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

Synthesizing near-optimal mixed strategies for zero-sum differential games (ZSDGs) has been a longstanding challenge. Existing research mainly focuses on characterizing the theoretical value function, while the practical design of…

Deriving competitive, distributed solutions to multi-agent problems is crucial for many developing application domains; Game theory has emerged as a useful framework to design such algorithms. However, much of the attention within this…

Motivated by the fact that in many game-theoretic settings, the game analyzed is only an approximation to the game being played, in this work we analyze equilibrium computation for the broad and natural class of bimatrix games that are…

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…

Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving…

We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…

We consider multi-player games played on graphs, in which the players aim at fulfilling their own (not necessarily antagonistic) objectives. In the spirit of evolutionary game theory, we suppose that the players have the right to repeatedly…

In this paper, we study games with continuous action spaces and non-linear payoff functions. Our key insight is that Lipschitz continuity of the payoff function allows us to provide algorithms for finding approximate equilibria in these…

This paper develops a game-theoretic framework for the design and analysis of a new class of incentive schemes called intervention schemes. We formulate intervention games, propose a solution concept of intervention equilibrium, and prove…

In this paper, we consider finite-strategy approximations of infinite-strategy evolutionary games. We prove that such approximations converge to the true dynamics over finite-time intervals, under mild regularity conditions which are…

We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is…

Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…

A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…

We establish that the subgame perfect equilibrium (SPE) threshold problem for mean-payoff games is NP-complete. While the SPE threshold problem was recently shown to be decidable (in doubly exponential time) and NP-hard, its exact worst…

We study multiplayer quantitative reachability games played on a finite directed graph, where the objective of each player is to reach his target set of vertices as quickly as possible. Instead of the well-known notion of Nash equilibrium…

In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…

Sequential equilibrium is one of the most fundamental refinements of Nash equilibrium for games in extensive form. However, it is not defined for extensive-form games in which a player can choose among a continuum of actions. We define a…

This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…