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This chapter addresses the question of how to efficiently solve many-objective optimization problems in a computationally demanding black-box simulation context. We shall motivate the question by applications in machine learning and…

Optimization and Control · Mathematics 2021-04-30 Mickael Binois , Abderrahmane Habbal , Victor Picheny

In a multi-objective game, each individual's payoff is a \emph{vector-valued} function of everyone's actions. Under such vectorial payoffs, Pareto-efficiency is used to formulate each individual's best-response condition, inducing…

Computer Science and Game Theory · Computer Science 2018-09-14 Anisse Ismaili

Two fundamental problems in computational game theory are computing a Nash equilibrium and learning to exploit opponents given observations of their play (opponent exploitation). The latter is perhaps even more important than the former:…

Computer Science and Game Theory · Computer Science 2018-06-29 Sam Ganzfried , Qingyun Sun

We study the foundations of empirical equilibrium, a refinement of Nash equilibrium that is based on a non-parametric characterization of empirical distributions of behavior in games (Velez and Brown,2020b arXiv:1907.12408). The refinement…

Econometrics · Economics 2020-07-14 Rodrigo A. Velez , Alexander L. Brown

Claude Shannon's zero-error communication paradigm reshaped our understanding of fault-tolerant information transfer. Here, we adapt this notion into game theory with incomplete information. We ask: can players with private information…

We extend the study of learning in games to dynamics that exhibit non-asymptotic stability. We do so through the notion of uniform stability, which is concerned with equilibria of individually utility-seeking dynamics. Perhaps surprisingly,…

Computer Science and Game Theory · Computer Science 2025-10-17 Geelon So , Yi-An Ma

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

General Economics · Economics 2020-04-10 Stefan Rass

In this paper, we consider the problem of network design on network games. We study the conditions on the adjacency matrix of the underlying network to design a game such that the Nash equilibrium coincides with the social optimum. We…

Computer Science and Game Theory · Computer Science 2022-09-13 Abhishek Shende , Deepanshu Vasal , Sriram Vishwanath

Repeated quantum game theory addresses long term relations among players who choose quantum strategies. In the conventional quantum game theory, single round quantum games or at most finitely repeated games have been widely studied, however…

Quantum Physics · Physics 2023-12-12 Kazuki Ikeda , Shoto Aoki

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

Nash equilibrium is a common solution concept that captures strategic interaction in electricity market analysis. However, it requires a fundamental but impractical assumption that all market participants are fully rational, implying…

Computer Science and Game Theory · Computer Science 2024-07-15 Lihui Yi , Ermin Wei

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

Experimental economics has repeatedly demonstrated that the Nash equilibrium makes inaccurate predictions for a vast set of games. Instead, several alternative theoretical concepts predict behavior that is much more in tune with observed…

General Finance · Quantitative Finance 2015-03-17 Christian Hilbe

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

The volunteer's dilemma is a well-known game in game theory that models the conflict players face when deciding whether to volunteer for a collective benefit, knowing that volunteering incurs a personal cost. In this work, we introduce a…

Quantum Physics · Physics 2025-01-29 Dax Enshan Koh , Kaavya Kumar , Siong Thye Goh

We study a distributionally robust optimization formulation (i.e., a min-max game) for two representative problems in Bayesian nonparametric estimation: Gaussian process regression and, more generally, linear inverse problems. Our…

Optimization and Control · Mathematics 2025-01-14 Xuhui Zhang , Jose Blanchet , Youssef Marzouk , Viet Anh Nguyen , Sven Wang

In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…

Computer Science and Game Theory · Computer Science 2025-08-12 Kiran Rokade , Adit Jain , Francesca Parise , Vikram Krishnamurthy , Eva Tardos

Game theory is central to the understanding of competitive interactions arising in many fields, from the social and physical sciences to economics. Recently, as the definition of information is generalized to include entangled quantum…

Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…

Computational Complexity · Computer Science 2023-05-09 Bruce M. Kapron , Koosha Samieefar

We investigate how the framework of mean-field games may be used to investigate strategic interactions in large heterogeneous populations. We consider strategic interactions in a population of players which may be partitioned into…

Optimization and Control · Mathematics 2025-02-19 Rama Cont , Anran Hu