相关论文: All-Against-One Linear-Quadratic Differential Game…

We consider $n$ risk-averse agents who compete for liquidity in an Almgren--Chriss market impact model. Mathematically, this situation can be described by a Nash equilibrium for a certain linear-quadratic differential game with state…

This paper is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both the state and the control of the agents. Moreover, the…

In this paper, we consider coordination and anti-coordination heterogeneous games played by a finite population formed by different types of individuals who fail to recognize their own type but do observe the type of their opponent. We show…

The term rational has become synonymous with maximizing expected payoff in the definition of the best response in Nash setting. In this work, we consider stochastic games in which players engage only once, or at most a limited number of…

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

This paper investigates an inhomogeneous non-zero-sum linear-quadratic (LQ, for short) differential game problem whose state process and cost functional are regulated by a Markov chain. Under the $L^2$ stabilizability framework, we first…

This paper is concerned with a linear-quadratic non-zero sum differential game with asymmetric delayed information. To be specific, two players exist time delays simultaneously which are different, leading the dynamical system being an…

In zero-sum games, the optimal strategy is well-defined by the Nash equilibrium. However, it is overly conservative when playing against suboptimal opponents and it can not exploit their weaknesses. Limited look-ahead game solving in…

This paper investigates leader-follower linear-quadratic stochastic graphon games, which consist of a single leader and a continuum of followers. The state equations of the followers interact through graphon coupling terms, with their…

This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…

In this paper we study a linear pursuit differential game described by an infinite system of first-order differential equations in Hilbert space. The control functions of players are subject to geometric constraints. The pursuer attempts to…

This paper investigates the encirclement control problem involving two groups using a non-cooperative differential game approach. The active group seeks to chase and encircle the passive group, while the passive group responds by fleeing…

A repeated network game where agents have quadratic utilities that depend on information externalities -- an unknown underlying state -- as well as payoff externalities -- the actions of all other agents in the network -- is considered.…

This paper delves into studying the differences and connections between open-loop and closed-loop strategies for the linear quadratic (LQ) mean field games (MFGs) by the direct approach. The investigation begins with the finite-population…

A fundamental task in mobile robotics is to keep an agent under surveillance using an autonomous robotic platform equipped with a sensing device. Using differential game theory, we study a particular setup of the previous problem. A…

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…

Evolutionary anti-coordination games on networks capture real-world strategic situations such as traffic routing and market competition. In such games, agents maximize their utility by choosing actions that differ from their neighbors'…

This paper studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics parameters and heterogeneous network couplings within the graphon mean field game framework in [2]-[4]. A graphon…

We propose and analyze a broad family of games played by resource-constrained players, which are characterized by the following central features: 1) each user has a multi-dimensional action space, subject to a single sum resource…

In this paper we investigate a differential game in which countably many dynamical objects pursue a single one. All the players perform simple motions. The duration of the game is fixed. The controls of a group of pursuers are subject to…