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In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…

最优化与控制 · 数学 2019-12-10 Farzad Salehisadaghiani , Wei Shi , Lacra Pavel

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…

概率论 · 数学 2025-12-10 Dylan Possamaï , Chiara Rossato

We consider a general class of nonzero-sum $N$-player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a verification approach and provide sufficient conditions for…

最优化与控制 · 数学 2020-10-06 Matteo Basei , Haoyang Cao , Xin Guo

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

概率论 · 数学 2018-02-01 Alekos Cecchin , Markus Fischer

Adversarial team games model multiplayer strategic interactions in which a team of identically-interested players is competing against an adversarial player in a zero-sum game. Such games capture many well-studied settings in game theory,…

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…

机器学习 · 计算机科学 2019-01-28 Eric V. Mazumdar , Michael I. Jordan , S. Shankar Sastry

We analyse the typical structure of games in terms of the connectivity properties of their best-response graphs. Our central result shows that, among games that are `generic' (without indifferences) and that have a pure Nash equilibrium,…

理论经济学 · 经济学 2025-06-25 Tom Johnston , Michael Savery , Alex Scott , Bassel Tarbush

This paper continues the study of the mean field game (MFG) convergence problem: In what sense do the Nash equilibria of $n$-player stochastic differential games converge to the mean field game as $n\rightarrow\infty$? Previous work on this…

概率论 · 数学 2018-08-09 Daniel Lacker

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

最优化与控制 · 数学 2025-11-18 Kaixin Du , Min Meng

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

证券定价 · 定量金融 2008-12-10 Said Hamadene , Jianfeng Zhang

We study an N-player game where a pure action of each player is to select a non-negative function on a Polish space supporting a finite diffuse measure, subject to a finite constraint on the integral of the function. This function is used…

概率论 · 数学 2020-08-18 Venkat Anantharam , Francois Baccelli

In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Games of Controls (MFGC), a class of models where interactions…

概率论 · 数学 2025-07-24 Joe Jackson , Alpár R. Mészáros

In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…

最优化与控制 · 数学 2022-04-06 Yuanhanqing Huang , Jianghai Hu

We consider sequences of games $\mathcal{G}=\{G_1,G_2,\ldots\}$ where, for all $n$, $G_n$ has the same set of players. Such sequences arise in the analysis of running time of players in games, in electronic money systems such as Bitcoin and…

计算机科学与博弈论 · 计算机科学 2015-07-15 Joseph Y. Halpern , Rafael Pass , Daniel Reichman

This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…

最优化与控制 · 数学 2021-08-17 Maojiao Ye , Lei Ding , Shengyuan Xu

A noncooperative differential (dynamic) game model of opinion dynamics is proposed. In this game, the agents' motives are shaped by their expectations of the nature of others' opinions as well as how susceptible they are to get influenced…

最优化与控制 · 数学 2020-02-25 Muhammad Umar B. Niazi , Arif Bülent Özgüler

In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…

系统与控制 · 电气工程与系统科学 2021-12-17 Zhenhua Deng , Jin Luo

We suggest to look at quantum measurement outcomes not through the lens of probability theory, but instead through decision theory. We introduce an original game-theoretical framework, model and algorithmic procedure where measurement…

量子物理 · 物理学 2023-10-02 Michal Baczyk , Ghislain Fourny

We consider $N$-player games, in continuous time, finite state space and finite time horizon, on a geometrical structure possessing a macroscopic limit in a suitable sense. This geometrical structure breaks the permutation invariance…

最优化与控制 · 数学 2024-10-07 Francesca Albertini , Paolo Dai Pra

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

最优化与控制 · 数学 2023-01-13 Zahra Zahedi , Alireza Khayatian , Mohammad Mehdi Arefi , Shen Yin