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In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

Computer Science and Game Theory · Computer Science 2018-09-24 Yuke Li , A. Stephen Morse

We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…

Computer Science and Game Theory · Computer Science 2017-01-03 Stéphane Le Roux , Arno Pauly

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

Optimization and Control · Mathematics 2017-07-25 Dario Bauso , Jian Gao , Hamidou Tembine

Games on graphs provide a natural model for reactive non-terminating systems. In such games, the interaction of two players on an arena results in an infinite path that describes a run of the system. Different settings are used to model…

Computer Science and Game Theory · Computer Science 2011-06-08 Krishnendu Chatterjee , Nathanaël Fijalkow

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

Optimization and Control · Mathematics 2016-05-17 Monica Patriche

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…

Statistics Theory · Mathematics 2024-02-27 Jozsef Konczer

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the constraints that optimal solutions need to satisfy, and…

Data Structures and Algorithms · Computer Science 2023-10-03 Daniele Dell'Erba , Arthur Dumas , Sven Schewe

We consider static finite-player network games and their continuum analogs, graphon games. Existence and uniqueness results are provided, as well as convergence of the finite-player network game optimal strategy profiles to their analogs…

Optimization and Control · Mathematics 2019-11-26 Rene Carmona , Daniel Cooney , Christy Graves , Mathieu Lauriere

This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach…

Systems and Control · Electrical Eng. & Systems 2024-04-22 Killian Wood , Ahmed Zamzam , Emiliano Dall'Anese

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…

Machine Learning · Statistics 2019-05-20 Lucas Maystre , Victor Kristof , Matthias Grossglauser

We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…

Computer Science and Game Theory · Computer Science 2016-07-13 Stéphane Le Roux , Arno Pauly

We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…

Optimization and Control · Mathematics 2024-09-04 Olivier Bokanowski , Xavier Warin

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

Computer Science and Game Theory · Computer Science 2022-07-12 T. Kroupa , T. Votroubek

We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…

Logic in Computer Science · Computer Science 2016-03-18 Stéphane Le Roux , Arno Pauly

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

Optimization and Control · Mathematics 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

We study zero-sum games, a variant of the classical combinatorial Subtraction games (studied for example in the monumental work "Winning Ways", by Berlekamp, Conway and Guy), called Cumulative Subtraction (CS). Two players alternate in…

Combinatorics · Mathematics 2020-02-14 Gal Cohensius , Urban Larsson , Reshef Meir , David Wahlstedt

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…

Econometrics · Economics 2025-11-11 Jason R. Blevins

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

It is known that the generalized Nash equilibrium problem can be reformulated as a quasivariational inequality. Our aim in this work is to introduce a variational approach to study the existence of solutions for generalized ordinal Nash…

Optimization and Control · Mathematics 2023-01-31 Orestes Bueno , John Cotrina , Yboon García

This paper has a twofold scope. The first one is to clarify and put in evidence the isomorphic character of two theories developed in quite different fields: on one side, threshold logic, on the other side, simple games. One of the main…

Computer Science and Game Theory · Computer Science 2017-07-10 Josep Freixas , Marc Freixas , Sascha Kurz