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This paper is concerned with a linear-quadratic mean field Stackelberg stochastic differential game with partial information and common noise, which contains a leader and a large number of followers. To be specific, the followers face a…

最优化与控制 · 数学 2025-03-25 Yu Si , Jingtao Shi

In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens…

偏微分方程分析 · 数学 2024-03-25 P. Jameson Graber , Alpár R. Mészáros

This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…

最优化与控制 · 数学 2015-09-15 Jingtao Shi , Guangchen Wang , Jie Xiong

We consider a symmetric two-player contest, in which the choice set of effort is constrained. We apply a fundamental property of the payoff function to show that, under standard assumptions, there exists a unique Nash equilibrium in pure…

理论经济学 · 经济学 2020-09-15 Doron Klunover , John Morgan

We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochastic permanent and temporary price impacts. Moreover,…

数理金融 · 定量金融 2021-02-09 David Evangelista , Yuri Thamsten

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

计算机科学与博弈论 · 计算机科学 2014-02-13 John Fearnley , Martin Gairing , Paul Goldberg , Rahul Savani

We study generalized Nash equilibrium problems (GNEPs) such that objectives are polynomial functions, and each player's constraints are linear in their own strategy. For such GNEPs, the KKT sets can be represented as unions of simpler sets…

最优化与控制 · 数学 2024-05-30 Jiyoung Choi , Jiawang Nie , Xindong Tang , Suhan Zhong

The $1-N$ generalized Stackelberg game (single-leader multi-follower game) is intricately intertwined with the interaction between a leader and followers (hierarchical interaction) and the interaction among followers (simultaneous…

计算机科学与博弈论 · 计算机科学 2023-06-12 Jaeyeon Jo , Jihwan Yu , Jinkyoo Park

The equilibrium selection problem in the generalized Nash equilibrium problem (GNEP) has recently been studied as an optimization problem, defined over the set of all variational equilibria achievable through a lower-level non-cooperative…

最优化与控制 · 数学 2025-01-28 Shota Matsuo , Keita Kume , Isao Yamada

We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given…

计算机科学与博弈论 · 计算机科学 2016-04-19 Sunil Simon , Dominik Wojtczak

We propose a new class of games, called Multi-Games (MG), in which a given number of players play a fixed number of basic games simultaneously. In each round of the MG, each player will have a specific set of weights, one for each basic…

计算机科学与博弈论 · 计算机科学 2012-06-27 Abbas Edalat , Ali Ghoroghi , Georgios Sakellariou

Congestion games offer a primary model in the study of pure Nash equilibria in non-cooperative games, and a number of generalized models have been proposed in the literature. One line of generalization includes weighted congestion games, in…

计算机科学与博弈论 · 计算机科学 2024-01-09 Kenjiro Takazawa

In this paper, we study a class of two-player deterministic finite-horizon difference games with coupled inequality constraints, where each player has two types of decision variables: one involving sequential interactions and the other…

最优化与控制 · 数学 2025-10-20 Partha Sarathi Mohapatra , Puduru Viswanadha Reddy , Georges Zaccour

We propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple-follower problem,…

最优化与控制 · 数学 2022-02-17 Filippo Fabiani , Mohammad Amin Tajeddini , Hamed Kebriaei , Sergio Grammatico

We conjecture that PPAD has a PCP-like complete problem, seeking a near equilibrium in which all but very few players have very little incentive to deviate. We show that, if one assumes that this problem requires exponential time, several…

计算复杂性 · 计算机科学 2025-09-08 Yakov Babichenko , Christos Papadimitriou , Aviad Rubinstein

Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…

计算机科学与博弈论 · 计算机科学 2022-10-20 Denizalp Goktas , Amy Greenwald

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

最优化与控制 · 数学 2016-05-17 Monica Patriche

While Nash equilibria are guaranteed to exist, they may exhibit dense support, making them difficult to understand and execute in some applications. In this paper, we study $k$-sparse commitments in games where one player is restricted to…

计算机科学与博弈论 · 计算机科学 2025-04-22 Salam Afiouni , Jakub Černý , Chun Kai Ling , Christian Kroer

We study the issues of existence and inefficiency of pure Nash equilibria in linear congestion games with altruistic social context, in the spirit of the model recently proposed by de Keijzer {\em et al.} \cite{DSAB13}. In such a framework,…

计算机科学与博弈论 · 计算机科学 2013-08-16 Vittorio Bilò

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

计算机科学与博弈论 · 计算机科学 2010-06-24 Michael Ummels , Dominik Wojtczak