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We investigate the convergence of symmetric stochastic differential games with interactions via control, where the volatility terms of both idiosyncratic and common noises are controlled. We apply the stochastic maximum principle, following…

Probability · Mathematics 2026-02-19 Erhan Bayraktar , Hiroaki Horikawa

Under the assumption of complete rationality, Nash equilibrium is the only reasonable strategy (set) of the finitely repeated prisoner's dilemma. In fact, some strategies only slightly deviate from the so-called rationality, and the…

Computer Science and Game Theory · Computer Science 2014-01-09 Xuegong Deng

We show that equilibria of a sequential semi-anonymous nonatomic game (SSNG) can be adopted by players in corresponding large but finite dynamic games to achieve near-equilibrium payoffs. Such equilibria in the form of random…

Economics · Quantitative Finance 2016-06-23 Jian Yang

We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…

Optimization and Control · Mathematics 2025-10-21 Utsav Sadana , Puduru Viswanadha Reddy , Georges Zaccour

Real populations are seldom found at the Nash equilibrium strategy. The present work focuses on how population size can be a relevant evolutionary force diverting the population from its expected Nash equilibrium. We introduce the concept…

Computer Science and Game Theory · Computer Science 2025-06-24 Fabio A. C. C. Chalub , Max O. Souza

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…

Computer Science and Game Theory · Computer Science 2023-11-07 Victor Boone , Panayotis Mertikopoulos

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

We consider finite-state concurrent stochastic games, played by k>=2 players for an infinite number of rounds, where in every round, each player simultaneously and independently of the other players chooses an action, whereafter the…

Computer Science and Game Theory · Computer Science 2015-06-09 Krishnendu Chatterjee , Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen

In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…

Computer Science and Game Theory · Computer Science 2025-08-12 Kiran Rokade , Adit Jain , Francesca Parise , Vikram Krishnamurthy , Eva Tardos

A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…

Theoretical Economics · Economics 2020-02-11 Giovanni Paolo Crespi , Davide Radi , Matteo Rocca

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…

Computer Science and Game Theory · Computer Science 2023-08-22 Sam Ganzfried

We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…

Optimization and Control · Mathematics 2017-07-26 Shui-Nee Chow , Wuchen Li , Jun Lu , Haomin Zhou

Ensuring that AI systems make strategic decisions aligned with the specified preferences in adversarial sequential interactions is a critical challenge for developing trustworthy AI systems, especially when the environment is stochastic and…

Computer Science and Game Theory · Computer Science 2025-01-28 Abhishek Ninad Kulkarni , Jie Fu , Ufuk Topcu

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…

Populations and Evolution · Quantitative Biology 2007-05-23 Jacek Miekisz

Finite-horizon linear quadratic (LQ) games admit a unique Nash equilibrium, while infinite-horizon settings may have multiple. We clarify the relationship between these two cases by interpreting the finite-horizon equilibrium as a nonlinear…

Multiagent Systems · Computer Science 2025-08-29 Giulio Salizzoni , Sophie Hall , Maryam Kamgarpour

We consider solutions of normal form games that are invariant under strategic equivalence. We consider additional properties that can be expected (or be desired) from a solution of a game, and we observe the following: - Even the weakest…

Computer Science and Game Theory · Computer Science 2014-02-24 Yakov Babichenko

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…

Optimization and Control · Mathematics 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

A Linear Quadratic Deterministic Continuous Time Game with many symmetric players is considered and the Linear Feedback Nash strategies are studied as the number of players goes to infinity. We show that under some conditions the limit of…

Computer Science and Game Theory · Computer Science 2014-03-14 G. P. Papavassilopoulos

A multi-player competitive Dynkin stopping game is constructed. Each player can either exit the game for a fixed payoff, determined a priori, or stay and receive an adjusted payoff depending on the decision of other players. The single…

Computer Science and Game Theory · Computer Science 2012-11-20 Ivan Guo

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak