## Random Matrix Games

We introduce finite games where the realized payoffs are influenced by the actions of the players and a random variable. Such games are called Random Matrix Games (RMGs). Given random payoff matrices, the question arise as what is meant by playing the random matrix game (RMG) in an optimal way. Because now the actual payoff of the game depends not only on the action profile picked by the players but also on the sample point of realized state of the nature. Therefore the players cannot guarantee themselves a certain payoff level or satisfaction level. The players are forced to gamble depending on a certain random variable. The question of how one gambles in an optimal way needs to be defined.

- expectation approach
- variance reduction
- mean-variance approach
- multi-objective approach to RMG.
- CODIPAS for variance learning
- Applications to MIMO systems, Network De-congestion, network selection in noisy environment

**References:**

**Dynamic robust games in MIMO systems**, IEEE Transactions on Systems, Man, Cybernetics Part B, 99, Volume : 41 Issue : 4, pp. 990 - 1002, August 2011. A draft is available here.**(9% acceptance rate)****Random matrix games in wireless networks,**IEEE Global High Tech Congress 2012**(awarded)**