Related papers: Analysis of a Finite State Many Player Game Using …
In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce risk-sensitivity behaviour for each agent via an exponential utility function. In the game model, each…
Consider concurrent, infinite duration, two-player win/lose games played on graphs. If the winning condition satisfies some simple requirement, the existence of Player 1 winning (finite-memory) strategies is equivalent to the existence of…
We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cost functional has a growth which is polynomial with respect…
We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…
We present a new approach to solving games with a countably or uncountably infinite number of players. Such games are often used to model multiagent systems with a large number of agents. The latter are frequently encountered in economics,…
We consider an N-player hierarchical game in which the i-th player's objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a framework allows for capturing a broad range of…
We study the asymptotic macroscopic properties of the mixed majority-minority game, modeling a population in which two types of heterogeneous adaptive agents, namely ``fundamentalists'' driven by differentiation and ``trend-followers''…
The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…
We consider two person zero-sum games where the players control, at discrete times {tn} induced by a partition $\Pi$ of R + , a continuous time Markov state process. We prove that the limit of the values v$\Pi$ exist as the mesh of $\Pi$…
This paper proposes and studies a general form of dynamic $N$-player non-cooperative games called $\alpha$-potential games, where the change of a player's value function upon her unilateral deviation from her strategy is equal to the change…
We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…
We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…
Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the…
We introduce Mean Field Markov games with $N$ players, in which each individual in a large population interacts with other randomly selected players. The states and actions of each player in an interaction together determine the…
Partially observable stochastic games provide a rich mathematical paradigm for modeling multi-agent dynamic decision making under uncertainty and partial information. However, they generally do not admit closed-form solutions and are…
We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…
A number of recent studies have focused on novel features in game theory when the games are played using quantum mechanical toolbox (entanglement, unitary operators, measurement). Researchers have concentrated in two-player-two strategy,…
The Master equation describes the time evolution of the probabilities of a system with a discrete state space. This time evolution approaches for long times a stationary state that will in general depend on the initial probability…
In a single-state repeated game, zero-determinant strategies can unilaterally force functions of the payoffs to take values in particular closed intervals. When the explicit use of a determinant is absent from the analysis, they are instead…
We present a simple game model where agents with different memory lengths compete for finite resources. We show by simulation and analytically that an instability exists at a critical memory length, and as a result, different memory lengths…