相关论文: Two-Player Dynamic Potential LQ Games with Sequent…

We consider two-player non-zero-sum linear-quadratic Gaussian games in which both players aim to minimize a quadratic cost function while controlling a linear and stochastic state process {using linear policies}. The system is partially…

This paper introduces two new identification methods for linear quadratic (LQ) ordinal potential differential games (OPDGs). Potential games are notable for their benefits, such as the computability and guaranteed existence of Nash…

We study stochastic two-player turn-based games in which the objective of one player is to ensure several infinite-horizon total reward objectives, while the other player attempts to spoil at least one of the objectives. The games have…

In this letter, we study a model-based inverse problem for infinite-horizon linear-quadratic differential games with descriptor dynamics. Given an observed feedback strategy profile, we seek to identify all cost functions that rationalize…

This paper studies the finite-time horizon Markov games where the agents' dynamics are decoupled but the rewards can possibly be coupled across agents. The policy class is restricted to local policies where agents make decisions using their…

We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach relies on a multiparametric affine variational inequality…

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

In this work we consider a stochastic linear quadratic two-player game. The state measurements are observed through a switched noiseless communication link. Each player incurs a finite cost every time the link is established to get…

This paper discusses a special type of multi-user communication scenario, in which users' utilities are linearly impacted by their competitors' actions. First, we explicitly characterize the Nash equilibrium and Pareto boundary of the…

We consider the inverse problem of dynamic games, where cost function parameters are sought which explain observed behavior of interacting players. Maximum entropy inverse reinforcement learning is extended to the N-player case in order to…

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a…

We consider two player quadratic games in a cooperative framework known as social value orientation, motivated by the need to account for complex interactions between humans and autonomous agents in dynamical systems. Social value…

To model the interaction of fiscal and monetary policy, a novel discrete-time, uncertain, infinite time horizon, dynamic game model is developed, where the uncertainties of expectations are modeled by unknown nonlinear but quadratically…

We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…

In this paper, we address the problem of a two-player linear quadratic differential game with incomplete information, a scenario commonly encountered in multi-agent control, human-robot interaction (HRI), and approximation methods for…

We consider stochastic differential games with $N$ nearly identical players, linear-Gaussian dynamics, and infinite horizon discounted quadratic cost. Admissible controls are feedbacks for which the system is ergodic. We first study the…

We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…

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…

We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents. Albeit this class of games is known to admit a potential function, its formal expression can be unavailable in several…

In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive discounted-cost optimality criterion. Risk-sensitivity is introduced for each agent (player) via an exponential utility function. In…