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We consider in discrete time, a general class of sequential stochastic dynamic games with asymmetric information with the following features. The underlying system has Markovian dynamics controlled by the agents' joint actions. Each agent's…
We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different for local first- or second-mover advantages, which we…
Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…
We consider the problem of finding stationary Nash equilibria (NE) in a finite discounted general-sum stochastic game. We first generalize a non-linear optimization problem from Filar and Vrieze [2004] to a $N$-player setting and break down…
We study a class of optimal stopping games (Dynkin games) of preemption type, with uncertainty about the existence of competitors. The set-up is well-suited to model, for example, real options in the context of investors who do not want to…
This paper analyzes a simple game with $n$ players. We fix a mean, $\mu$, in the interval $[0, 1]$ and let each player choose any random variable distributed on that interval with the given mean. The winner of the zero-sum game is the…
We study a general formulation of the classical two-player Dynkin game in a discrete time Markovian setting. We identify an appropriate class of mixed strategies -- \textit{Markovian randomized stopping times} -- in which players stop at…
The Hotelling-Downs model is a natural and appealing model for understanding strategic positioning by candidates in elections. In this model, voters are distributed on a line, representing their ideological position on an issue. Each…
This paper tackles the problem of adversarial examples from a game theoretic point of view. We study the open question of the existence of mixed Nash equilibria in the zero-sum game formed by the attacker and the classifier. While previous…
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…
A multiclass queue with many servers is considered, where customers make a join-or-leave decision upon arrival based on queue length information, without knowing the scheduling policy or the state of other queues. A game theoretic…
The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…
We prove that every finite two-person shortest path game, where the local cost of every move is positive for each player, has a Nash equilibrium (NE) in pure stationary strategies, which can be computed in polynomial time. We also extend…
We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this…
Nash equilibrium (NE) is a central concept in game theory. Here we prove formally a published theorem on existence of an NE in two proof assistants, Coq and Isabelle: starting from a game with finitely many outcomes, one may derive a game…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…
In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…
Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…
We consider a system of single- or double integrator agents playing a generalized Nash game over a network, in a partial-information scenario. We address the generalized Nash equilibrium seeking problem by designing a fully-distributed…
We introduce a game model called "customer attraction game" to demonstrate the competition among online content providers. In this model, customers exhibit interest in various topics. Each content provider selects one topic and benefits…