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We carry out a game-theoretic analysis of the recursive game "Guts," a variant of poker featuring repeated play with possibly growing stakes. An interesting aspect of such games is the need to account for funds lost to all players if…

Optimization and Control · Mathematics 2023-11-30 Luca Castornova , Yijia Chen , Kevin Zumbrun

At a mixed Nash equilibrium, the payoff of a player does not depend on her own action, as long as her opponent sticks to his. In a periodic strategy, a concept developed in a previous paper (arXiv:1307.2035v4), in contrast, the own payoff…

Computer Science and Game Theory · Computer Science 2020-05-27 V. K. Oikonomou , J. Jost

This work considers a stochastic Nash game in which each player solves a parameterized stochastic optimization problem. In deterministic regimes, best-response schemes have been shown to be convergent under a suitable spectral property…

Optimization and Control · Mathematics 2018-02-08 Jinlong Lei , Uday V. Shanbhag , Jong-Shi Pang , Suvrajeet Sen

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu

We propose a toy model for a stochastic description of the competition between two athletes of unequal strength, whose average strength difference is represented by a parameter $d$. The athletes interact through the choice of their…

Physics and Society · Physics 2019-05-24 Cecile Appert-Rolland , Hendrik-Jan Hilhorst , Amandine Aftalion

This paper considers information sharing in a multi-player repeated game. Every round, each player observes a subset of components of a random vector and then takes a control action. The utility earned by each player depends on the full…

Optimization and Control · Mathematics 2014-12-31 Michael J. Neely

We consider a symmetric multi-players zero-sum game with two strategic variables. There are $n$ players, $n\geq 3$. Each player is denoted by $i$. Two strategic variables are $t_i$ and $s_i$, $i\in \{1, \dots, n\}$. They are related by…

Mathematical Finance · Quantitative Finance 2018-06-20 Masahiko Hattori , Atsuhiro Satoh , Yasuhito Tanaka

We study a mean field game in continuous time over a finite horizon, T, where the state of each agent is binary and where players base their strategic decisions on two, possibly competing, factors: the willingness to align with the majority…

Computer Science and Game Theory · Computer Science 2021-07-15 Dai Pra Paolo , Sartori Elena , Tolotti Marco

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible…

Analysis of PDEs · Mathematics 2014-08-07 Fabio S. Priuli

The Prisoner's Dilemma, zero-sum games, LQR team problems, and differential games have shaped game theory in controls for decades, but the field's most pressing adversarial challenges demand a richer framework, and its name is Colonel…

Computer Science and Game Theory · Computer Science 2026-05-27 Keith Paarporn , Jason R. Marden

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Yan Chen , Tao Li

In competitive adversarial environments, it is often advantageous to obfuscate one's strategies or capabilities. However, revealing one's strategic intentions may shift the dynamics of the competition in complex ways. Can it ever be…

Computer Science and Game Theory · Computer Science 2020-03-17 Rahul Chandan , Keith Paarporn , Jason R. Marden

We investigate Nash Equilibrium in the quantum Battle of Sexes Game. We find the game has infinite Nash Equilibria and all of them leads to the asymmetry result. We also show that there is no unique but infinite Nash Equilibrium in it if we…

Quantum Physics · Physics 2007-05-23 Jiangfeng Du , Xiaodong Xu , Hui Li , Xianyi Zhou , Rongdian Han

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…

Computer Science and Game Theory · Computer Science 2024-06-14 Carlos Martin , Tuomas Sandholm

In competitive resource allocation, a central coordinator may seek to gain an advantage not by directly controlling subordinate agents, but by strategically manipulating the information they receive. We study this problem within the…

Computer Science and Game Theory · Computer Science 2026-05-11 Gilberto Diaz-Garcia , Keith Paarporn , Jason R. Marden

In resource buying games a set of players jointly buys a subset of a finite resource set E (e.g., machines, edges, or nodes in a digraph). The cost of a resource e depends on the number (or load) of players using e, and has to be paid…

Computer Science and Game Theory · Computer Science 2012-04-19 Tobias Harks , Britta Peis

A version of the Monty Hall problem is presented where the players are permitted to select quantum strategies. If the initial state involves no entanglement the Nash equilibrium in the quantum game offers the players nothing more than can…

Quantum Physics · Physics 2009-11-07 Adrian P. Flitney , Derek Abbott

Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…

Optimization and Control · Mathematics 2021-03-08 Aathira Prasad , Puduru Viswanadha Reddy

We study the query complexity of approximate notions of Nash equilibrium in games with a large number of players $n$. Our main result states that for $n$-player binary-action games and for constant $\varepsilon$, the query complexity of an…

Computer Science and Game Theory · Computer Science 2014-07-21 Yakov Babichenko