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We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…

Optimization and Control · Mathematics 2023-03-14 Shijie Huang , Jinlong Lei , Yiguang Hong

We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

Computer Science and Game Theory · Computer Science 2013-07-09 Anshul Gupta , Sven Schewe

We study finite normal-form games in which payoffs are subject to random perturbations and players face uncertainty about how these shocks co-move across actions, an ambiguity that naturally arises when only realized (not counterfactual)…

Theoretical Economics · Economics 2026-02-12 Yu Gui , Bahar Taşkesen

The Team-maxmin equilibrium prescribes the optimal strategies for a team of rational players sharing the same goal and without the capability of correlating their strategies in strategic games against an adversary. This solution concept can…

Artificial Intelligence · Computer Science 2016-11-21 Nicola Basilico , Andrea Celli , Giuseppe De Nittis , Nicola Gatti

It is common to assume that agents will adopt Nash equilibrium strategies; however, experimental studies have demonstrated that Nash equilibrium is often a poor description of human players' behavior in unrepeated normal-form games. In this…

Computer Science and Game Theory · Computer Science 2017-10-17 James R. Wright , Kevin Leyton-Brown

Investors usually resort to financial advisors to improve their investment process until the point of complete delegation on investment decisions. Surely, financial advice is potentially a correcting factor in investment decisions but, in…

Computational Finance · Quantitative Finance 2019-09-17 Loretta Mastroeni , Maurizio Naldi , Pierluigi Vellucci

We extend the indirect evolutionary approach to the selection of (possibly misspecified) models. Agents with different models match in pairs to play a stage game, where models define feasible beliefs about game parameters and about others'…

Theoretical Economics · Economics 2025-09-22 Kevin He , Jonathan Libgober

We propose and analyze a framework for mean-field Markov games under model uncertainty. In this framework, a state-measure flow describing the collective behavior of a population affects the given reward function as well as the unknown…

Optimization and Control · Mathematics 2024-10-16 Johannes Langner , Ariel Neufeld , Kyunghyun Park

We extend the concept of meta-Nash equilibrium, introduced by Eshaghi Gordji and Bagha [2026] for complete-information games, to environments with incomplete information. We define a meta-Bayesian Nash equilibrium as a profile of…

Theoretical Economics · Economics 2026-05-19 Madjid Eshaghi Gordji , Esmaiel Abounoori , Mohamadali Berahman

We introduce a new unified framework for modelling both decision problems and finite games based on quantifiers and selection functions. We show that the canonical utility maximisation is one special case of a quantifier and that our more…

Logic in Computer Science · Computer Science 2014-09-29 Jules Hedges , Paulo Oliva , Evguenia Winschel , Viktor Winschel , Philipp Zahn

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players'…

Systems and Control · Electrical Eng. & Systems 2020-10-20 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

This work introduces a unified framework for analyzing games in greater depth. In the existing literature, players' strategies are typically assigned scalar values, and equilibrium concepts are used to identify compatible choices. However,…

Computer Science and Game Theory · Computer Science 2026-02-04 Melih İşeri , Erhan Bayraktar

$S$ equilibrium synthesizes a century of game-theoretic modeling. $S$-beliefs determine choices as in the refinement literature and level-$k$, without anchoring on Nash equilibrium or imposing ad hoc belief formation. $S$-choices allow for…

Theoretical Economics · Economics 2023-07-13 Jacob K Goeree , Bernardo Garcia-Pola

Conventional game theory assumes that players are perfectly rational. In a realistic situation, however, players are rarely perfectly rational. This bounded rationality is one of the main reasons why the predictions of Nash equilibrium in…

Physics and Society · Physics 2026-01-01 Mojtaba Madadi Asl , Mehdi Sadeghi

In a satisficing equilibrium each agent $i$ plays one of her top $k_i$ actions in response to the actions of the other agents. Our concept unifies models of bounded rationality and yields predictions that differ from canonical solution…

Theoretical Economics · Economics 2026-04-27 Bary S. R. Pradelski , Bassel Tarbush

Nash equilibrium is the most commonly-used notion of equilibrium in game theory. However, it suffers from numerous problems. Some are well known in the game theory community; for example, the Nash equilibrium of repeated prisoner's dilemma…

Computer Science and Game Theory · Computer Science 2008-12-18 Joseph Y. Halpern

We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…

Economics · Quantitative Finance 2017-04-04 Jian Yang

We study Markov decision problems where the agent does not know the transition probability function mapping current states and actions to future states. The agent has a prior belief over a set of possible transition functions and updates…

Economics · Quantitative Finance 2018-01-04 Ignacio Esponda , Demian Pouzo

We introduce the LLM-Nash framework, a game-theoretic model where agents select reasoning prompts to guide decision-making via Large Language Models (LLMs). Unlike classical games that assume utility-maximizing agents with full rationality,…

Artificial Intelligence · Computer Science 2025-07-14 Quanyan Zhu

One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin