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Related papers: Subgame-Perfect Equilibria in Stochastic Timing Ga…

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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…

Optimization and Control · Mathematics 2018-05-23 Jan-Henrik Steg

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

Computer Science and Game Theory · Computer Science 2018-09-24 Yuke Li , A. Stephen Morse

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…

Theoretical Economics · Economics 2021-05-06 Enxian Chen , Lei Qiao , Xiang Sun , Yeneng Sun

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

We study multiplayer turn-based timed games with reachability objectives. In particular, we are interested in the notion of subgame perfect equilibrium (SPE). We prove that deciding the constrained existence of an SPE in this setting is…

Computer Science and Game Theory · Computer Science 2020-06-19 Thomas Brihaye , Aline Goeminne

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2024-02-14 Léonard Brice , Marie van den Bogaard , Jean-François Raskin

Finite-horizon probabilistic multiagent concurrent game systems, also known as finite multiplayer stochastic games, are a well-studied model in computer science due to their ability to represent a wide range of real-world scenarios…

Computer Science and Game Theory · Computer Science 2026-05-27 Senthil Rajasekaran , Moshe Y. Vardi

This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…

Economics · Quantitative Finance 2015-04-01 Wei He , Yeneng Sun

We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…

Optimization and Control · Mathematics 2024-03-14 Elisa Mastrogiacomo , Marco Tarsia

Subgame solving is a technique for scaling algorithms to large games by locally refining a precomputed blueprint strategy during gameplay. While straightforward in perfect-information games where search starts from the current state,…

Computer Science and Game Theory · Computer Science 2026-01-27 Ondrej Kubicek , Viliam Lisy , Tuomas Sandholm

We present novel techniques for neuro-symbolic concurrent stochastic games, a recently proposed modelling formalism to represent a set of probabilistic agents operating in a continuous-space environment using a combination of neural network…

Computer Science and Game Theory · Computer Science 2022-06-22 Rui Yan , Gabriel Santos , Xiaoming Duan , David Parker , Marta Kwiatkowska

A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…

Optimization and Control · Mathematics 2020-01-23 Sören Christensen , Kristoffer Lindensjö

We propose a general definition of perfect equilibrium which is applicable to a wide class of games. A key feature is the concept of completely mixed nets of strategies, based on a more detailed notion of carrier of a strategy. Under…

Theoretical Economics · Economics 2025-11-21 János Flesch , Christopher Kops , Dries Vermeulen , Anna Zseleva

We study turn-based quantitative multiplayer non zero-sum games played on finite graphs with reachability objectives. In such games, each player aims at reaching his own goal set of states as soon as possible. A previous work on this model…

Computer Science and Game Theory · Computer Science 2019-03-14 Thomas Brihaye , Véronique Bruyère , Julie De Pril , Hugo Gimbert

Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…

Computer Science and Game Theory · Computer Science 2012-07-02 Michael L. Littman , Nishkam Ravi , Arjun Talwar , Martin Zinkevich

In optimal stopping problems, a Markov structure guarantees Markovian optimal stopping times (first exit times). Surprisingly, there is no analogous result for Markovian stopping games once randomization is required. This paper addresses…

Probability · Mathematics 2024-08-02 Sören Christensen , Boy Schultz

The assumptions of necessary rationality and necessary knowledge of strategies, also known as perfect prediction, lead to at most one surviving outcome, immune to the knowledge that the players have of them. Solutions concepts implementing…

Computer Science and Game Theory · Computer Science 2019-05-23 Ghislain Fourny

We examine sequential equilibrium in the context of computational games, where agents are charged for computation. In such games, an agent can rationally choose to forget, so issues of imperfect recall arise. In this setting, we consider…

Computer Science and Game Theory · Computer Science 2014-12-22 Joseph Y. Halpern , Rafael Pass

Subgame perfect equilibria are specific Nash equilibria in perfect information games in extensive form. They are important because they relate to the rationality of the players. They always exist in infinite games with continuous…

Computer Science and Game Theory · Computer Science 2015-10-01 Stephane Le Roux

This paper provides a general characterization of subgame perfect equilibria for strategic timing problems, where two firms have the (real) option to make an irreversible investment. Profit streams are uncertain and depend on the market…

Economics · Quantitative Finance 2018-05-23 Jan-Henrik Steg
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