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We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…

Economics · Quantitative Finance 2017-04-04 Jian Yang

We investigate how distorted, yet structured, beliefs can persist in strategic situations. Specifically, we study two-player games in which each player is endowed with a biased-belief function that represents the discrepancy between a…

Theoretical Economics · Economics 2020-06-30 Yuval Heller , Eyal Winter

We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Martin Chmelik , Rupak Majumdar

This paper studies n-player games where players beliefs about their opponents behaviour are capacities. The concept of an equilibrium under uncertainty was introduced J.Dow and S.Werlang (J Econ. Theory 64 (1994) 205--224) for two players…

General Topology · Mathematics 2015-03-17 Taras Radul

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…

Logic in Computer Science · Computer Science 2016-04-18 Vojtěch Forejt , Marta Kwiatkowska , Gethin Norman , Ashutosh Trivedi

This paper provides an analysis of different formal representations of beliefs in epistemic game theory. The aim is to attempt a synthesis of different structures of beliefs in the presence of indeterminate probabilities. Special attention…

Computer Science and Game Theory · Computer Science 2013-09-09 Yang Liu

We study players interacting under the veil of ignorance, who have -- coarse -- beliefs represented as subsets of opponents' actions. We analyze when these players follow $\max \min$ or $\max\max$ decision criteria, which we identify with…

Theoretical Economics · Economics 2022-11-10 Pierfrancesco Guarino , Gabriel Ziegler

The survey is concerned with the issue of information transmission from experts to non-experts. Two main approaches to the use of experts can be traced. According to the game-theoretic approach expertise is a case of asymmetric information…

Probability · Mathematics 2008-07-21 Irene Valsecchi

We give elementary examples within a framework for studying decisions under uncertainty where probabilities are only roughly known. The framework, in gambling terms, is that the size of a bet is proportional to the gambler's perceived…

Probability · Mathematics 2023-12-19 David J. Aldous , F. Thomas Bruss

This paper introduces a framework for finite non-cooperative games where each player faces a globally uncertain parameter with no common prior. Every player chooses both a mixed strategy and projects an emergent subjective prior to the…

Theoretical Economics · Economics 2025-03-05 Jozsef Konczer

Leadership games provide a powerful paradigm to model many real-world settings. Most literature focuses on games with a single follower who acts optimistically, breaking ties in favour of the leader. Unfortunately, for real-world…

Artificial Intelligence · Computer Science 2018-08-01 Giuseppe De Nittis , Alberto Marchesi , Nicola Gatti

Bayesian rationality in strategic games presumes that it is possible to translate strategic uncertainty into imperfect information. Correlated equilibrium is guided by the idea that players are Bayes rational, have a common prior, and…

Computer Science and Game Theory · Computer Science 2016-02-02 Gabriel Frahm

Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…

Statistics Theory · Mathematics 2015-01-22 Kevin Judd

Two-player stochastic games are games with two 2 players and a randomised entity called "nature". A natural question to ask in this framework is the existence of strategies that ensure that an event happens with probability 1 (almost-sure…

Computer Science and Game Theory · Computer Science 2018-06-27 Youssouf Oualhadj , Léo Tible , Daniele Varacca

Poker is ideal for testing automated reasoning under uncertainty. It introduces uncertainty both by physical randomization and by incomplete information about opponents hands.Another source OF uncertainty IS the limited information…

Artificial Intelligence · Computer Science 2013-01-30 Kevin B. Korb , Ann Nicholson , Nathalie Jitnah

The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…

Optimization and Control · Mathematics 2023-10-09 H. Dharma Kwon , Jan Palczewski

In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

Logic in Computer Science · Computer Science 2025-02-26 Pablo F. Castro , Pedro D'Argenio

This paper examines games with strategic complements or substitutes and incomplete information, where players are uncertain about the opponents' parameters. We assume that the players' beliefs about the opponent's parameters are selected…

Theoretical Economics · Economics 2025-01-28 Joep van Sloun

We introduce the class of pay or play games, which captures scenarios in which each decision maker is faced with a choice between two actions: one with a fixed payoff and an- other with a payoff dependent on others' selected actions. This…

Computer Science and Game Theory · Computer Science 2013-09-27 Sigal Oren , Michael Schapira , Moshe Tennenholtz

The combination of the Bayesian game and learning has a rich history, with the idea of controlling a single agent in a system composed of multiple agents with unknown behaviors given a set of types, each specifying a possible behavior for…

Machine Learning · Computer Science 2024-11-21 Tongxin Li , Tinashe Handina , Shaolei Ren , Adam Wierman
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