Related papers: Equilibrium selection via Optimal transport

In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…

Repeated games consider a situation where multiple agents are motivated by their independent rewards throughout learning. In general, the dynamics of their learning become complex. Especially when their rewards compete with each other like…

We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…

We consider static finite-player network games and their continuum analogs, graphon games. Existence and uniqueness results are provided, as well as convergence of the finite-player network game optimal strategy profiles to their analogs…

In the traditional game-theoretic set up, where agents select actions and experience corresponding utilities, an equilibrium is a configuration where no agent can improve their utility by unilaterally switching to a different action. In…

We consider N-player non-zero sum games played on finite trees (i.e., sequential games), in which the players have the right to repeatedly update their respective strategies (for instance, to improve the outcome wrt to the current strategy…

This article is devoted to various methods (optimal transport, fixed-point, ordinary differential equations) to obtain existence and/or uniqueness of Cournot-Nash equilibria for games with a continuum of players with both attractive and…

In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…

One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The…

Experiments on the ultimatum game have revealed that humans are remarkably fond of fair play. When asked to share an amount of money, unfair offers are rare and their acceptance rate small. While empathy and spatiality may lead to the…

Of paramount importance in both ecological systems and economic policies are the problems of harvesting of natural resources. A paradigmatic situation where this question is raised is that of fishing strategies. Indeed, overfishing is a…

We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformation, we frame the problem as an aggregative game. We…

In this paper, we consider finite-strategy approximations of infinite-strategy evolutionary games. We prove that such approximations converge to the true dynamics over finite-time intervals, under mild regularity conditions which are…

We study an infinite-horizon discrete-time optimal stopping problem under non-exponential discounting. A new method, which we call the iterative approach, is developed to find subgame perfect Nash equilibria. When the discount function…

We propose a general class of symmetric games called position-optimization games. Given a probability distribution $Q$ over a set of targets $\mathcal{Y}$, the $n$ players each choose a position in a space $\mathcal{X}$. A player's utility…

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…

We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…

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…

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

Inspired by successful biological collective decision mechanisms such as honey bees searching for a new colony or the collective navigation of fish schools, we consider a mean field games (MFG)-like scenario where a large number of agents…