Related papers: On Uniform Tauberian Theorems for Dynamic Games
In this paper, we investigate the size of moments of quadratic character sums averaged over the family of fundamental discriminants. We obtain an asymptotic formula for all integer moments in a restricted range of parameters using a…
We consider mean field game systems in time-horizon $(0,T)$, where the individual cost functional depends locally on the density distribution of the agents, and the Hamiltonian is locally uniformly convex. We show that, even if the coupling…
The use of monotonicity and Tarski's theorem in existence proofs of equilibria is very widespread in economics, while Tarski's theorem is also often used for similar purposes in the context of verification. However, there has been…
Considering linear-quadratic discrete-time games with unknown input/output/state (i/o/s) dynamics and state, we provide necessary and sufficient conditions for the existence and uniqueness of feedback Nash equilibria (FNE) in the…
The desirable gambles framework provides a foundational approach to imprecise probability theory but relies heavily on linear utility assumptions. This paper introduces function-coherent gambles, a generalization that accommodates…
We study mean field games with scalar It{\^o}-type dynamics and costs that are submodular with respect to a suitable order relation on the state and measure space. The submodularity assumption has a number of interesting consequences.…
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…
We generalize the proof of Karamata's Theorem by the method of approximation by polynomials to the operator case. As a consequence, we offer a simple proof of \emph{uniform dual ergodicity} for a very large class of dynamical systems with…
Stochastic games with discounted payoff, introduced by Shapley, model adversarial interactions in stochastic environments where two players try to optimize a discounted sum of rewards. In this model, long-term weights are geometrically…
In this work, we investigate a security game between an attacker and a defender, originally proposed in \cite{emadi2019security}. As is well known, the combinatorial nature of security games leads to a large cost matrix. Therefore,…
We consider concurrent mean-payoff games, a very well-studied class of two-player (player 1 vs player 2) zero-sum games on finite-state graphs where every transition is assigned a reward between 0 and 1, and the payoff function is the…
Consider a situation with $n$ agents or players where some of the players form a coalition with a certain collective objective. Simple games are used to model systems that can decide whether coalitions are successful (winning) or not…
The explicit construction is presented of two-player game satisfying: (i) symmetry with respect to the permutation of the players; (ii) the existence of upper bound on total payoff following from Bell inequality; (iii) the existence of…
We provide a deterministic-control-based interpretation for a broad class of fully nonlinear parabolic and elliptic PDEs with continuous Neumann boundary conditions in a smooth domain. We construct families of two-person games depending on…
We study two classes of zero-sum stochastic games with compact action sets and a finite product state space. These two classes assume a communication property on the state spaces of the players. For strongly communicating on one side games,…
This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type according to a given probability distribution and informs to Player…
The paper deals with a risk averse dynamic programming problem with infinite horizon. First, the required assumptions are formulated to have the problem well defined. Then the Bellman equation is derived, which may be also seen as a…
We consider the interaction among agents engaging in a driving task and we model it as general-sum game. This class of games exhibits a plurality of different equilibria posing the issue of equilibrium selection. While selecting the most…
We develop the counterpart of weak KAM theory for potential mean field games. This allows to describe the long time behavior of time-dependent potential mean field game systems. Our main result is the existence of a limit, as time tends to…
Quantitative games are two-player zero-sum games played on directed weighted graphs. Total-payoff games (that can be seen as a refinement of the well-studied mean-payoff games) are the variant where the payoff of a play is computed as the…