相关论文: Continuous Behavioural Function Equilibria and App…
In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…
Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…
In a satisficing equilibrium each agent $i$ plays one of her top $k_i$ actions in response to the actions of the other agents. Our concept unifies models of bounded rationality and yields predictions that differ from canonical solution…
This paper is devoted to the study of the long time behavior of Nash equilibria in Mean Field Games within the framework of displacement monotonicity. We first show that any two equilibria defined on the time horizon $[0,T]$ must be close…
We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…
This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…
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…
We show that a Bayesian strategy map profile is a Bayesian Nash Equilibrium independent of any prior if and only if the Bayesian strategy map profile, evaluated at any type profile, is the Nash equilibrium of the so-called local…
Except for special classes of games, there is no systematic framework for analyzing the dynamical properties of multi-agent strategic interactions. Potential games are one such special but restrictive class of games that allow for tractable…
The analysis of equilibrium points in random games has been of great interest in evolutionary game theory, with important implications for understanding of complexity in a dynamical system, such as its behavioural, cultural or biological…
We study a model of strategic coordination based on a class of games with incomplete information known as Global Games. Under the assumption of Poisson-distributed signals and a Gamma prior distribution on state of the system, we…
This paper is about computing constrained approximate Nash equilibria in polymatrix games, which are succinctly represented many-player games defined by an interaction graph between the players. In a recent breakthrough, Rubinstein showed…
We develop a quasi-polynomial time Las Vegas algorithm for approximating Nash equilibria in polymatrix games over trees, under a mild renormalizing assumption. Our result, in particular, leads to an expected polynomial-time algorithm for…
In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…
The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…
This paper introduces constrained correlated equilibrium, a solution concept combining correlation and coupled constraints in finite non-cooperative games. In the general case of an arbitrary correlation device and coupled constraints in…
A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…
Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more…
This paper is related to nonzero-sum stochastic differential games in the Markovian framework. We show existence of a Nash equilibrium point for the game when the drift is no longer bounded and only satisfies a linear growth condition. The…
Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…