Related papers: A Versatile Stochastic Duel Game
Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…
The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…
Evolutionary game theory is a framework to formalize the evolution of collectives ("populations") of competing agents that are playing a game and, after every round, update their strategies to maximize individual payoffs. There are two…
Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…
This paper studies a stochastic dynamic game between two competing teams, each consisting of a network of collaborating agents. Unlike fully cooperative settings, where all agents share a common objective, each team in this game aims to…
Transmitters of a multiple access channel are assumed to freely choose their power control strategy in order to be energy-efficient. We show that in a stochastic game framework, we can develop energy-efficient distributed control strategies…
Probabilistic game structures combine both nondeterminism and stochasticity, where players repeatedly take actions simultaneously to move to the next state of the concurrent game. Probabilistic alternating simulation is an important tool to…
Stochastic games with discounted payoff, introduced by Shapley, model adversarial interactions in stochastic environments where two players try to optimize a discounted sum of rewards. In this model, long-term weights are geometrically…
In this paper, we study proximal type dynamics in the context of noncooperative multi-agent network games. These dynamics arise in different applications, since they describe distributed decision making in multi-agent networks, e.g., in…
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…
We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We…
This paper studies a stochastic game theoretic approach to security and intrusion detection in communication and computer networks. Specifically, an Attacker and a Defender take part in a two-player game over a network of nodes whose…
The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in many settings of interest, agent utility functions themselves vary as a…
We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
Commuters looking for the shortest path to their destinations, the security of networked computers, hedge funds trading on the same stocks, governments and populations acting to mitigate an epidemic, or employers and employees agreeing on a…
This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…
In the last decade, stochastic models have shown to be very useful for quantitative modelling of social processes. Here, a configurational master equation for the description of behavioral changes by pair interactions of individuals is…
This article introduces differential hybrid games, which combine differential games with hybrid games. In both kinds of games, two players interact with continuous dynamics. The difference is that hybrid games also provide all the features…
A new class of multi-player competitive stochastic games in discrete-time with an affine specification of the redistribution of payoffs at exercise is proposed and examined. Our games cover as a very special case the classic two-person…