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While Nash equilibrium has emerged as the central game-theoretic solution concept, many important games contain several Nash equilibria and we must determine how to select between them in order to create real strategic agents. Several Nash…

Computer Science and Game Theory · Computer Science 2024-04-30 Sam Ganzfried

We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…

Probability · Mathematics 2010-10-22 Panayotis Mertikopoulos , Aris L. Moustakas

We propose a new sequential Efficient Pseudo-Likelihood (k-EPL) estimator for dynamic discrete choice games of incomplete information. k-EPL considers the joint behavior of multiple players simultaneously, as opposed to individual responses…

Econometrics · Economics 2024-08-23 Adam Dearing , Jason R. Blevins

We investigate the power of non-determinism in purely functional programming languages with higher-order types. Specifically, we set out to characterise the hierarchy NP $\subseteq$ NEXP $\subseteq$ NEXP$^{(2)}$ $\subseteq \cdots \subseteq$…

Logic in Computer Science · Computer Science 2017-11-16 Cynthia Kop

We give an example of a finite-state two-player turn-based stochastic game with safety objectives for both players which has no stationary Nash equilibrium. This answers an open question of Secchi and Sudderth.

Optimization and Control · Mathematics 2019-09-18 Kristoffer Arnsfelt Hansen , Mikhail Raskin

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…

Optimization and Control · Mathematics 2021-03-08 Aathira Prasad , Puduru Viswanadha Reddy

This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…

Computer Science and Game Theory · Computer Science 2017-02-28 Georgios C. Chasparis

The equilibrium selection problem in the generalized Nash equilibrium problem (GNEP) has recently been studied as an optimization problem, defined over the set of all variational equilibria achievable through a lower-level non-cooperative…

Optimization and Control · Mathematics 2025-01-28 Shota Matsuo , Keita Kume , Isao Yamada

We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For…

Computer Science and Game Theory · Computer Science 2015-07-01 Kousha Etessami , Mihalis Yannakakis

We consider the dynamic behavior of several variants of the Network Creation Game, introduced by Fabrikant et al. [PODC'03]. Equilibrium networks in these models have desirable properties like low social cost and small diameter, which makes…

Computer Science and Game Theory · Computer Science 2013-05-29 Bernd Kawald , Pascal Lenzner

In this paper we propose and analyze a class of $N$-player stochastic games that include finite fuel stochastic games as a special case. We first derive sufficient conditions for the Nash equilibrium (NE) in the form of a verification…

Mathematical Finance · Quantitative Finance 2021-10-26 Xin Guo , Wenpin Tang , Renyuan Xu

We provide general theoretical foundations for modeling strategic uncertainty in large distributional Bayesian games with general type spaces, using a version of interim correlated rationalizability. We then focus on the case in which…

Theoretical Economics · Economics 2025-06-24 Lukasz Balbus , Michael Greinecker , Kevin Reffett , Lukasz Wozny

In this paper, a new method is proposed to compute the rolling Nash equilibrium of the time-invariant nonlinear two-person zero-sum differential games. The idea is to discretize the time to transform a differential game into a sequential…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Wei Liao , Xiaohui Wei , Jizhou Lai

In this article we show that the asymptotic outcomes of both shallow and deep neural networks such as those used in BloombergGPT to generate economic time series are exactly the Nash equilibria of a non-potential game. We then design and…

Computer Science and Game Theory · Computer Science 2024-03-11 Boualem Djehiche , Hamidou Tembine

We consider a class of continuous-time dynamic games involving a large number of players. Each player selects actions from a finite set and evolves through a finite set of states. State transitions occur stochastically and depend on the…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…

Optimization and Control · Mathematics 2021-12-16 Anna Jaśkiewicz , Andrzej S. Nowak

We study turn-based stochastic zero-sum games with lexicographic preferences over reachability and safety objectives. Stochastic games are standard models in control, verification, and synthesis of stochastic reactive systems that exhibit…

Computer Science and Game Theory · Computer Science 2022-07-21 Krishnendu Chatterjee , Joost-Pieter Katoen , Maximilian Weininger , Tobias Winkler

We analyze the stability of a nonlinear dynamical model describing the noncooperative strategic interactions among the agents of a finite collection of populations. Each agent selects one strategy at a time and revises it repeatedly…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Murat Arcak , Nuno C. Martins

Mixed extension has played an important role in game theory, especially in the proof of the existence of Nash equilibria in strategic form games. Mixed extension can be regarded as continuous relaxation of a strategic form game. Recently,…

Physics and Society · Physics 2025-05-05 Masahiko Ueda , Ayaka Fujita

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer
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