Related papers: A Distributed, Dynamical System View of Finite, St…

We introduce the class of pay or play games, which captures scenarios in which each decision maker is faced with a choice between two actions: one with a fixed payoff and an- other with a payoff dependent on others' selected actions. This…

Game theory provides a quantitative framework for analyzing the behavior of rational agents. The Iterated Prisoner's Dilemma in particular has become a standard model for studying cooperation and cheating, with cooperation often emerging as…

A generalized model of games is proposed, in which cooperative games and non-cooperative games are special cases. Some games that are neither cooperative nor non-cooperative can be expressed and analyzed. The model is based on relationships…

We show the convergence of finite state symmetric N-player differential games, where players control their transition rates from state to state, to a limiting dynamics given by a finite state Mean Field Game system made of two coupled…

We consider two-player random extensive form games where the payoffs at the leaves are independently drawn uniformly at random from a given feasible set C. We study the asymptotic distribution of the subgame perfect equilibrium outcome for…

Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…

Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the set of Markov times with respect to filtration build by the…

In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…

We consider dynamic cooperative games, where the worth of coalitions varies over time according to the history of allocations. When defining the core of a dynamic game, we allow the possibility for coalitions to deviate at any time and…

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

We consider two-player normal form games where each player has the same finite strategy set. The payoffs of each player are assumed to be i.i.d. random variables with a continuous distribution. We show that, with high probability, the…

We use ideas from distributed computing and game theory to study dynamic and decentralized environments in which computational nodes, or decision makers, interact strategically and with limited information. In such environments, which arise…

The commonly used accumulated payoff scheme is not invariant with respect to shifts of payoff values when applied locally in degree-inhomogeneous population structures. We propose a suitably modified payoff scheme and we show both formally…

In the context of simple finite-state discrete time systems, we introduce a generalization of mean field game solution, called correlated solution, which can be seen as the mean field game analogue of a correlated equilibrium. Our notion of…

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…

In this paper, we investigate a sequential dynamic team problem consisting of two agents with a nested information structure. We use a combination of the person-by-person and prescription approach to derive structural results for optimal…

In this paper we consider a distributed coordination game played by a large number of agents with finite information sets, which characterizes emergence of a single dominant attribute out of a large number of competitors. Formally, $N$…

We study population dynamics under which each revising agent tests each strategy k times, with each trial being against a newly drawn opponent, and chooses the strategy whose mean payoff was highest. When k = 1, defection is globally stable…

What is a finite-state strategy in a delay game? We answer this surprisingly non-trivial question by presenting a very general framework that allows to remove delay: finite-state strategies exist for all winning conditions where the…

Rating strategies in a game is an important area of research in game theory and artificial intelligence, and can be applied to any real-world competitive or cooperative setting. Traditionally, only transitive dependencies between strategies…