Related papers: Dynkin games in a general framework

This paper studies multidimensional mean field games with common noise and the related system of McKean-Vlasov forward-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some…

A notion of incentive for agents is introduced which leads to a very general notion of an equilibrium for a finite game. Sufficient conditions for the existence of these equilibria are given. Known existence theorems are shown to be…

The paper is concerned with two-person games with saddle point. We investigate the limits of value functions for long-time-average payoff, discounted average payoff, and the payoff that follows a probability density. Most of our assumptions…

This paper addresses several significant gaps in the theory of restricted mis\`ere play (Plambeck, Siegel 2008), primarily in the well-studied universe of dead-ending games, $\mathcal{E}$ (Milley, Renault 2013); if a player run out of moves…

Following the work of Lloyd Shapley on the Shapley value, and tangentially the work of Guillermo Owen, we offer an alternative non-probabilistic formulation of part of the work of Robert J. Weber in his 1978 paper "Probabilistic values for…

We study a stopping game of preemption type between two players who both act under uncertain competition. In this framework we introduce, and study the effect of, (i) asymmetry of payoffs, allowing e.g. for different investment costs, and…

Game-theoretic probability uses the structure of gambles to define a concept like probability, but which is more flexible and robust. We show that results in game-theoretic probability can be thought of as minimax theorems for specific…

We study pricing and superhedging strategies for game options in an imperfect market with default. We extend the results obtained by Kifer in \cite{Kifer} in the case of a perfect market model to the case of an imperfect market with…

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

New proofs are given for Monjardet's theorem that all strong simple games (i.e., ipsodual elements of the free distributive lattice) can be generated by the median operation. Tighter limits are placed on the number of iterations necessary.…

We prove that every two-player non-zero-sum Dynkin game in continuous time admits an epsilon-equilibrium in randomized stopping times. We provide a condition that ensures the existence of an epsilon-equilibrium in non-randomized stopping…

Combinatorial Game Theory has also been called `additive game theory', whenever the analysis involves sums of independent game components. Such {\em disjunctive sums} invoke comparison between games, which allows abstract values to be…

Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

Supermartingales are here defined on a non-probabilistic setting and can be interpreted solely in terms of superhedging operations. The classical expectation operator is replaced by a pair of subadditive operators one of them providing a…

We derive multiparty games that, if the winning chance exceeds a certain limit, prove the incompatibility of the parties' causal relations with any partial order. This, in turn, means that the parties exert a back-action on the causal…

This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…

We provide an epistemic analysis of arbitrary strategic games based on possibility correspondences. We first establish a generic result that links true common beliefs (and, respectively, common knowledge) of players' rationality defined by…

We study a class of deterministic mean field games and related optimal control problems, with a finite time horizon and in which the state space is a network. An agent controls her velocity, and, when she occupies a vertex, she can either…

In this paper we study a type of games regularized by the relative entropy, where the players' strategies are coupled through a random environment variable. Besides the existence and the uniqueness of equilibria of such games, we prove that…

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…