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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…

最优化与控制 · 数学 2023-07-14 Robert Balkin , Hector D. Ceniceros , Ruimeng Hu

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

计算机科学与博弈论 · 计算机科学 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

计算机科学与博弈论 · 计算机科学 2024-02-13 Huaqing Li , Liang Ran , Lifeng Zheng , Zhe Li , Jinhui Hu , Jun Li , Tingwen Huang

Multi-time scale techniques, such as singular perturbations and averaging theory, have played an essential role in the development of distributed Nash equilibrium-seeking algorithms for network systems. Such techniques intrinsically rely on…

最优化与控制 · 数学 2022-12-07 Daniel E. Ochoa , Jorge I. Poveda

In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…

计算机科学与博弈论 · 计算机科学 2025-12-10 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet

We consider the problem of designing distribution rules to share "welfare" (cost or revenue) among individually strategic agents. There are many known distribution rules that guarantee the existence of a (pure) Nash equilibrium in this…

计算机科学与博弈论 · 计算机科学 2014-02-18 Ragavendran Gopalakrishnan , Jason R. Marden , Adam Wierman

Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in $n$-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable…

计算机科学与博弈论 · 计算机科学 2022-05-04 Yurong Chen , Xiaotie Deng , Chenchen Li , David Mguni , Jun Wang , Xiang Yan , Yaodong Yang

Increasing connectivity of communication networks enables large-scale distributed processing over networks and improves the efficiency for information exchange. However, malware and virus can take advantage of the high connectivity to…

最优化与控制 · 数学 2019-05-09 Yunhan Huang , Quanyan Zhu

Predicting the outcomes of integrating Unmanned Aerial Systems (UAS) into the National Airspace System (NAS) is a complex problem which is required to be addressed by simulation studies before allowing the routine access of UAS into the…

计算机科学与博弈论 · 计算机科学 2018-03-01 Negin Musavi , Ayman Manzoor , Yildiray Yildiz

The notion of fault tolerant Nash equilibria has been introduced as a way of studying the robustness of Nash equilibria. Under this notion, a fixed number of players are allowed to exhibit faulty behavior in which they may deviate…

理论经济学 · 经济学 2022-05-13 Deepanshu Vasal , Randall Berry

Systems of competing agents can often be modeled as games. Assuming rationality, the most likely outcomes are given by an equilibrium (e.g. a Nash equilibrium). In many practical settings, games are influenced by context, i.e. additional…

机器学习 · 计算机科学 2024-06-13 Daniel McKenzie , Howard Heaton , Qiuwei Li , Samy Wu Fung , Stanley Osher , Wotao Yin

This paper delves into studying the differences and connections between open-loop and closed-loop strategies for the linear quadratic (LQ) mean field games (MFGs) by the direct approach. The investigation begins with the finite-population…

最优化与控制 · 数学 2025-04-21 Yong Liang , Bing-Chang Wang , Huanshui Zhang

We consider the design of a fair sensor schedule for a number of sensors monitoring different linear time-invariant processes. The largest average remote estimation error among all processes is to be minimized. We first consider a general…

系统与控制 · 计算机科学 2025-04-03 Shuang Wu , Xiaoqiang Ren , Yiguang Hong , Ling Shi

In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a…

系统与控制 · 计算机科学 2015-11-30 Youcheng Lou , Yiguang Hong , Lihua Xie , Guodong Shi , Karl Henrik Johansson

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

Noncooperative game-theoretic tools have been increasingly used to study many important resource allocation problems in communications, networking, smart grids, and portfolio optimization. In this paper, we consider a general class of…

计算机科学与博弈论 · 计算机科学 2016-11-17 Gesualdo Scutari , Francisco Facchinei , Jong-Shi Pang , Daniel P. Palomar

We revisit the complexity of the well-studied notion of Additively Separable Hedonic Games (ASHGs). Such games model a basic clustering or coalition formation scenario in which selfish agents are represented by the vertices of an…

计算机科学与博弈论 · 计算机科学 2022-02-15 Tesshu Hanaka , Michael Lampis

This paper studies the decentralized quadratic cheap talk and signaling game problems when an encoder and a decoder, viewed as two decision makers, have misaligned objective functions. The main contributions of this study are the extension…

最优化与控制 · 数学 2016-09-30 Serkan Sarıtaş , Serdar Yüksel , Sinan Gezici

Federated learning (FL) has been proposed as a popular learning framework to protect the users' data privacy but it has difficulties in motivating the users to participate in task training. This paper proposes a Bertrand-game-based…

计算机科学与博弈论 · 计算机科学 2022-09-28 Jiawei Liu , Guopeng Zhang , Kezhi Wang , Kun Yang

We consider a class of multi-robot motion planning problems where each robot is associated with multiple objectives and decoupled task specifications. The problems are formulated as an open-loop non-cooperative differential game. A…

多智能体系统 · 计算机科学 2014-02-18 Minghui Zhu , Michael Otte , Pratik Chaudhari , Emilio Frazzoli