中文
相关论文

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

200 篇论文

We study the complexity of computing stationary Nash equilibrium (NE) in n-player infinite-horizon general-sum stochastic games. We focus on the problem of computing NE in such stochastic games when each player is restricted to choosing a…

计算机科学与博弈论 · 计算机科学 2022-11-30 Yujia Jin , Vidya Muthukumar , Aaron Sidford

This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…

最优化与控制 · 数学 2025-08-26 Xin Wen , Li Xia , Zhihui Yu

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…

最优化与控制 · 数学 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

We study the problem of checking for the existence of constrained pure Nash equilibria in a subclass of polymatrix games defined on weighted directed graphs. The payoff of a player is defined as the sum of nonnegative rational weights on…

计算机科学与博弈论 · 计算机科学 2016-11-30 Sunil Simon , Dominik Wojtczak

The model of congestion games is widely used to analyze games related to traffic and communication. A central property of these games is that they are potential games and hence posses a pure Nash equilibrium. In reality it is often the case…

计算机科学与博弈论 · 计算机科学 2011-11-17 Sergey Kuniavsky , Rann Smorodinsky

In this paper, we investigate a class of nonzero-sum dynamic stochastic games, where players have linear dynamics and quadratic cost functions. The players are coupled in both dynamics and cost through a linear regression (weighted average)…

最优化与控制 · 数学 2020-10-20 Jalal Arabneydi , Amir G. Aghdam , Roland P. Malhamé

In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…

最优化与控制 · 数学 2017-03-28 Maojiao Ye , Guoqiang Hu

This paper addresses a class of network games played by dynamic agents using their outputs. Unlike most existing related works, the Nash equilibrium in this work is defined by functions of agent outputs instead of full agent states, which…

最优化与控制 · 数学 2023-04-27 Meichen Guo , Claudio De Persis

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

数理金融 · 定量金融 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

Decentralized multiple access channels where each transmitter wants to selfishly maximize his transmission energy-efficiency are considered. Transmitters are assumed to choose freely their power control policy and interact (through…

数学物理 · 物理学 2010-07-29 Mael Le Treust , Samson Lasaulce

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

最优化与控制 · 数学 2017-01-25 Minyi Huang , Yan Ma

In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is…

最优化与控制 · 数学 2017-12-29 Tiziano De Angelis , Giorgio Ferrari

We study a general formulation of the classical two-player Dynkin game in a discrete time Markovian setting. We identify an appropriate class of mixed strategies -- \textit{Markovian randomized stopping times} -- in which players stop at…

The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium.…

最优化与控制 · 数学 2019-03-19 Bruce Hajek , Michael Livesay

This paper investigates design of noncooperative games from an optimization and control theoretic perspective. Pricing mechanisms are used as a design tool to ensure that the Nash equilibrium of a fairly general class of noncooperative…

计算机科学与博弈论 · 计算机科学 2010-07-02 Tansu Alpcan , Lacra Pavel , Nem Stefanovic

We study an N-player game where a pure action of each player is to select a non-negative function on a Polish space supporting a finite diffuse measure, subject to a finite constraint on the integral of the function. This function is used…

概率论 · 数学 2020-08-18 Venkat Anantharam , Francois Baccelli

In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…

计算机科学与博弈论 · 计算机科学 2025-11-18 Haidong Li , Anzhi Sheng , Yijie Peng , Long Wang

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

多智能体系统 · 计算机科学 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

We introduce a game where players selfishly choose a resource and endure a cost depending on the number of players choosing nearby resources. We model the influences among resources by a weighted graph, directed or not. These games are…

离散数学 · 计算机科学 2026-04-08 David Auger , Johanne Cohen , Antoine Lobstein

We consider finite-state concurrent stochastic games, played by k>=2 players for an infinite number of rounds, where in every round, each player simultaneously and independently of the other players chooses an action, whereafter the…

计算机科学与博弈论 · 计算机科学 2015-06-09 Krishnendu Chatterjee , Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen