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This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Optimization and Control · Mathematics 2020-06-29 René Aïd , Francisco Bernal , Mohamed Mnif , Diego Zabaljauregui , Jorge P. Zubelli

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

We study a model of stochastic evolutionary game dynamics in which the probabilities that agents choose suboptimal actions are dependent on payoff consequences. We prove a sample path large deviation principle, characterizing the rate of…

Probability · Mathematics 2017-08-10 William H. Sandholm , Mathias Staudigl

We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…

Statistical Mechanics · Physics 2008-11-23 Matteo Marsili , Yi-Cheng Zhang

We consider an $N$-player game where the states of the players evolve with time as Stochastic Differential Equations (SDEs) with interaction only in the drift terms. Each player controls the drift of the SDE satisfied by her state process,…

Probability · Mathematics 2026-03-24 Erhan Bayraktar , Nikolaos Kolliopoulos

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

Probability · Mathematics 2022-03-24 Mathieu Laurière , Ludovic Tangpi

Population games can be regarded as a tool to study the strategic interaction of a population of players. Although several attention has been given to such field, most of the available works have focused only on the unconstrained case. That…

Optimization and Control · Mathematics 2020-08-21 Juan Martinez-Piazuelo , Nicanor Quijano , Carlos Ocampo-Martinez

Mean field game theory studies the behavior of a large number of interacting individuals in a game theoretic setting and has received a lot of attention in the past decade (Lasry and Lions, Japanese journal of mathematics, 2007). In this…

Optimization and Control · Mathematics 2019-10-31 Martin Frank , Michael Herty , Torsten Trimborn

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…

Optimization and Control · Mathematics 2014-07-16 Dario Bauso , Thomas W L Norman

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…

Optimization and Control · Mathematics 2025-04-02 Xin Guo , Xinyu Li , Yufei Zhang

Motivated by game-theoretic models of crowd motion dynamics, this paper analyzes a broad class of distributed games with jump diffusions within the recently developed $\alpha$-potential game framework. We demonstrate that analyzing the…

Optimization and Control · Mathematics 2026-04-17 Xin Guo , Xinyu Li , Yufei Zhang

In population games, a large population of players, modeled as a continuum, is divided into subpopulations, and the fitness or payoff of each subpopulation depends on the overall population composition. Evolutionary dynamics describe how…

Optimization and Control · Mathematics 2016-09-19 M. A. Mabrok , Jeff Shamma

Mating preferences of many biological species are not constant but season-dependent. Within the framework of evolutionary game theory this can be modeled with two finite opposite-sex populations playing against each other following the…

Populations and Evolution · Quantitative Biology 2015-08-13 Olena Tkachenko , Juzar Thingna , Sergey Denisov , Vasily Zaburdaev , Peter Hänggi

We study fixation in large, but finite, populations with two types, and dynamics governed by birth-death processes. By considering a restricted class of such processes, we derive a continuous approximation for the probability of fixation…

Populations and Evolution · Quantitative Biology 2016-02-02 Fabio A. C. C. Chalub , Max O. Souza

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Computer Science and Game Theory · Computer Science 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We here present a generic stochastic model…

Populations and Evolution · Quantitative Biology 2010-10-20 Anna Melbinger , Jonas Cremer , Erwin Frey

Population games model the evolution of strategic interactions among a large number of uniform agents. Due to the agents' uniformity and quantity, their aggregate strategic choices can be approximated by the solutions of a class of ordinary…

Computer Science and Game Theory · Computer Science 2023-12-14 Semih Kara , Nuno C. Martins

Building upon the eco-evolutionary game dynamics framework established by Tilman et al., we investigate stochastic fluctuations in a two-strategy system incorporating environmental feedback mechanisms, where the payoff matrix exhibits…

Populations and Evolution · Quantitative Biology 2025-12-01 Chao Wang , Minlan Li , Chang Liu

The Moran process is one of an basic mathematical structure in the evolutionary game theory. In this work, we introduce the formulation of the path integral approach for evolutionary game theory based on the Moran process. We derive the…

Populations and Evolution · Quantitative Biology 2022-09-05 Chao Wang