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We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…
When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…
Traditional evolutionary game theory describes how certain strategy spreads throughout the system where individual player imitates the most successful strategy among its neighborhood. Accordingly, player doesn't have own authority to change…
We consider any network environment in which the "best shot game" is played. This is the case where the possible actions are only two for every node (0 and 1), and the best response for a node is 1 if and only if all her neighbors play 0. A…
Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…
Stochastic differential games have been used extensively to model agents' competitions in Finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently…
While fictitious play is guaranteed to converge to Nash equilibrium in certain game classes, such as two-player zero-sum games, it is not guaranteed to converge in non-zero-sum and multiplayer games. We show that fictitious play in fact…
We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…
In this paper we introduce a qualitative decision and game theory based on belief (B) and desire (D) rules. We show that a group of agents acts as if it is maximizing achieved joint goals.
We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect…
In many multi-agent systems, agents interact repeatedly and are expected to settle into stable, rational behavior over time. Yet in practice, behavior often drifts, and detecting such deviations in real time remains an open challenge. We…
The hidden-action model captures a fundamental problem of principal-agent theory and provides an optimal sharing rule when only the outcome but not the effort can be observed. However, the hidden-action model builds on various explicit and…
We propose a method, based on empirical game theory, for a robot operating as part of a team to choose its role within the team without explicitly communicating with team members, by leveraging its knowledge about the team structure. To do…
High-fidelity social simulation is pivotal for addressing complex Web societal challenges, yet it demands agents capable of authentically replicating the dynamic spectrum of human interaction. Current LLM-based multi-agent frameworks,…
Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…
We examine the tuning of cooperative behavior in repeated multi-agent games using an analytically tractable, continuous-time, nonlinear model of opinion dynamics. Each modeled agent updates its real-valued opinion about each available…
This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…
Agents interacting with an incompletely known world need to be able to reason about the effects of their actions, and to gain further information about that world they need to use sensors of some sort. Unfortunately, both the effects of…
In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…
Adaptive machines have the potential to assist or interfere with human behavior in a range of contexts, from cognitive decision-making to physical device assistance. Therefore it is critical to understand how machine learning algorithms can…