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Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

Optimization and Control · Mathematics 2020-01-22 Nuh Aygün Dalkıran , Serdar Yüksel

We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in [7]. We then use the powerful entropic regularization…

Optimization and Control · Mathematics 2016-09-12 Adrien Blanchet , Guillaume Carlier , Luca Nenna

This paper studies the equilibrium properties of the ``obvious strategy profile'' in large finite-player games. Each player in such a strategy profile simply adopts a randomized strategy as she would have used in a symmetric equilibrium of…

Theoretical Economics · Economics 2025-08-20 Enxian Chen Bin Wu Hanping Xu

We present novel techniques for neuro-symbolic concurrent stochastic games, a recently proposed modelling formalism to represent a set of probabilistic agents operating in a continuous-space environment using a combination of neural network…

Computer Science and Game Theory · Computer Science 2022-06-22 Rui Yan , Gabriel Santos , Xiaoming Duan , David Parker , Marta Kwiatkowska

Establishing the existence of exact or near Markov or stationary perfect Nash equilibria in nonzero-sum Markov games over Borel spaces is a challenging problem with limited positive results. Motivated by problems in multi-agent and Bayesian…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Naci Saldi , Gurdal Arslan , Serdar Yuksel

In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…

Optimization and Control · Mathematics 2023-09-15 Hanzheng Zhang , Guanpu Chen , Yiguang Hong

Animal behavior and evolution can often be described by game-theoretic models. Although in many situations, the number of players is very large, their strategic interactions are usually decomposed into a sum of two-player games. Only…

Populations and Evolution · Quantitative Biology 2007-05-23 Dominik Kaminski , Jacek Miekisz , Marcin Zaborowski

We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…

Computer Science and Game Theory · Computer Science 2025-05-27 Ludovico Crippa , Yonatan Gur , Bar Light

We apply Blackwell optimality to repeated games. An equilibrium whose strategy profile is sequentially rational for all high enough discount factors simultaneously is a Blackwell (subgame-perfect, perfect public, etc.) equilibrium. The bite…

Theoretical Economics · Economics 2025-01-13 Costas Cavounidis , Sambuddha Ghosh , Johannes Hörner , Eilon Solan , Satoru Takahashi

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…

Optimization and Control · Mathematics 2023-09-19 Hanzheng Zhang , Guanpu Chen , Huashu Qin

We introduce a new paradigm for game theory -- Bayesian satisfaction. This novel approach is a synthesis of the idea of Bayesian rationality introduced by Aumann, and satisfaction games. The concept of Bayesian rationality for which, in…

Computer Science and Game Theory · Computer Science 2023-07-26 Langford White , Oskar Rynkiewicz , Duong Nguyen , Hung Nguyen

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…

Optimization and Control · Mathematics 2023-05-03 Justina Gianatti , Francisco J. Silva , Ahmad Zorkot

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…

Computer Science and Game Theory · Computer Science 2025-09-04 Guangzheng Zhong , Yang Liu , Jiming Liu

This paper studies a discrete-time version of the Lucas-Uzawa endogenous growth model with physical and human capital in the presence of externalities. Existence of an optimal equilibrium is proved using tools from dynamic programming with…

Theoretical Economics · Economics 2025-02-04 Luis Alcala

We study the problem of finding robust equilibria in multiplayer concurrent games with mean payoff objectives. A $(k,t)$-robust equilibrium is a strategy profile such that no coalition of size $k$ can improve the payoff of one its member by…

Computer Science and Game Theory · Computer Science 2016-02-02 Romain Brenguier

An important challenge in non-cooperative game theory is coordinating on a single (approximate) equilibrium from many possibilities - a challenge that becomes even more complex when players hold private information. Recommender mechanisms…

Computer Science and Game Theory · Computer Science 2025-05-30 Bengisu Guresti , Chongjie Zhang , Yevgeniy Vorobeychik

Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…

Computer Science and Game Theory · Computer Science 2012-07-02 Michael L. Littman , Nishkam Ravi , Arjun Talwar , Martin Zinkevich

This paper investigates equilibrium computation and the price of anarchy for Bayesian games, which are the fundamental models of games with incomplete information. In normal-form games with complete information, it is known that efficiently…

Computer Science and Game Theory · Computer Science 2025-07-01 Kaito Fujii

In Stackelberg v/s Stackelberg games a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium problems are plagued by the nonuniqueness of…

Optimization and Control · Mathematics 2016-11-18 Ankur A. Kulkarni , Uday V. Shanbhag