English
Related papers

Related papers: Bayesian Games with Intentions

200 papers

Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…

Computer Science and Game Theory · Computer Science 2022-03-29 Jason Milionis , Christos Papadimitriou , Georgios Piliouras , Kelly Spendlove

Finite objects and more specifically finite games are formalized using induction, whereas infinite objects are formalized using coinduction. In this article, after an introduction to the concept of coinduction, we revisit on infinite…

Computer Science and Game Theory · Computer Science 2009-04-28 Pierre Lescanne

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

General Economics · Economics 2020-04-10 Stefan Rass

We define solution concepts appropriate for computationally bounded players playing a fixed finite game. To do so, we need to define what it means for a \emph{computational game}, which is a sequence of games that get larger in some…

Computer Science and Game Theory · Computer Science 2015-06-10 Joseph Y. Halpern , Rafael Pass , Lior Seeman

We extend the concept of meta-Nash equilibrium, introduced by Eshaghi Gordji and Bagha [2026] for complete-information games, to environments with incomplete information. We define a meta-Bayesian Nash equilibrium as a profile of…

Theoretical Economics · Economics 2026-05-19 Madjid Eshaghi Gordji , Esmaiel Abounoori , Mohamadali Berahman

We propose a new approach to mean field games with major and minor players. Our formulation involves a two player game where the optimization of the representative minor player is standard while the major player faces an optimization over…

Probability · Mathematics 2014-09-26 Rene Carmona , Xiuneng Zhu

We conducted a laboratory experiment involving human subjects to test the theoretical hypothesis that equilibrium selection can be impacted by manipulating the games dynamics process, by using modern control theory. Our findings indicate…

General Economics · Economics 2024-11-12 Wang Zhijian , Shan Lixia , Yao Qinmei , Wang Yijia

The paper studies one-shot two-player games with non-Bayesian uncertainty. The players have an attitude that ranges from optimism to pessimism in the face of uncertainty. Given the attitudes, each player forms a belief about the set of…

Computer Science and Game Theory · Computer Science 2015-03-13 Jiwoong Lee , Jean Walrand

In several game situations, the behavior of the players may depend not only on individual interests, but also on what each player considers as the correct thing to do. This work presents a game theoretic model, aiming to describe game…

Computer Science and Game Theory · Computer Science 2018-07-17 Ioannis Kordonis

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…

Computer Science and Game Theory · Computer Science 2025-06-17 Ian Gemp , Andreas Haupt , Luke Marris , Siqi Liu , Georgios Piliouras

Game theory is usually considered applied mathematics, but a few game-theoretic results, such as Borel determinacy, were developed by mathematicians for mathematics in a broad sense. These results usually state determinacy, i.e. the…

Logic · Mathematics 2014-05-09 Stéphane Le Roux

We study mean field portfolio games under Epstein-Zin preferences, which naturally encompass the classical time-additive power utility as a special case. In a general non-Markovian framework, we establish a uniqueness result by proving a…

Mathematical Finance · Quantitative Finance 2025-05-13 Guanxing Fu , Ulrich Horst

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

Optimization and Control · Mathematics 2020-03-11 Yves Achdou , Mathieu Laurière

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

Optimization and Control · Mathematics 2017-11-07 Piermarco Cannarsa , Rossana Capuani

We consider graphical $n$-person games with perfect information that have no Nash equilibria in pure stationary strategies. Solving these games in mixed strategies, we introduce probabilistic distributions in all non-terminal positions. The…

Combinatorics · Mathematics 2023-08-21 Vladimir Gurvich , Mariya Naumova

Game theory relies heavily on the availability of cardinal utility functions, but in fields such as matching markets, only ordinal preferences are typically elicited. The literature focuses on mechanisms with simple dominant strategies, but…

Computer Science and Game Theory · Computer Science 2024-08-22 Fabian R. Pieroth , Martin Bichler

It is known that there are uncoupled learning heuristics leading to Nash equilibrium in all finite games. Why should players use such learning heuristics and where could they come from? We show that there is no uncoupled learning heuristic…

Computer Science and Game Theory · Computer Science 2015-04-27 Burkhard C. Schipper

Economists were content with the concept of the Nash equilibrium as game theory's solution concept until Daskalakis, Goldberg, and Papadimitriou showed that finding a Nash equilibrium is most likely a computationally hard problem, a result…

Computer Science and Game Theory · Computer Science 2013-04-08 Ioannis Avramopoulos

We consider a general class of Bayesian Games where each players utility depends on his type (possibly multidimensional) and on the strategy profile and where players' types are distributed independently. We show that if their full…

Computer Science and Game Theory · Computer Science 2012-03-26 Vasilis Syrgkanis

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer