where the response of an agent depends on the actions in the previous round. Such…

The study of learning in games typically assumes that each player always has access to all of their actions. However, in many practical scenarios, players' available actions might be restricted due to exogenous stochasticity. To model this…

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

We address the question of whether price of stability results (existence of equilibria with low social cost) are robust to incomplete information. We show that this is the case in potential games, if the underlying algorithmic social cost…

Public goods games study the incentives of individuals to contribute to a public good and their behaviors in equilibria. In this paper, we examine a specific type of public goods game where players are networked and each has binary actions,…

We study the problem of finding Stackelberg equilibria in games with a massive number of players. So far, the only known game instances in which the problem is solved in polynomial time are some particular congestion games. However, a…

This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…

This paper studies the existence and approximation of equilibria for general time-inconsistent mean field game (MFG) problems in continuous time. To handle the intricate nonlocal equilibrium Hamilton-Jacobi-Bellman (EHJB) system arising…

In this paper, we formulate an evolutionarymultiple access control game with continuousvariable actions and coupled constraints. We characterize equilibria of the game and show that the pure equilibria are Pareto optimal and also resilient…

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

In this paper, we extend the definition of qx-asymptotic function, for extended real-valued function that define on an infinite dimensional topological normed space without lower semicontinuity or quasi-convexity condition. As the main…

This paper examines an optimal investment problem in a continuous-time (essentially) complete financial market with a finite horizon. We deal with an investor who behaves consistently with principles of Cumulative Prospect Theory, and whose…

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…

We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…

Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…