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There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…

Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games…

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…

This paper prices and replicates the financial derivative whose payoff at $T$ is the wealth that would have accrued to a $\$1$ deposit into the best continuously-rebalanced portfolio (or fixed-fraction betting scheme) determined in…

We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a…

We consider an augmented version of Merton's portfolio choice problem, where trading by large investors influences the price of underlying financial asset leading to strategic interaction among investors, with investors deciding their…

We consider polymatrix coordination games with individual preferences where every player corresponds to a node in a graph who plays with each neighbor a separate bimatrix game with non-negative symmetric payoffs. In this paper, we study…

Resource competition problems are often modeled using Colonel Blotto games, where players take simultaneous actions. However, many real-world scenarios involve sequential decision-making rather than simultaneous moves. To model these…

This paper examines the convergence behaviour of simultaneous best-response dynamics in random potential games. We provide a theoretical result showing that, for two-player games with sufficiently many actions, the dynamics converge quickly…

In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…

We study natural improvement dynamics in weighted congestion games with polynomial latencies of maximum degree $d\geq 1$. We focus on two problems regarding the existence and efficiency of approximate pure Nash equilibria, with a reasonable…

We consider a game in which each player must find a compromise between more daring strategies that carry a high risk for him to be eliminated, and more cautious ones that, however, reduce his final score. For two symmetric players this game…

Playing a symmetric bi-matrix game is usually physically implemented by sharing pairs of 'objects' between two players. A new setting is proposed that explicitly shows effects of quantum correlations between the pairs on the structure of…

We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime $M$. Switching decisions are driven by a continuous stochastic factor $X$…

We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…

Given a bimatrix game, the associated leadership or commitment games are defined as the games at which one player, the leader, commits to a (possibly mixed) strategy and the other player, the follower, chooses his strategy after having…

We consider a security game in a setting consisting of two players (an attacker and a defender), each with a given budget to allocate towards attack and defense, respectively, of a set of nodes. Each node has a certain value to the attacker…