Related papers: Learning in Games with Cumulative Prospect Theoret…
This paper introduces constrained correlated equilibrium, a solution concept combining correlation and coupled constraints in finite non-cooperative games. In the general case of an arbitrary correlation device and coupled constraints in…
The inputs and preferences of human users are important considerations in situations where these users interact with autonomous cyber or cyber-physical systems. In these scenarios, one is often interested in aligning behaviors of the system…
Markov games with coupling constraints model constrained dynamical decision-making involving self-interested agents, where the feasibility of an individual agent's strategy depends on the joint strategies of the others. Such games arise in…
Cumulative prospect theory (CPT) is known to model human decisions well, with substantial empirical evidence supporting this claim. CPT works by distorting probabilities and is more general than the classic expected utility and coherent…
Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…
Understanding human driving behavior is important for autonomous vehicles. In this paper, we propose an interpretable human behavior model in interactive driving scenarios based on the cumulative prospect theory (CPT). As a non-expected…
In repeated-game applications where both the collusive and non-collusive outcomes can be supported as equilibria, researchers must resolve underlying selection questions if theory will be used to understand counterfactual policies. One…
In this note, we consider repeated play of a finite game using learning rules whose period-by-period behavior probabilities or empirical distributions converge to some notion of equilibria of the stage game. Our primary focus is on…
The betweenness property of preference relations states that a probability mixture of two lotteries should lie between them in preference. It is a weakened form of the independence property and hence satisfied in expected utility theory…
There is currently an intersection in the research of game theory and cryptography. Generally speaking, there are two aspects to this partnership. First there is the application of game theory to cryptography. Yet, the purpose of this paper…
Noncooperative games with uncertain payoffs have been classically studied under the expected-utility theory framework, which relies on the strong assumption that agents behave rationally. However, simple experiments on human decision makers…
The paper is concerned with distributed learning in large-scale games. The well-known fictitious play (FP) algorithm is addressed, which, despite theoretical convergence results, might be impractical to implement in large-scale settings due…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…
In repeated interactions between individuals, we do not expect that exactly the same situation will occur from one time to another. Contrary to what is common in models of repeated games in the literature, most real situations may differ a…
Simple adaptive procedures that converge to correlated equilibria are known to exist for normal form games (Hart and Mas-Colell 2000), but no such analogue exists for extensive-form games. Leveraging inspiration from Zinkevich et al.…
It is known that the set of all correlated equilibria of an n-player non-cooperative game is a convex polytope and includes all the Nash equilibria. Further, the Nash equilibria all lie on the boundary of this polytope. We study the…
This paper considers for the first time pursuit-evasion (PE) differential games with irrational perceptions of both pursuer and evader on probabilistic characteristics of environmental uncertainty. Firstly, the irrational perceptions of…
Cooperation through repetition is an important theme in game theory. In this regard, various celebrated ``folk theorems'' have been proposed for repeated games in increasingly more complex environments. There has, however, been insufficient…
Learning in games refers to scenarios where multiple players interact in a shared environment, each aiming to minimize their regret. An equilibrium can be computed at a fast rate of $O(1/T)$ when all players follow the optimistic…