Related papers: On asymptotic value for dynamic games with saddle …
We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show that, under two different semi-monotonicity conditions, the…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
We consider stochastic strongly-convex-strongly-concave (SCSC) saddle point (SP) problems which frequently arise in applications ranging from distributionally robust learning to game theory and fairness in machine learning. We focus on the…
We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…
In this paper, we introduce discrete-time linear mean-field games subject to an infinite-horizon discounted-cost optimality criterion. The state space of a generic agent is a compact Borel space. At every time, each agent is randomly…
We consider graph games of infinite duration with winning conditions in parameterized linear temporal logic, where the temporal operators are equipped with variables for time bounds. In model checking such specifications were introduced as…
Analytically, finding the origins of cooperative behavior in infinite-player games is an exciting topic of current interest. In this paper, we compare three analytical methods, i.e., Nash equilibrium mapping (NEM), Darwinian selection (DS)…
In this article, we study the long-time asymptotic properties of a non-linear and non-local equation of diffusive type which describes the rock-paper-scissors game in an interconnected population.We fully characterize the self-similar…
Reinforcement learning has been successful both empirically and theoretically in single-agent settings, but extending these results to multi-agent reinforcement learning in general-sum Markov games remains challenging. This paper studies…
In this paper, we consider a linear quadratic stochastic two-person zero-sum differential game. The controls for both players are allowed to appear in both drift and diffusion of the state equation. The weighting matrices in the performance…
Semi-Markov model is one of the most general models for stochastic dynamic systems. This paper deals with a two-person zero-sum game for semi-Markov processes. We focus on the expected discounted payoff criterion with state-action-dependent…
We address the problem of existence and (non-)uniqueness of solutions $\big(c,u(\cdot),\mu\big)$ to ergodic mean-field games in the whole space $\mathbb{R}^{m}$ with unbounded and merely measurable data, and for non-separable Hamiltonian.…
In a recent paper Velleman and Warrington analyzed the expected values of some of the parameters in a memory game, namely, the length of the game, the waiting time for the first match, and the number of lucky moves. In this paper we…
We consider the repeated prisoner's dilemma (PD). We assume that players make their choices knowing only average payoffs from the previous stages. A player's strategy is a function from the convex hull $\mathfrak{S}$ of the set of payoffs…
This work investigates continuous time stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. The control processes are…
We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…
Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…
We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…
In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We first establish the existence of a viscosity solution to the…
Self-interested behavior in sharing economies often leads to inefficient aggregate outcomes compared to a centrally coordinated allocation, ultimately harming users. Yet, centralized coordination removes individual decision power. This…