Related papers: Distributionally Robust Game Theory
We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players'…
We study best-response type learning dynamics for zero-sum polymatrix games under two information settings. The two settings are distinguished by the type of information that each player has about the game and their opponents' strategy. The…
This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…
We consider a Gaussian interference channel with independent direct and cross link channel gains, each of which is independent and identically distributed across time. Each transmitter-receiver user pair aims to maximize its long-term…
In their seminal work, Nayyar et al. (2013) showed that imperfect information can be abstracted away from common-payoff games by having players publicly announce their policies as they play. This insight underpins sound solvers and…
Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…
We study equilibrium concepts in non-cooperative games under uncertainty where both beliefs and mixed strategies are represented by non-additive measures (capacities). In contrast to the classical Nash framework based on additive…
Two-player games on graphs provide the theoretical frame- work for many important problems such as reactive synthesis. While the traditional study of two-player zero-sum games has been extended to multi-player games with several notions of…
We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…
In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…
This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…
We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…
We develop a hierarchical Bayesian dynamic game for competitive inventory and pricing under incomplete information. Two firms repeatedly choose order quantities and prices while facing two layers of uncertainty: unknown market demand and…
We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…
The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…
Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…
Information design in an incomplete information game includes a designer with the goal of influencing players' actions through signals generated from a designed probability distribution so that its objective function is optimized. We…
We study two-player zero-sum stochastic games, and propose a form of independent learning dynamics called Doubly Smoothed Best-Response dynamics, which integrates a discrete and doubly smoothed variant of the best-response dynamics into…
In this work, we study stochastic one-shot games where agents' utilities depend on the collective strategy profiles of other agents as well as on some well-behaved randomness. While each decision-maker is agnostic to the random variable's…
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…