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Related papers: The Complexity of Equilibria for Risk-Modeling Val…

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We consider finite-state concurrent stochastic games, played by k>=2 players for an infinite number of rounds, where in every round, each player simultaneously and independently of the other players chooses an action, whereafter the…

Computer Science and Game Theory · Computer Science 2015-06-09 Krishnendu Chatterjee , Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen

We consider a non-atomic congestion game where each decision maker performs selfish optimization over states of a common MDP. The decision makers optimize for their own expected costs, and influence each other through congestion effects on…

Computer Science and Game Theory · Computer Science 2021-12-14 Sarah H. Q. Li , Daniel Calderone , Lillian Ratliff , Behcet Acikmese

We show that computing approximate stationary Markov coarse correlated equilibria (CCE) in general-sum stochastic games is computationally intractable, even when there are two players, the game is turn-based, the discount factor is an…

Machine Learning · Computer Science 2022-04-11 Constantinos Daskalakis , Noah Golowich , Kaiqing Zhang

The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…

Optimization and Control · Mathematics 2023-10-09 H. Dharma Kwon , Jan Palczewski

We consider a security game in a setting consisting of two players (an attacker and a defender), each with a given budget to allocate towards attack and defense, respectively, of a set of nodes. Each node has a certain value to the attacker…

Systems and Control · Electrical Eng. & Systems 2021-03-08 Mustafa Abdallah , Timothy Cason , Saurabh Bagchi , Shreyas Sundaram

This paper addresses complexity problems in rational verification and synthesis for multi-player games played on weighted graphs, where the objective of each player is to minimize the cost of reaching a specific set of target vertices. In…

Computer Science and Game Theory · Computer Science 2025-02-11 Véronique Bruyère , Christophe Grandmont , Jean-François Raskin

It is well known that Expected Shortfall (also called Average Value-at-Risk) is a convex risk measure, i. e. Expected Shortfall of a convex linear combination of arbitrary risk positions is not greater than a convex linear combination with…

Risk Management · Quantitative Finance 2019-10-03 Mikhail Tselishchev

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 study of evolutionary games with pairwise local interactions has been of interest to many different disciplines. Also local interactions with multiple opponents had been considered, although always for a fixed amount of players. In many…

Physics and Society · Physics 2022-04-06 Natalia L. Kontorovsky , Juan Pablo Pinasco , Federico Vazquez

This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…

Optimization and Control · Mathematics 2025-08-26 Xin Wen , Li Xia , Zhihui Yu

We consider multi-player graph games with partial-observation and parity objective. While the decision problem for three-player games with a coalition of the first and second players against the third player is undecidable, we present a…

Logic in Computer Science · Computer Science 2014-04-23 Krishnendu Chatterjee , Laurent Doyen

This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify conditions under which a paradoxical non-monotone behavior…

Computer Science and Game Theory · Computer Science 2024-02-07 Roberto Cominetti , Valerio Dose , Marco Scarsini

We address an open problem on the computability of correlated equilibria in a variant of polymatrix where each player's utility is the maximum of their edge payoffs. We demonstrate that this max-variant game has the polynomial expectation…

Computer Science and Game Theory · Computer Science 2025-11-03 Howard Dai

We study multiplayer turn-based games played on a finite directed graph such that each player aims at satisfying an omega-regular Boolean objective. Instead of the well-known notions of Nash equilibrium (NE) and subgame perfect equilibrium…

Computer Science and Game Theory · Computer Science 2018-09-12 Thomas Brihaye , Véronique Bruyère , Aline Goeminne , Jean-François Raskin

In security games, the solution concept commonly used is that of a Stackelberg equilibrium where the defender gets to commit to a mixed strategy. The motivation for this is that the attacker can repeatedly observe the defender's actions and…

Computer Science and Game Theory · Computer Science 2016-10-17 Vincent Conitzer

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…

Optimization and Control · Mathematics 2017-02-17 Uma V. Ravat , Uday V. Shanbhag

We study the problem of computing Stackelberg equilibria Stackelberg games whose underlying structure is in congestion games, focusing on the case where each player can choose a single resource (a.k.a. singleton congestion games) and one of…

Computer Science and Game Theory · Computer Science 2018-08-31 Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Stefano Coniglio

We present the conditional value-at-risk (CVaR) in the context of Markov chains and Markov decision processes with reachability and mean-payoff objectives. CVaR quantifies risk by means of the expectation of the worst p-quantile. As such it…

Logic in Computer Science · Computer Science 2018-05-09 Jan Křetínský , Tobias Meggendorfer

A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…

Computer Science and Game Theory · Computer Science 2026-01-27 Ali Asadi , Léonard Brice , Krishnendu Chatterjee , K. S. Thejaswini
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