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We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-06 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

This tutorial article puts forth a framework to analyze the noncooperative strategic interactions among the members of a large population of bounded rationality agents. Our approach hinges on, unifies and generalizes existing methods and…

Optimization and Control · Mathematics 2020-07-15 Shinkyu Park , Nuno C. Martins , Jeff S. Shamma

This paper studies the equilibrium consumption under external habit formation in a large population of agents. We first formulate problems under two types of conventional habit formation preferences, namely linear and multiplicative…

Mathematical Finance · Quantitative Finance 2024-03-11 Lijun Bo , Shihua Wang , Xiang Yu

We consider normal-form games with $n$ players and two strategies for each player, where the payoffs are i.i.d. random variables with some distribution $F$ and we consider issues related to the pure equilibria in the game as the number of…

Probability · Mathematics 2021-02-24 Matteo Quattropani , Marco Scarsini

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Optimization and Control · Mathematics 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

We initiate the study of game dynamics in the population protocol model: $n$ agents each maintain a current local strategy and interact in pairs uniformly at random. Upon each interaction, the agents play a two-person game and receive a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-21 Dan Alistarh , Krishnendu Chatterjee , Mehrdad Karrabi , John Lazarsfeld

We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…

Optimization and Control · Mathematics 2017-12-01 Marcel Nutz

Game-theoretic solution concepts, such as the Nash equilibrium, have been key to finding stable joint actions in multi-player games. However, it has been shown that the dynamics of agents' interactions, even in simple two-player games with…

Multiagent Systems · Computer Science 2025-05-20 Natalia Koliou , George Vouros

In this paper, we discover that the class of random polynomials arising from the equilibrium analysis of random asymmetric evolutionary games is \textit{exactly} the Kostlan-Shub-Smale system of random polynomials, revealing an intriguing…

Probability · Mathematics 2024-10-03 Manh Hong Duong , The Anh Han

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

A long-standing open problem in algorithmic game theory asks whether or not there is a polynomial time algorithm to compute a Nash equilibrium in a random bimatrix game. We study random win-lose games, where the entries of the $n\times n$…

Computer Science and Game Theory · Computer Science 2025-10-16 Andrea Collevecchio , Gabor Lugosi , Adrian Vetta , Rui-Ray Zhang

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…

Optimization and Control · Mathematics 2019-08-26 Naci Saldi

A general framework of evolutionary dynamics under heterogeneous populations is presented. The framework allows continuously many types of heterogeneous agents, heterogeneity both in payoff functions and in revision protocols and the entire…

Computer Science and Game Theory · Computer Science 2023-10-13 Dai Zusai

The number of Nash equilibria of the mixed extension of a generic finite game in normal form is finite and odd. This raises the question how large the number can be, depending on the number of players and the numbers of their pure…

Combinatorics · Mathematics 2024-12-25 Claus Hertling , Matija Vujic

Recently, the eco-evolutionary game theory which describes the coupled dynamics of strategies and environment have attracted great attention. At the same time, most of the current work is focused on the classic two-player two-strategy game.…

Physics and Society · Physics 2021-11-22 Bin-Quan Li , Cong Liu , Zhi-Xi Wu , Jian-Yue Guan

We present an algorithm for computing evolutionarily stable strategies (ESSs) in symmetric perfect-recall extensive-form games of imperfect information. Our main algorithm is for two-player games, and we describe how it can be extended to…

Computer Science and Game Theory · Computer Science 2025-12-15 Sam Ganzfried

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

The predominant paradigm in evolutionary game theory and more generally online learning in games is based on a clear distinction between a population of dynamic agents that interact given a fixed, static game. In this paper, we move away…

Computer Science and Game Theory · Computer Science 2020-12-16 Stratis Skoulakis , Tanner Fiez , Ryann Sim , Georgios Piliouras , Lillian Ratliff

Noncooperative games with uncertain payoffs have been classically studied under the expected-utility theory framework, which relies on the strong assumption that agents behave rationally. However, simple experiments on human decision makers…

Computer Science and Game Theory · Computer Science 2025-08-14 Ashok Krishnan K. S. , Hélène Le Cadre , Ana Bušić

Evolutionarily Stable Strategy (ESS) in classical game theory is a refinement of Nash equilibrium concept. We investigate the consequences when a small group of mutants using quantum strategies try to invade a classical ESS in a population…

Quantum Physics · Physics 2009-11-06 A. Iqbal , A. H. Toor