相关论文: Stability Analysis of Nash Equilibrium for 2-Agent…

We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. More precisely, the paper focusses on a strategic dynamic…

This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk neutrality imposed on market makers by…

Contrary to the customary view that the celebrated Nash-equilibrium theorem in Game Theory is paradigmatic for non-cooperative games, it is shown that, in fact, it is essentially based on a particularly strong cooperation assumption.…

We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on controls in $L^2$. We propose a novel approach for deriving the…

We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regards to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with…

For discrete autonomous dynamical systems (ADS) $(X, d, f)$, it was found that in the three conditions defining Devaney chaos, topological transitivity and dense periodic points together imply sensitive dependence on initial…

Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

We propose a distributed feedback control that steers a dynamical network to a prescribed equilibrium corresponding to the so-called Cournot-Nash equilibrium. The network dynamics considered here are a class of passive nonlinear…

In this paper, we propose an energy-based method for the transient stability analysis of a power system transmission switching event. In this method the exit point of pseudo-fault trajectory is used to determine a relevant controlling…

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…

This paper studies the problem of Nash equilibrium approximation in large-scale heterogeneous mean-field games under communication and computation constraints. A deterministic mean-field game is considered in which the non-linear utility…

The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…

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…

In this paper, we consider distributed Nash equilibrium seeking in monotone and hypomonotone games. We first assume that each player has knowledge of the opponents' decisions and propose a passivity-based modification of the standard…

We study agents on a network playing an iterated Prisoner's dilemma against their neighbors. The resulting spatially extended co-evolutionary game exhibits stationary states which are Nash equilibria. After perturbation of these equilibria,…

This paper deals with the analysis of input/output-to-state stability (IOSS) and construction of state-norm estimators for continuous-time switched nonlinear systems under restricted switching. Our contributions are twofold. First, given a…

This paper introduces a novel payoff-based learning scheme for distributed optimization in repeatedly-played strategic-form games. Standard reinforcement-based learning exhibits several limitations with respect to their asymptotic…