Related papers: Continuity Properties of Game-theoretic Upper Expe…

Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers time-varying games or time-varying optimization problems.…

When predictions support decisions they may influence the outcome they aim to predict. We call such predictions performative; the prediction influences the target. Performativity is a well-studied phenomenon in policy-making that has so far…

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

We consider a finite state, finite action, zero-sum stochastic games with data defining the game lying in the ordered field of algebraic numbers. In both the discounted and the limiting average versions of these games we prove that the…

We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players choose, simultaneously and independently, an action. Then a successor…

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

The ideas about decision making under ignorance in economics are combined with the ideas about uncertainty representation in computer science. The combination sheds new light on the question of how artificial agents can act in a dynamically…

We develop a theory of existence and uniqueness of solutions of MFG master equations when the initial condition is Lipschitz continuous. Namely, we show that as long as the solution of the master equation is Lipschitz continuous in space,…

We consider a class of systems over finite alphabets with linear internal dynamics, finite-valued control inputs and finitely quantized outputs. We motivate the need for a new notion of observability and propose three new notions of output…

The expected utility hypothesis is a popular concept in economics that is useful for making decisions when the payoff is uncertain. In this paper, we investigate the implications of a fluctuation theorem in the theory of expected utility.…

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

We consider the effect of parametric uncertainty on properties of Linear Time Invariant systems. Traditional approaches to this problem determine the worst-case gains of the system over the uncertainty set. Whilst such approaches are…

Suppose we observe an invertible linear process with independent mean-zero innovations and with coefficients depending on a finite-dimensional parameter, and we want to estimate the expectation of some function under the stationary…

We analyze grand-canonical minority games with infinite and finite score memory and different updating timescales (from `on-line' games to `batch' games) in detail with various complementary methods, both analytical and numerical. We focus…

Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometric challenges to further improve both model solution and…

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…

Several recent works in online optimization and game dynamics have established strong negative complexity results including the formal emergence of instability and chaos even in small such settings, e.g., $2\times 2$ games. These results…

Stochastic two-player games model systems with an environment that is both adversarial and stochastic. In this paper, we study the expected value of bounded quantitative prefix-independent objectives in the context of stochastic games. We…

We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…