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We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…

Probability · Mathematics 2014-09-26 Rene Carmona , Xiuneng Zhu

Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games…

Computer Science and Game Theory · Computer Science 2020-09-30 Nathalie Bertrand , Nicolas Markey , Suman Sadhukhan , Ocan Sankur

The strategy improvement algorithm for mean payoff games and parity games is a local improvement algorithm, just like the simplex algorithm for linear programs. Their similarity has turned out very useful: many lower bounds on running time…

Computer Science and Game Theory · Computer Science 2025-09-22 Matthew Maat

We study two-player zero-sum concurrent stochastic games with finite state and action space played for an infinite number of steps. In every step, the two players simultaneously and independently choose an action. Given the current state…

Computer Science and Game Theory · Computer Science 2024-10-10 Ali Asadi , Krishnendu Chatterjee , Raimundo Saona , Jakub Svoboda

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

Optimization and Control · Mathematics 2024-05-16 Yiting Wu , Junyu Zhang

We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…

Optimization and Control · Mathematics 2013-03-20 Farzad Yousefian , Angelia Nedich , Uday V. Shanbhag

Parity games are games that are played on directed graphs whose vertices are labeled by natural numbers, called priorities. The players push a token along the edges of the digraph. The winner is determined by the parity of the greatest…

Computer Science and Game Theory · Computer Science 2015-03-20 Christoph Dittmann , Stephan Kreutzer , Alexandru I. Tomescu

We study two-player concurrent stochastic games on finite graphs, with B\"uchi and co-B\"uchi objectives. The goal of the first player is to maximize the probability of satisfying the given objective. Following Martin's determinacy theorem…

Computer Science and Game Theory · Computer Science 2022-11-28 Benjamin Bordais , Patricia Bouyer , Stéphane Le Roux

This paper studies stochastic games on large graphs and their graphon limits. We propose a new formulation of graphon games based on a single typical player's label-state distribution. In contrast, other recently proposed models of graphon…

Optimization and Control · Mathematics 2022-04-21 Daniel Lacker , Agathe Soret

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

We consider turn-based game arenas for which we investigate uniformity properties of strategies. These properties involve bundles of plays, that arise from some semantical motive. Typically, we can represent constraints on allowed…

Computer Science and Game Theory · Computer Science 2012-12-04 Bastien Maubert , Sophie Pinchinat

We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformation, we frame the problem as an aggregative game. We…

Systems and Control · Electrical Eng. & Systems 2024-05-09 Emilio Benenati , Sergio Grammatico

We study the complexity of computing stationary Nash equilibrium (NE) in n-player infinite-horizon general-sum stochastic games. We focus on the problem of computing NE in such stochastic games when each player is restricted to choosing a…

Computer Science and Game Theory · Computer Science 2022-11-30 Yujia Jin , Vidya Muthukumar , Aaron Sidford

We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…

Probability · Mathematics 2010-10-22 Panayotis Mertikopoulos , Aris L. Moustakas

Parity games are simple infinite games played on finite graphs with a winning condition that is expressive enough to capture nested least and greatest fixpoints. Through their tight relationship to the modal mu-calculus, they are used in…

Logic in Computer Science · Computer Science 2019-09-18 Tom van Dijk

We consider two-player games played in real time on game structures with clocks where the objectives of players are described using parity conditions. The games are \emph{concurrent} in that at each turn, both players independently propose…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Thomas A. Henzinger , Vinayak S. Prabhu

Generating payoff matrices of normal-form games at random, we calculate the frequency of games with a unique pure strategy Nash equilibrium in the ensemble of $n$-player, $m$-strategy games. These are perfectly predictable as they must…

Theoretical Economics · Economics 2020-11-03 Samuel C. Wiese , Torsten Heinrich

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime $M$. Switching decisions are driven by a continuous stochastic factor $X$…

General Economics · Economics 2018-07-23 Liangchen Li , Michael Ludkovski

Game theory provides a general mathematical background to study the effect of pair interactions and evolutionary rules on the macroscopic behavior of multi-player games where players with a finite number of strategies may represent a wide…

Physics and Society · Physics 2016-04-20 Gyorgy Szabo , Istvan Borsos