Related papers: Efficiently characterizing games consistent with p…
Learning meaningful representations that maintain the content necessary for a particular task while filtering away detrimental variations is a problem of great interest in machine learning. In this paper, we tackle the problem of learning…
Equilibrium solution concepts of normal-form games, such as Nash equilibria, correlated equilibria, and coarse correlated equilibria, describe the joint strategy profiles from which no player has incentive to unilaterally deviate. They are…
Markov games with coupling constraints model constrained dynamical decision-making involving self-interested agents, where the feasibility of an individual agent's strategy depends on the joint strategies of the others. Such games arise in…
In this paper we consider continuity of the set of Nash equilibria and approximate Nash equilibria for parameterized games. For parameterized games with unique Nash equilibria, the continuity of this equilibrium mapping is well-known.…
A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…
Robots and autonomous systems must interact with one another and their environment to provide high-quality services to their users. Dynamic game theory provides an expressive theoretical framework for modeling scenarios involving multiple…
In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce risk-sensitivity behaviour for each agent via an exponential utility function. In the game model, each…
Optimal design of experiments for correlated processes is an increasingly relevant and active research topic. Present methods have restricted possibilities to judge their quality. To fill this gap, we complement the virtual noise approach…
We consider the dynamics, existence and stability of the equilibrium states for large populations of individuals who can play various types of non--cooperative games. The players imitate the most attractive strategies, and the choice is…
The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in real situations, the strategic environment varies as a result of past…
To verify the robustness of a program or protocol, it is common in the computer science community to rely on the theoretical framework of game theory. In particular, if one seeks to enforce a desired property, or specification, despite an…
Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…
In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…
Correlated equilibrium generalizes Nash equilibrium by allowing a central coordinator to guide players' actions through shared recommendations, similar to how routing apps guide drivers. We investigate how a coordinator can learn a…
Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…
We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…
We extend the construction of equilibria for linear-quadratic and mean-variance portfolio problems available in the literature to a large class of mean-field time-inconsistent stochastic control problems in continuous time. Our approach…
In this paper, we introduce a novel equilibrium concept, called the equilibrium cycle, which seeks to capture the outcome of oscillatory game dynamics. Unlike the (pure) Nash equilibrium, which defines a fixed point of mutual best…
This paper studies a two-player game with a quantitative surveillance requirement on an adversarial target moving in a discrete state space and a secondary objective to maximize short-term visibility of the environment. We impose the…
We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…