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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…

系统与控制 · 电气工程与系统科学 2021-10-22 Shuang Gao , Peter E. Caines , Minyi Huang

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

系统与控制 · 电气工程与系统科学 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state…

最优化与控制 · 数学 2024-01-17 Yu Si , Jingtao Shi

In this paper, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding $N$-player games. The theory of mean field game of controls considers a class of mean field games where the…

最优化与控制 · 数学 2022-06-13 Min Li , Chenchen Mou , Zhen Wu , Chao Zhou

$ $This paper addresses the inverse problem for Linear-Quadratic (LQ) nonzero-sum $N$-player differential games, where the goal is to learn parameters of an unknown cost function for the game, called observed, given the demonstrated…

最优化与控制 · 数学 2024-10-28 Emin Martirosyan , Ming Cao

This work investigates continuous time stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. The control processes are…

概率论 · 数学 2022-02-22 Peng Luo , Ludovic Tangpi

This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of forward followers. The leader initiates by providing its…

最优化与控制 · 数学 2024-06-28 Wenyu Cong , Jingtao Shi

We study a class of nonzero-sum stochastic differential games between two teams with agents in each team interacting through graphon aggregates. On the one hand, in each large population group, agents act together to optimize a common…

最优化与控制 · 数学 2025-06-16 De-xuan Xu , Zhun Gou , Nan-jing Huang

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

系统与控制 · 计算机科学 2017-08-21 Rabih Salhab , Roland P. Malhamé , Jerome Le Ny

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

计算机科学与博弈论 · 计算机科学 2013-08-01 Leslie Ann Goldberg , Paul W. Goldberg , Piotr Krysta , Carmine Ventre

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

最优化与控制 · 数学 2022-09-05 Maojiao Ye , Lei Ding , Jizhao Yin

This paper focuses on linear-quadratic (LQ for short) mean-field games described by forward-backward stochastic differential equations (FBSDEs for short), in which the individual control region is postulated to be convex. The decentralized…

最优化与控制 · 数学 2021-04-09 Liangquan Zhang , Xun Li

This paper aims to accommodate games in which the players' dynamics are subject to un-modeled and disturbance terms. The un-modeled and disturbance terms are regarded as extended states for which observers are designed to estimate them.…

最优化与控制 · 数学 2020-04-22 Maojiao Ye

This paper develops a predictive compensation framework for finite-horizon, discrete-time linear quadratic dynamic games subject to Gauss-Markov execution deviations from feedback Nash strategies. One player's control is corrupted by…

系统与控制 · 电气工程与系统科学 2025-11-18 Navid Mojahed , Mahdis Rabbani , Shima Nazari

We study linear quadratic dynamic games where players are uncertain about each other's control policies or goals and consequently seek to be strategically robust. Building on recent work on strategically robust and risk-averse game theory,…

最优化与控制 · 数学 2026-04-27 Boris Velasevic , Nicolas Lanzetti , Eric Mazumdar

We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show that, under two different semi-monotonicity conditions, the…

概率论 · 数学 2025-05-06 Marco Cirant , Joe Jackson , Davide Francesco Redaelli

This paper investigates a linear-quadratic mean field games problem with common noise, where the drift term and diffusion term of individual state equations are coupled with both the state, control, and mean field terms of the state, and we…

最优化与控制 · 数学 2025-08-12 Wenyu Cong , Jingtao Shi , Bingchang Wang

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…

计算机科学中的逻辑 · 计算机科学 2020-08-14 Julian Gutierrez , Aniello Murano , Giuseppe Perelli , Sasha Rubin , Thomas Steeples , Michael Wooldridge

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

最优化与控制 · 数学 2021-06-14 Mathieu Lauriere

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

统计力学 · 物理学 2009-11-10 Jacek Miekisz