Related papers: On Game-Theoretic Risk Management (Part Three) - M…

Game theory has been applied to investigate network security. But different security scenarios were often modeled via different types of games and analyzed in an ad-hoc manner. In this paper, we propose an algebraic approach for modeling…

In this article, a game-theoretic model is constructed that is related to the problem of optimal assignments. Examples are considered. A compromise point is found, the Nash equilibriums and the decision of the Nash arbitration scheme are…

Coordination games have been of interest to game theorists, economists, and ecologists for many years to study such problems as the emergence of local conventions and the evolution of cooperative behavior. Approaches for understanding the…

Game-theoretic algorithms are commonly benchmarked on recreational games, classical constructs from economic theory such as congestion and dispersion games, or entirely random game instances. While the past two decades have seen the rise of…

A Nash equilibrium has become important solution concept for analyzing the decision making in Game theory. In this paper, we consider the problem of computing Nash equilibria of a subclass of generic finite normal form games. We define…

This paper investigates design of noncooperative games from an optimization and control theoretic perspective. Pricing mechanisms are used as a design tool to ensure that the Nash equilibrium of a fairly general class of noncooperative…

A growing line of work reframes preference-based fine-tuning of large language models game-theoretically: Nash Learning from Human Feedback (NLHF) recasts the problem as a zero-sum game over policies. However, optimization is over expected…

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…

Probabilistic model checking for stochastic games enables formal verification of systems that comprise competing or collaborating entities operating in a stochastic environment. Despite good progress in the area, existing approaches focus…

We consider a game-theoretic setting to model the interplay between attacker and defender in the context of information flow, and to reason about their optimal strategies. In contrast with standard game theory, in our games the utility of a…

For multiple emergencies caused by natural disasters, it is crucial to allocate resources equitably to each emergency location, especially when the availability of resources is limited in quantity. This paper has developed a multi-event…

In this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recent a posteriori developments of the so called scenario approach (Campi et al.,…

Current fault-tolerant quantum compilers allocate error budgets uniformly during resource estimation, causing suboptimal physical resource overhead. We optimize this allocation using a potential game formulation, where Nash Equilibrium…

In this paper, we study Nash equilibrium payoffs for nonzero-sum stochastic differential games via the theory of backward stochastic differential equations. We obtain an existence theorem and a characterization theorem of Nash equilibrium…

We address the problem of assessing the robustness of the equilibria in uncertain, multi-agent games. Specifically, we focus on generalized Nash equilibrium problems in aggregative form subject to linear coupling constraints affected by…

The report suggests the concept of risk, outlining two mathematical structures necessary for risk genesis: the set of outcomes and, in a general case, partial order of preference on it. It is shown that this minimum partial order should…

This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…

Game theory has emerged as a fruitful paradigm for the design of networked multiagent systems. A fundamental component of this approach is the design of agents' utility functions so that their self-interested maximization results in a…

This article is related to risk-sensitive nonzero-sum stochastic differential games in the Markovian framework. This game takes into account the attitudes of the players toward risk and the utility is of exponential form. We show the…