Related papers: The value of Repeated Games with an informed contr…
In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…
Global games are a class of incomplete information games where the payoffs exhibit strategic complementarity leading to an incentive for the agents to coordinate their actions. Such games have been used to model scenarios in many…
In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…
We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…
In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…
We compare games under delayed control and delay games, two types of infinite games modelling asynchronicity in reactive synthesis. In games under delayed control both players suffer from partial informedness due to symmetrically delayed…
Cooperation through repetition is an important theme in game theory. In this regard, various celebrated ``folk theorems'' have been proposed for repeated games in increasingly more complex environments. There has, however, been insufficient…
Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…
In this paper, we investigate a partially observable zero sum games where the state process is a discrete time Markov chain. We consider a general utility function in the optimization criterion. We show the existence of value for both…
Self-serving, rational agents sometimes cooperate to their mutual benefit. The two-player iterated prisoner's dilemma game is a model for including the emergence of cooperation. It is generally believed that there is no simple ultimatum…
We consider multiplayer stochastic games in which the payoff of each player is a bounded and Borel-measurable function of the infinite play. By using a generalization of the technique of Martin (1998) and Maitra and Sudderth (1998), we show…
This paper is concerned with two-person dynamic zero-sum games. Let games for some family have common dynamics, running costs and capabilities of players, and let these games differ in densities only. We show that the Dynamic Programming…
Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…
A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…
We define the class of "simple recursive games". A simple recursive game is defined as a simple stochastic game (a notion due to Anne Condon), except that we allow arbitrary real payoffs but disallow moves of chance. We study the complexity…
We study the value and the optimal strategies for a two-player zero-sum optimal stopping game with incomplete and asymmetric information. In our Bayesian set-up, the drift of the underlying diffusion process is unknown to one player…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…
Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…
Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…