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Distributed Nash equilibrium seeking for games in uncertain networked systems without a prior knowledge about control directions is explored in this paper. More specifically, the dynamics of the players are supposed to be first-order or…

最优化与控制 · 数学 2020-09-29 Maojiao Ye , Shengyuan Xu , Jizhao Yin

We analyze novel portfolio liquidation games with self-exciting order flow. Both the N-player game and the mean-field game are considered. We assume that players' trading activities have an impact on the dynamics of future market order…

最优化与控制 · 数学 2020-11-12 Guanxing Fu , Ulrich Horst , Xiaonyu Xia

Learning in games discusses the processes where multiple players learn their optimal strategies through the repetition of game plays. The dynamics of learning between two players in zero-sum games, such as Matching Pennies, where their…

计算机科学与博弈论 · 计算机科学 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…

概率论 · 数学 2024-05-16 José Luis Pérez , Neofytos Rodosthenous , Kazutoshi Yamazaki

In order to understand if and how strategic resource allocation can constrain the structure of pair-wise competition outcomes in competitive human competitions we introduce a new multiplayer resource allocation game, the Population Lotto…

计算机科学与博弈论 · 计算机科学 2022-09-02 Giovanni Artiglio , Aiden Youkhana , Joel Nishimura

This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…

最优化与控制 · 数学 2024-04-12 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

最优化与控制 · 数学 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…

最优化与控制 · 数学 2025-07-18 Georgios Pantazis , Reza Rahimi Baghbadorani , Sergio Grammatico

We consider collaborative systems where users make contributions across multiple available projects and are rewarded for their contributions in individual projects according to a local sharing of the value produced. This serves as a model…

计算机科学与博弈论 · 计算机科学 2013-08-06 Yoram Bachrach , Vasilis Syrgkanis , Milan Vojnovic

We suggest a framework to determine optimal trading fees for constant function market makers (CFMMs) in order to maximize liquidity provider returns. In a setting of multiple competing liquidity pools, we show that no race to the bottom…

计算机科学与博弈论 · 计算机科学 2023-10-30 Robin Fritsch , Roger Wattenhofer

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

In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…

机器人学 · 计算机科学 2025-11-07 Mark Pustilnik , Francesco Borrelli

Network slicing to enable resource sharing among multiple tenants --network operators and/or services-- is considered a key functionality for next generation mobile networks. This paper provides an analysis of a well-known model for…

计算机科学与博弈论 · 计算机科学 2017-02-21 Pablo Caballero , Albert Banchs , Gustavo de Veciana , Xavier Costa-Perez

With the proliferation of distributed generators and energy storage systems, traditional passive consumers in power systems have been gradually evolving into the so-called "prosumers", i.e., proactive consumers, which can both produce and…

系统与控制 · 电气工程与系统科学 2020-04-10 Zhaojian Wang , Feng Liu , Zhiyuan Ma , Yue Chen , Mengshuo Jia , Wei Wei , Qiuwei Wu

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

最优化与控制 · 数学 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

We introduce Contested Logistics Games, a variant of logistics problems that account for the presence of an adversary that can disrupt the movement of goods in selected areas. We model this as a large two-player zero-sum one-shot game…

计算机科学与博弈论 · 计算机科学 2024-08-26 Jakub Cerny , Chun Kai Ling , Darshan Chakrabarti , Jingwen Zhang , Gabriele Farina , Christian Kroer , Garud Iyengar

How to form groups in a mobility system that offers shared rides, and how to split the costs within the travellers of a group, are non-trivial tasks, as two objectives conflict: 1) minimising the total costs of the system, and 2) making…

计算机科学与博弈论 · 计算机科学 2021-05-07 Andres Fielbaum , Rafal Kucharski , Oded Cats , Javier Alonso-Mora

This paper proposes a novel energy sharing mechanism for prosumers who can produce and consume. Different from most existing works, the role of individual prosumer as a seller or buyer in our model is endogenously determined. Several…

最优化与控制 · 数学 2019-10-08 Yue Chen , Shengwei Mei , Fengyu Zhou , Steven H. Low , Wei Wei , Feng Liu

We study the problem of sensor scheduling for an intrusion detection task. We model this as a two-player zero-sum game over a graph, where the defender (Player 1) seeks to identify the optimal strategy for scheduling sensor orientations to…

系统与控制 · 电气工程与系统科学 2025-04-22 Jayanth Bhargav , Shreyas Sundaram , Mahsa Ghasemi

Mining for Bitcoins is a high-risk high-reward activity. Miners, seeking to reduce their variance and earn steadier rewards, collaborate in pooling strategies where they jointly mine for Bitcoins. Whenever some pool participant is…

计算机科学与博弈论 · 计算机科学 2017-03-14 Ben A. Fisch , Rafael Pass , Abhi Shelat