This paper is concerned with decentralized tracking-type games for large population multi-agent systems with mean-field coupling. The individual dynamics are described by stochastic discrete-time auto-regressive models with exogenous inputs (ARX models), and coupled by terms of the unknown...

The purpose of this paper is to formulate and study a game where there is a player who is involved for a long time interval and several small players who stay in the game for short time intervals. Examples of such games abound in practice. For example, a Bank is a long term player who stays in...

Consider a two-person, zero-sum stochastic game with Borel state space S, finite action sets A,B, and Borel measurable law of motion q. Suppose the payoff is a bounded function f of the infinite history of states and actions that is measurable for the product of the Borel σ-field for S and...

The provision of public goods constitutes a classic case of market failure which calls for cooperative optimization. However, cooperation cannot be sustainable unless there is guarantee that the agreed-upon optimality principle can be maintained throughout the planning duration. This paper...

The paper is concerned with Stackelberg solutions for a differential game with deterministic dynamics but random initial data, where the leading player can adopt a strategy in feedback form: u <Subscript>1</Subscript>=u <Subscript>1</Subscript>(t,x). The first main result provides the existence of a Stackelberg equilibrium solution,...</subscript></subscript>

We propose a dynamic three-strategy symmetric model of the Ultimatum Game with players using a sampling procedure. We allow an intermediate strategy, interpreted as a social norm, to evolve in time according to beliefs of players about an average offer. We show that a social norm converges to a...

We study a class of discounted, infinite horizon stochastic games with public and private signals and strategic complementarities. Using monotone operators defined on the function space of values and strategies (equipped with a product order), we prove existence of a stationary Markov–Nash...

We study nonzero-sum continuous-time stochastic games, also known as continuous-time Markov games, of fixed duration. We concentrate on Markovian strategies. We show by way of example that equilibria need not exist in Markovian strategies, but they always exist in Markovian public-signal...

The global Internet has enabled a massive access of internauts to content. At the same time, it allowed individuals to use the Internet in order to distribute content. When individuals pass through a content provider to distribute contents, they can benefit from many tools that the content...

We consider two-person zero-sum mean payoff undiscounted stochastic games and obtain sufficient conditions for the existence of a saddle point in uniformly optimal stationary strategies. Namely, these conditions enable us to bring the game, by applying potential transformations, to a canonical...