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Related papers: On zero-sum game formulation of non zero-sum game

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We consider the relation between Sion's minimax theorem for a continuous function and a Nash equilibrium in an asymmetric multi-players zero-sum game in which only one player is different from other players, and the game is symmetric for…

Econometrics · Economics 2018-06-20 Atsuhiro Satoh , Yasuhito Tanaka

We consider the relation between Sion's minimax theorem for a continuous function and a Nash equilibrium in a multi-players game with two groups which is zero-sum and symmetric in each group. We will show the following results. 1. The…

Optimization and Control · Mathematics 2018-09-11 Atsuhiro Satoh , Yasuhito Tanaka

We consider a symmetric multi-players zero-sum game with two strategic variables. There are $n$ players, $n\geq 3$. Each player is denoted by $i$. Two strategic variables are $t_i$ and $s_i$, $i\in \{1, \dots, n\}$. They are related by…

Mathematical Finance · Quantitative Finance 2018-06-20 Masahiko Hattori , Atsuhiro Satoh , Yasuhito Tanaka

We consider the relation between Sion's minimax theorem for a continuous function and a Nash equilibrium in a five-players game with two groups which is zero-sum and symmetric in each group. We will show the following results. 1. The…

General Economics · Economics 2018-09-10 Atsuhiro Satoh , Yasuhito Tanaka

In this paper, a gentle introduction to Game Theory is presented in the form of basic concepts and examples. Minimax and Nash's theorem are introduced as the formal definitions for optimal strategies and equilibria in zero-sum and…

Computer Science and Game Theory · Computer Science 2015-06-18 Harris V. Georgiou

In this paper, we study a non-zero-sum game with two players, where each of the players plays what we call Bermudan strategies and optimizes a general non-linear assessment functional of the pay-off. By using a recursive construction, we…

Optimization and Control · Mathematics 2023-11-03 Miryana Grigorova , Marie-Claire Quenez , Yuan Peng

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

Probability · Mathematics 2018-11-09 René Aïd , Matteo Basei , Giorgia Callegaro , Luciano Campi , Tiziano Vargiolu

We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each player can adjust her own stopping strategy according to…

Optimization and Control · Mathematics 2015-08-26 Zhou Zhou

We consider a partially asymmetric multi-players zero-sum game with two strategic variables. All but one players have the same payoff functions, and one player (Player $n$) does not. Two strategic variables are $t_i$'s and $s_i$'s for each…

Optimization and Control · Mathematics 2018-09-11 Atsuhiro Satoh , Yasuhito Tanaka

The known results regarding two-player zero-sum games are naturally generalized in complex space and are presented through a complete compact theory. The payoff function is defined by the real part of the payoff function in the real case,…

Optimization and Control · Mathematics 2022-11-30 Nick Dimou

We study whether zero-sum decision rules, maximin and minimax, harm agents' interests in positive-sum strategic environments relative to Nash equilibrium behavior or, more generally, than best response behaviour. Contrary to an influential…

Theoretical Economics · Economics 2026-04-22 Shaun Hargreaves Heap , Mehmet Mars Seven

In this paper we study the N-player nonzero-sum Dynkin game ($N\geq 3$) in continuous time, which is a non-cooperative game where the strategies are stopping times. We show that the game has a Nash equilibrium point for general payoff…

Computer Science and Game Theory · Computer Science 2011-10-27 Hamadene Said , Hassani Mohammed

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra

Von Neumann's Min-Max Theorem guarantees that each player of a zero-sum matrix game has an optimal mixed strategy. This paper gives an elementary proof that each player has a near-optimal mixed strategy that chooses uniformly at random from…

Computational Complexity · Computer Science 2015-06-02 Richard Lipton , Neal E. Young

This short note demonstrates how one can define a transformation of a non-zero sum game into a zero sum, so that the optimal mixed strategy achieving equilibrium always exists. The transformation is equivalent to introduction of a passive…

Computer Science and Game Theory · Computer Science 2010-10-14 Roman V. Belavkin

We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…

Optimization and Control · Mathematics 2022-03-10 Said Hamadène , Mohammed Hassani , Marie-Amélie Morlais

Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…

Computer Science and Game Theory · Computer Science 2012-12-19 Thomas Brihaye , Julie De Pril , Sven Schewe

We consider a partially asymmetric three-players zero-sum game with two strategic variables. Two players (A and B) have the same payoff functions, and Player C does not. Two strategic variables are $t_i$'s and $s_i$'s for $i=A, B, C$.…

General Economics · Economics 2019-03-20 Atsuhiro Satoh , Yasuhito Tanaka

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

Computer Science and Game Theory · Computer Science 2018-11-07 Sam Ganzfried , Austin Nowak , Joannier Pinales

In this note, we prove the existence of an equilibrium concept, dubbed conditional strategy equilibrium, for non-cooperative games in which a strategy of a player is a function from the other players' actions to her own actions. We study…

Theoretical Economics · Economics 2022-05-09 Lorenzo Bastianello , Mehmet S. Ismail
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