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

Nonzero sum games typically have multiple Nash equilibriums (or no equilibrium), and unlike the zero sum case, they may have different values at different equilibriums. Instead of focusing on the existence of individual equilibriums, we…

Quantum game theory has emerged as a promising candidate to further the understanding of quantum correlations. Motivated by this, it is demonstrated that pure strategy Nash equilibria can be utilised as a mechanism to witness and determine…

We study nonzero-sum hypothesis testing games that arise in the context of adversarial classification, in both the Bayesian as well as the Neyman-Pearson frameworks. We first show that these games admit mixed strategy Nash equilibria, and…

Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…

In this work we propose a kinetic formulation for evolutionary game theory for zero sum games when the agents use mixed strategies. We start with a simple adaptive rule, where after an encounter each agent increases the probability of play…

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

It is frequently suggested that predictions made by game theory could be improved by considering computational restrictions when modeling agents. Under the supposition that players in a game may desire to balance maximization of payoff with…

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous time on an infinite-time…

In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…

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…

In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…

The recent theory of sequential games and selection functions by Mar- tin Escardo and Paulo Oliva is extended to games in which players move simultaneously. The Nash existence theorem for mixed-strategy equilibria of finite games is…

We consider two-player non zero-sum infinite duration games played on weighted graphs. We extend the notion of secure equilibrium introduced by Chatterjee et al., from the Boolean setting to this quantitative setting. As for the Boolean…

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

The equivalence between von Neumann's Minimax Theorem for zero-sum games and the LP Duality Theorem connects cornerstone problems of the two fields of game theory and optimization, respectively, and has been the subject of intense scrutiny…

We give a simple proof of the well-known result that the marginal strategies of a coarse correlated equilibrium form a Nash equilibrium in two-player zero-sum games. A corollary of this fact is that no-external-regret learning algorithms…