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This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

最优化与控制 · 数学 2024-05-16 Yiting Wu , Junyu Zhang

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

This paper aims to formulate and study the inverse problem of non-cooperative linear quadratic games: Given a profile of control strategies, find cost parameters for which this profile of control strategies is Nash. We formulate the problem…

最优化与控制 · 数学 2022-07-14 Yunhan Huang , Tao Zhang , Quanyan Zhu

In this paper, we address the inverse problem in the case of linear-quadratic discrete-time dynamic non-cooperative games. Given feedback laws of players that are known to be a Nash equilibrium pair for a discrete-time linear system, we…

最优化与控制 · 数学 2024-07-19 Emin Martirosyan , Ming Cao

We discuss similarities and differencies between systems of many interacting players maximizing their individual payoffs and particles minimizing their interaction energy. We analyze long-run behavior of stochastic dynamics of many…

统计力学 · 物理学 2007-05-23 Jacek Miekisz

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

计算机科学与博弈论 · 计算机科学 2016-09-15 Patricia Bouyer , Nicolas Markey , Daniel Stan

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

计算机科学与博弈论 · 计算机科学 2021-02-19 Sam Ganzfried

We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…

最优化与控制 · 数学 2014-11-11 Lillian J. Ratliff , Samuel A. Burden , S. Shankar Sastry

We consider finite $n$-person deterministic graphical games and study the existence of pure stationary Nash-equilibrium in such games. We assume that all infinite plays are equivalent and form a unique outcome, while each terminal position…

理论经济学 · 经济学 2025-03-25 Endre Boros , Vladimir Gurvich , Kazuhisa Makino

We consider a game in which each player must find a compromise between more daring strategies that carry a high risk for him to be eliminated, and more cautious ones that, however, reduce his final score. For two symmetric players this game…

最优化与控制 · 数学 2019-05-24 H. J. Hilhorst , C. Appert-Rolland

This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…

计算机科学与博弈论 · 计算机科学 2025-03-04 Margarida Carvalho , Gabriele Dragotto , Felipe Feijoo , Andrea Lodi , Sriram Sankaranarayanan

Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…

计算复杂性 · 计算机科学 2008-02-21 Mihalis Yannakakis

This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

分布式、并行与集群计算 · 计算机科学 2021-11-16 Ziqin Chen , Ji Ma , Shu Liang , Li Li

In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…

计算机科学与博弈论 · 计算机科学 2025-08-12 Kiran Rokade , Adit Jain , Francesca Parise , Vikram Krishnamurthy , Eva Tardos

The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite player games and derive a mean field game formulation in the…

概率论 · 数学 2016-10-19 Rene Carmona , Peiqi Wang

We introduce and investigate certain $N$ player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to…

偏微分方程分析 · 数学 2020-07-29 René Carmona , Mark Cerenzia , Aaron Zeff Palmer

Quantum games with incomplete information can be studied within a Bayesian framework. We analyze games quantized within the EWL framework [Eisert, Wilkens, and Lewenstein, Phys Rev. Lett. 83, 3077 (1999)]. We solve for the Nash equilibria…

量子物理 · 物理学 2017-03-10 Neal Solmeyer , Radhakrishnan Balu

We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime $M$. Switching decisions are driven by a continuous stochastic factor $X$…

综合经济学 · 经济学 2018-07-23 Liangchen Li , Michael Ludkovski

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 discuss and compare two methods of investigations for the asymptotic regime of stochastic differential games with a finite number of players as the number of players tends to the infinity. These two methods differ in the order in which…

概率论 · 数学 2012-10-23 Rene Carmona , Francois Delarue , Aime Lachapelle
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