Stochastic Games for N Players

Stochastic games for distributed players on graphs

Stochastic Congestion Games with Risk-Averse Players

Congestion games ignore the stochastic nature of resource delays and the risk-averse attitude of the players to uncertainty. To take these aspects into account, we introduce two variants of atomic congestion games, one with stochastic players, where each player assigns load to her strategy independently with a given probability, and another with stochastic edges, where the latency functions are...

Oblivious Equilibrium for General Stochastic Games with Many Players

This paper studies a solution concept for large stochastic games. A standard solution concept for a stochastic game is Markov perfect equilibrium (MPE). In MPE, each player’s optimal action depends on his own state and the state of the other players. By contrast, oblivious equilibrium (OE) is an approximation introduced in [5] where each player makes decisions based on his own state and the “av...

Mean Field Stochastic Games with Discrete States and Mixed Players

We consider mean field Markov decision processes with a major player and a large number of minor players which have their individual objectives. The players have decoupled state transition laws and are coupled by the costs via the state distribution of the minor players. We introduce a stochastic difference equation to model the update of the limiting state distribution process and solve limiti...

Long-Run Behavior of Stochastic Evolutionary Games with Many Players

We investigate similarities and differencies between systems of many interacting players maximizing their individual payoffs and particles minimizing their interaction energy. To address the problem of equilibrium selection in spatial games with many players we introduce a concept of ensemble stability. The standard stochastic stability describes a longrun behavior of systems with a fixed numbe...