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Each period, two players bargain over a unit of surplus. Each player chooses between remaining flexible and committing to a take-it-or-leave-it offer at a cost. If players' committed demands are incompatible, then the current-period surplus…

Theoretical Economics · Economics 2025-03-04 Harry Pei

We show that the problem of deciding whether in a multi-player perfect information recursive game (i.e. a stochastic game with terminal rewards) there exists a stationary Nash equilibrium ensuring each player a certain payoff is Existential…

Computer Science and Game Theory · Computer Science 2020-08-19 Kristoffer Arnsfelt Hansen , Steffan Christ Sølvsten

Coordination games admit two types of equilibria: pure equilibria, where all players successfully coordinate their actions, and mixed equilibria, where players frequently experience miscoordination. The existing literature shows that under…

Theoretical Economics · Economics 2025-01-28 Srinivas Arigapudi , Yuval Heller , Amnon Schreiber

An individual can only experience regret if she learns about an unchosen alternative. In many situations, learning about an unchosen alternative is possible only if someone else chose it. We develop a model where the ex-post information…

Theoretical Economics · Economics 2023-07-18 Claudia Cerrone , Francesco Feri , Philip R. Neary

Partial-monitoring games constitute a mathematical framework for sequential decision making problems with imperfect feedback: The learner repeatedly chooses an action, opponent responds with an outcome, and then the learner suffers a loss…

Computer Science and Game Theory · Computer Science 2011-10-13 András Antos , Gábor Bartók , Dávid Pál , Csaba Szepesvári

In a zero-sum stochastic game, at each stage, two adversary players take decisions and receive a stage payoff determined by them and by a controlled random variable representing the state of nature. The total payoff is the normalized…

Optimization and Control · Mathematics 2022-05-06 Olivier Catoni , Miquel Oliu-Barton , Bruno Ziliotto

The game in which acts of participants don't have an adequate description in terms of Boolean logic and classical theory of probabilities is considered. The model of the game interaction is constructed on the basis of a non-distributive…

Quantum Physics · Physics 2007-05-23 Andrey Grib , Georges Parfionov

Many interactions result in a socially suboptimal equilibrium, or in a non-equilibrium state, from which arriving at an equilibrium through simple dynamics can be impossible of too long. Aiming to achieve a certain equilibrium, we persuade,…

Computer Science and Game Theory · Computer Science 2023-12-07 Gleb Polevoy , Jonas Schweichhart

We give an example of a finite-state two-player turn-based stochastic game with safety objectives for both players which has no stationary Nash equilibrium. This answers an open question of Secchi and Sudderth.

Optimization and Control · Mathematics 2019-09-18 Kristoffer Arnsfelt Hansen , Mikhail Raskin

Simple stochastic games can be solved by value iteration (VI), which yields a sequence of under-approximations of the value of the game. This sequence is guaranteed to converge to the value only in the limit. Since no stopping criterion is…

Logic in Computer Science · Computer Science 2021-02-02 Edon Kelmendi , Julia Krämer , Jan Kretinsky , Maximilian Weininger

We show that equilibria of a sequential semi-anonymous nonatomic game (SSNG) can be adopted by players in corresponding large but finite dynamic games to achieve near-equilibrium payoffs. Such equilibria in the form of random…

Economics · Quantitative Finance 2016-06-23 Jian Yang

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2022-07-21 Jan Kretinsky , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…

Computer Science and Game Theory · Computer Science 2021-02-02 Pranav Ashok , Krishnendu Chatterjee , Jan Kretinsky , Maximilian Weininger , Tobias Winkler

Mean field games allow to describe tractable models of dynamic games with a continuum of players, explicit interaction and heterogeneous states. Thus, these models are of great interest for socio-economic applications. A particular class of…

Optimization and Control · Mathematics 2020-10-20 Berenice Anne Neumann

Dynamics in a distributed system are self-stabilizing if they are guaranteed to reach a stable state regardless of how the system is initialized. Game dynamics are uncoupled if each player's behavior is independent of the other players'…

Computer Science and Game Theory · Computer Science 2014-05-07 Aaron D. Jaggard , Neil Lutz , Michael Schapira , Rebecca N. Wright

We consider a stochastic differential equation that is controlled by means of an additive finite-variation process. A singular stochastic controller, who is a minimizer, determines this finite-variation process, while a discretionary…

Probability · Mathematics 2015-01-20 Daniel Hernandez-Hernandez , Robert S. Simon , Mihail Zervos

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…

Chaotic Dynamics · Physics 2011-09-22 Tobias Galla , J. Doyne Farmer

Consider a very simple class of (finite) games: after an initial move by nature, each player makes one move. Moreover, the players have common interests: at each node, all the players get the same payoff. We show that the problem of…

Computer Science and Game Theory · Computer Science 2007-05-23 Francis Chu , Joseph Y. Halpern

In this paper we investigate a differential game in which countably many dynamical objects pursue a single one. All the players perform simple motions. The duration of the game is fixed. The controls of a group of pursuers are subject to…

Optimization and Control · Mathematics 2014-10-10 Mehdi Salimi , Gafurjan Ibragimov , Stefan Siegmund , Somayeh Sharifi

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann