Related papers: Uniform Value for Recursive Games with Compact Act…
Two-player quantitative zero-sum games provide a natural framework to synthesize controllers with performance guarantees for reactive systems within an uncontrollable environment. Classical settings include mean-payoff games, where the…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
We introduce a three-player nonlocal game, with a finite number of classical questions and answers, such that the optimal success probability of $1$ in the game can only be achieved in the limit of strategies using arbitrarily…
We give an alternative proof that every two-person non-zero-sum absorbing positive recursive stochastic game with finitely many states has approximate equilibria, a result proven by Nicolas Vieille. Our proof uses a state specific discount…
We consider continuous-time heterogeneous agent models with recursive utility (Epstein-Zin utility) cast as mean field games, in which agents prefer late resolution of uncertainty. The model leads to a system coupling a pair of…
We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…
Candogan et al. (2011) provide an orthogonal direct-sum decomposition of finite games into potential, harmonic and nonstrategic components. In this paper we study the issue of decomposing games that are strategically equivalent from a…
We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…
We introduce quantitative reductions, a novel technique for structuring the space of quantitative games and solving them that does not rely on a reduction to qualitative games. We show that such reductions exhibit the same desirable…
The paper is concerned with two-person games with saddle point. We investigate the limits of value functions for long-time-average payoff, discounted average payoff, and the payoff that follows a probability density. Most of our assumptions…
Von Neumann's Min-Max Theorem guarantees that each player of a zero-sum matrix game has an optimal mixed strategy. This paper gives an elementary proof that each player has a near-optimal mixed strategy that chooses uniformly at random from…
We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…
We study a class of deterministic mean field games on finite and infinite time horizons arising in models of optimal exploitation of exhaustible resources. The main characteristic of our game is an absorption constraint on the players'…
We prove some regularity properties (convexity, closedness, compactness and preservation of upper hemicontinuity) for distribution and regular conditional distribution of correspondences under the nowhere equivalence condition. We show the…
We study zero-sum (combinatorial) games, within the framework of so-called Richman auctions (Lazarus et al. 1996) namely, we modify the alternating play scoring ruleset Cumulative Subtraction (CS) (Cohensius et al. 2019), to a discrete…
This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…
We establish some new common fixed point theorems of single-valued and multivalued mappings operating between complete ordered locally convex spaces under weaker assumptions. As an application, we prove a new minimax theorem of existence of…
Hirschfeldt and Jockusch (2016) introduced a two-player game in which winning strategies for one or the other player precisely correspond to implications and non-implications between $\Pi^1_2$ principles over $\omega$-models of…
We show that a uniform measure density condition implies game regularity for all $2<p<\infty$ in a stochastic game called 'tug-of-war with noise'. The proof utilizes suitable choices of strategies combined with estimates for the associated…
We study rational agents with different perception capabilities in strategic games. We focus on a class of one-shot limited-perception games. These games extend simultaneous-move normal-form games by presenting each player with an…