相关论文: Constrained Cost-Coupled Stochastic Games with Ind…

This paper aims to formulate and study the inverse problem of non-cooperative linear quadratic games: Given a profile of control strategies, find cost parameters for which this profile of control strategies is Nash. We formulate the problem…

When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing in a Nash Mean Field Game…

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 study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…

We study a quantum game played by two players with restricted multiple strategies. It is found that in this restricted quantum game Nash equilibrium does not always exist when the initial state is entangled. At the same time, we find that…

We show that an N-person non-cooperative semi-Markov game under limiting ratio average pay-off has a pure semi-stationary Nash equilibrium. In an earlier paper, the zero-sum two person case has been dealt with. The proof follows by reducing…

We develop an approach for two player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes. We provide the relations between a usual stochastic optimal…

Frequency non-selective time-selective multiple access channels in which transmitters can freely choose their power control policy are considered. The individual objective of the transmitters is to maximize their averaged energy-efficiency.…

Transmitters of a multiple access channel are assumed to freely choose their power control strategy in order to be energy-efficient. We show that in a stochastic game framework, we can develop energy-efficient distributed control strategies…

We investigate mean-field games from the point of view of a large number of indistinguishable players which eventually converges to infinity. The players are weakly coupled via their empirical measure. The dynamics of the states of the…

We consider a Markovian stochastic control problem with model uncertainty. The controller (intelligent player) observes only the state, and, therefore, uses feed-back (closed-loop) strategies. The adverse player (nature) who does not have a…

We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…

We consider mean field games with ergodic cost in the framework of a general discrete time controlled Markov processes. The state space of the processes is given by a general $\sigma$-compact Polish space. Under certain conditions, we show…

In this paper, we study a subclass of n-player stochastic games, in which each player has their own internal state controlled only by their own action and their objective is a common goal called team variance which measures the total…

This article is related to risk-sensitive nonzero-sum stochastic differential games in the Markovian framework. This game takes into account the attitudes of the players toward risk and the utility is of exponential form. We show the…

This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…

In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a locally compact Polish…

In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional…