Related papers: A mathematical model for a gaming community
Exponential distribution is ubiquitous in the framework of multi-agent systems. An alternative approach with an economic motivation to derive the exponential distribution in the framework of iterations in the space of distributions is…
Zero-determinant strategies are a class of strategies in repeated games which unilaterally control payoffs. Zero-determinant strategies have attracted much attention in studies of social dilemma, particularly in the context of evolution of…
Using methods from the statistical mechanics of disordered systems we analyze the properties of bimatrix games with random payoffs in the limit where the number of pure strategies of each player tends to infinity. We analytically calculate…
This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a…
We analyse a coalition formation game between strategic service providers of a congestible service. The key novelty of our formulation is that it is a constant sum game, i.e., the total payoff across all service providers (or coalitions of…
In a laboratory experiment, round by round, individual interactions should lead to the social evolutionary rotation in population strategy state space. Successive switching the incentive parameter should lead to successive change of the…
We consider a stochastic game-theoretic model of a discrete-time asset market with short-lived assets and endogenous asset prices. We prove that the strategy which invests in the assets proportionally to their expected relative payoffs…
An accumulator is a bet that presents a rather unique payout structure, in that it combines multiple bets into a wager that can generate a total payout given by the multiplication of the individual odds of its parts. These potentially…
Assignment games represent a tractable yet versatile model of two-sided markets with transfers. We study the likely properties of the core of randomly generated assignment games. If the joint productivities of every firm and worker are…
By using laboratory experimental data, we test the uncertainty of social strategy transitions in various competing environments of fixed paired two-person constant sum $2 \times 2$ games. It firstly shows that, the distributions of social…
Cooperation through repetition is an important theme in game theory. In this regard, various celebrated ``folk theorems'' have been proposed for repeated games in increasingly more complex environments. There has, however, been insufficient…
In this paper we consider multi-agent coalitional games with uncertain value functions for which we establish distribution-free guarantees on the probability of allocation stability, i.e., agents do not have incentives to defect from the…
Consider a coin tossing experiment which consists of tossing one of two coins at a time, according to a renewal process. The first coin is fair and the second has probability $1/2 + \theta$, $\theta \in [-1/2,1/2]$, $\theta$ unknown but…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
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…
This work studies the behaviors of two large-population teams competing in a discrete environment. The team-level interactions are modeled as a zero-sum game while the agent dynamics within each team is formulated as a collaborative…
We consider infinite-state turn-based stochastic games of two players, Box and Diamond, who aim at maximizing and minimizing the expected total reward accumulated along a run, respectively. Since the total accumulated reward is unbounded,…
Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…
We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…
The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…