相关论文: Open-loop and Closed-loop Local and Remote Stochas…

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…

We address the problem of finding conditions which guarantee the existence of open-loop Nash equilibria in discrete time dynamic games (DTDGs). The classical approach to DTDGs involves analyzing the problem using optimal control theory…

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…

This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…

We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is…

We propose a model of inter-bank lending and borrowing which takes into account clearing debt obligations. The evolution of log-monetary reserves of $N$ banks is described by coupled diffusions driven by controls with delay in their drifts.…

This work considers a stochastic Nash game in which each player solves a parameterized stochastic optimization problem. In deterministic regimes, best-response schemes have been shown to be convergent under a suitable spectral property…

This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

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…

Trajectory planning for autonomous race cars poses special challenges due to the highly interactive and competitive environment. Prior work has applied game theory as it provides equilibria for such non-cooperative dynamic problems. This…

This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747,…

In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend…

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…

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 this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

This paper presents algorithms for non-zero sum nonlinear constrained dynamic games with full information. Such problems emerge when multiple players with action constraints and differing objectives interact with the same dynamic system.…

We consider dynamic games defined over an infinite horizon, characterized by linear, discrete-time dynamics and quadratic cost functionals. Considering such linear-quadratic (LQ) dynamic games, we focus on their solutions in terms Nash…

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…