Related papers: Empirical Distribution of Equilibrium Play and Its…
$S$ equilibrium synthesizes a century of game-theoretic modeling. $S$-beliefs determine choices as in the refinement literature and level-$k$, without anchoring on Nash equilibrium or imposing ad hoc belief formation. $S$-choices allow for…
We study a static game played by a finite number of agents, in which agents are assigned independent and identically distributed random types and each agent minimizes its objective function by choosing from a set of admissible actions that…
In nature and society problems arise when different interests are difficult to reconcile, which are modeled in game theory. While most applications assume uncorrelated games, a more detailed modeling is necessary to consider the…
Nearly a decade ago, Azrieli and Shmaya introduced the class of $\lambda$-Lipschitz games in which every player's payoff function is $\lambda$-Lipschitz with respect to the actions of the other players. They showed that such games admit…
We study multiplayer reachability games played on a finite directed graph equipped with target sets, one for each player. In those reachability games, it is known that there always exists a Nash equilibrium (NE) and a subgame perfect…
We investigate mean field games for players, who are weakly coupled via their empirical measure. To this end we investigate time-dependent pure jump type propagators over a finite space in the framework of non-linear Markov processes. We…
We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…
We conjecture that PPAD has a PCP-like complete problem, seeking a near equilibrium in which all but very few players have very little incentive to deviate. We show that, if one assumes that this problem requires exponential time, several…
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…
This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…
It is frequently suggested that predictions made by game theory could be improved by considering computational restrictions when modeling agents. Under the supposition that players in a game may desire to balance maximization of payoff with…
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…
We analyze the performance of the best-response dynamic across all normal-form games using a random games approach. The playing sequence -- the order in which players update their actions -- is essentially irrelevant in determining whether…
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…
The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…
In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…
This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…
We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…