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Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…
An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…
The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…
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…
We study the query complexity of approximate notions of Nash equilibrium in games with a large number of players $n$. Our main result states that for $n$-player binary-action games and for constant $\varepsilon$, the query complexity of an…
In this paper we propose a Bayesian game to allocate resources. In this game, there are $c$ units of resources to be allocated to $n$ players. Agent $i$ has a demand of $V_i$ units of resources and takes action $X_i$ according to a strategy…
This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…
This paper extends our probabilistic framework for two-player quantum games to the mutliplayer case, while giving a unified perspective for both classical and quantum games. Considering joint probabilities in the standard…
The two-players $N$ strategies games quantized according to the Eisert-Lewenstein-Wilkens scheme (Phys. Rev. Lett. 83 (1999), 3077) are considered. Group theoretical methods are applied to the problem of finding a general form of gate…
We discuss and solve a model for a game with many players, where a subset of truely deciding players is embedded into a hierarchy of dependent agents. These interdependencies modify the game matrix and the Nash equilibria for the deciding…
This letter reports a novel application of game theory to quantum informational processes which can be used to optimally classify data generated by these processes. To this end, the notion of simultaneously distinguishing a pure quantum…
We study the possible advantages of adopting of quantum strategies in multi-player evolutionary games. We base our study on the three-player Prisoner's Dilemma (PD) game. In order to model the simultaneous interaction between three agents…
With respect to probabilistic mixtures of the strategies in non-cooperative games, quantum game theory provides guarantee of fixed-point stability, the so-called Nash equilibrium. This permits players to choose mixed quantum strategies that…
In an $\epsilon$-Nash equilibrium, a player can gain at most $\epsilon$ by unilaterally changing his behaviour. For two-player (bimatrix) games with payoffs in $[0,1]$, the best-known$\epsilon$ achievable in polynomial time is 0.3393. In…
Computing the Nash equilibrium (NE) for N-player non-zerosum stochastic games is a formidable challenge. Currently, algorithmic methods in stochastic game theory are unable to compute NE for stochastic games (SGs) for settings in all but…
We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…
There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…
Security challenges accompany the efficiency. The pervasive integration of information and communications technologies (ICTs) makes cyber-physical systems vulnerable to targeted attacks that are deceptive, persistent, adaptive and…
The recently defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer…
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…