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Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…

Computer Science and Game Theory · Computer Science 2019-02-07 Trevor Davis , Kevin Waugh , Michael Bowling

Adversarial training, a special case of multi-objective optimization, is an increasingly prevalent machine learning technique: some of its most notable applications include GAN-based generative modeling and self-play techniques in…

Machine Learning · Statistics 2021-03-17 Gauthier Gidel , David Balduzzi , Wojciech Marian Czarnecki , Marta Garnelo , Yoram Bachrach

A range of empirical puzzles in finance has been explained as a consequence of traders being averse to ambiguity. Ambiguity averse traders can behave in financial portfolio problems in ways that cannot be rationalized as maximizing…

Theoretical Economics · Economics 2022-08-24 Michael Greinecker , Christoph Kuzmics

A large body of research is currently investigating on the connection between machine learning and game theory. In this work, game theory notions are injected into a preference learning framework. Specifically, a preference learning problem…

Machine Learning · Computer Science 2018-12-20 Mirko Polato , Fabio Aiolli

This paper introduces risk-revising players to a class of games with incomplete information. These players enter the game with ex ante risk preferences represented by coherent risk measures and develop time-consistent interim revisions of…

Optimization and Control · Mathematics 2026-03-23 Shutian Liu

We study two-player zero-sum recursive games with a countable state space and finite action spaces at each state. When the family of $n$-stage values $\{v_n,n\geq 1\}$ is totally bounded for the uniform norm, we prove the existence of the…

Optimization and Control · Mathematics 2015-06-03 Xiaoxi Li , Xavier Venel

It is well-known that for infinitely repeated games, there are computable strategies that have best responses, but no computable best responses. These results were originally proved for either specific games (e.g., Prisoner's dilemma), or…

Computer Science and Game Theory · Computer Science 2020-06-11 Jakub Dargaj , Jakob Grue Simonsen

Meta-training agents with memory has been shown to culminate in Bayes-optimal agents, which casts Bayes-optimality as the implicit solution to a numerical optimization problem rather than an explicit modeling assumption. Bayes-optimal…

Von Neumann's Min-Max Theorem guarantees that each player of a zero-sum matrix game has an optimal mixed strategy. This paper gives an elementary proof that each player has a near-optimal mixed strategy that chooses uniformly at random from…

Computational Complexity · Computer Science 2015-06-02 Richard Lipton , Neal E. Young

Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…

Computer Science and Game Theory · Computer Science 2022-03-29 Jason Milionis , Christos Papadimitriou , Georgios Piliouras , Kelly Spendlove

Most work in game theory assumes that players are perfect reasoners and have common knowledge of all significant aspects of the game. In earlier work, we proposed a framework for representing and analyzing games with possibly unaware…

Computer Science and Game Theory · Computer Science 2007-07-17 Leandro C. Rego , Joseph Y. Halpern

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

Computer Science and Game Theory · Computer Science 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…

Statistics Theory · Mathematics 2007-06-13 Peter D. Grunwald , A. Philip Dawid

Admissibility has been studied for games of infinite duration with Boolean objectives. We extend here this study to games of infinite duration with quantitative objectives. First, we show that, un- der the assumption that optimal worst-case…

Logic in Computer Science · Computer Science 2016-11-29 Romain Brenguier , Guillermo A. Pérez , Jean-François Raskin , Ocan Sankur

We provide a syntactic construction of correlated equilibrium. For any finite game, we study how players coordinate their play on a signal by means of a public strategy whose instructions are expressed in some natural language. Language can…

Theoretical Economics · Economics 2022-11-08 Michele Crescenzi

Consider a two-player game repeated N times. Player 1 can choose between two styles (for interpretability, offensive and defensive), whereas Player 2 uses a single fixed style. Let X N\,:= \#wins -\#losses for Player 1 after N games, and…

Computer Science and Game Theory · Computer Science 2026-04-20 Jonatha ANSELMI , Bruno Gaujal

We introduce a solution concept for extensive-form games of incomplete information in which players need not assign likelihoods to what they do not know about the game. This is embedded in a model in which players can hold multiple priors.…

Theoretical Economics · Economics 2021-09-03 Karl Schlag , Andriy Zapechelnyuk

We provide some examples showing how game-theoretic arguments can be used in computability theory and algorithmic information theory: unique numbering theorem (Friedberg), the gap between conditional complexity and total conditional…

Logic · Mathematics 2012-09-11 Andrej Muchnik , Alexander Shen , Mikhail Vyugin

The \((n,k)\) game models a group of \(n\) individuals with binary opinions, say 1 and 0, where a decision is made if at least \(k\) individuals hold opinion 1. This paper explores the dynamics of the game with heterogeneous agents under…

Probability · Mathematics 2024-09-17 Hsin-Lun Li

A protocol for considering decoherence in quantum games is presented. Results for two-player, two-strategy quantum games subject to decoherence are derived and some specific examples are given. Decoherence in other types of quantum games is…

Quantum Physics · Physics 2009-11-10 Adrian P. Flitney , Derek Abbott