Related papers: Commutative Stochastic Games
In this note, we consider repeated play of a finite game using learning rules whose period-by-period behavior probabilities or empirical distributions converge to some notion of equilibria of the stage game. Our primary focus is on…
Although the cooperative dynamics emerging from a network of interacting players has been exhaustively investigated, it is not yet fully understood when and how network reciprocity drives cooperation transitions. In this work, we…
Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…
We study a zero-sum stochastic differential game (SDG) in which one controller plays an impulse control while their opponent plays a stochastic control. We consider an asymmetric setting in which the impulse player commits to, at the start…
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 consider finite $n$-person deterministic graphical games and study the existence of pure stationary Nash-equilibrium in such games. We assume that all infinite plays are equivalent and form a unique outcome, while each terminal position…
We consider games played on finite graphs, whose goal is to obtain a trace belonging to a given set of winning traces. We focus on those states from which Player 1 cannot force a win. We explore and compare several criteria for establishing…
We introduce and study a class of infinite-horizon non-zero-sum non-cooperative stochastic games with infinitely many interacting agents using ideas of statistical mechanics. First we show, in the general case of asymmetric interactions,…
We consider 2-players, 2-values minimization games where the players' costs take on two values, $a,b$, $a<b$. The players play mixed strategies and their costs are evaluated by unimodal valuations. This broad class of valuations includes…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
We study continuity properties of stochastic game problems with respect to various topologies on information structures, defined as probability measures characterizing a game. We will establish continuity properties of the value function…
We discuss stochastic dynamics of finite populations of individuals playing games. We review recent results concerning the dependence of the long-run behavior of such systems on the number of players and the noise level. In the case of…
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…
Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games…
In the last decade, stochastic models have shown to be very useful for quantitative modelling of social processes. Here, a configurational master equation for the description of behavioral changes by pair interactions of individuals is…
We show the convergence of finite state symmetric N-player differential games, where players control their transition rates from state to state, to a limiting dynamics given by a finite state Mean Field Game system made of two coupled…
This paper proposes and studies a general form of dynamic $N$-player non-cooperative games called $\alpha$-potential games, where the change of a player's value function upon her unilateral deviation from her strategy is equal to the change…
Evolutionary game dynamics with two 2-strategy games in a finite population has been investigated in this study. Traditionally, frequency-dependent evolutionary dynamics are modeled by deterministic replicator dynamics under the assumption…
This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…
We study quitting games and define the concept of absorption paths, which is an alternative definition to strategy profiles that accomodates both discrete time aspects and continuous time aspects, and is parameterized by the total…