Related papers: Does randomization matter in dynamic games?

This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…

We consider extensive games with perfect information with well-founded game trees and study the problems of existence and of characterization of the sets of subgame perfect equilibria in these games. We also provide such characterizations…

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

Given a skew-symmetric matrix, the corresponding two-player symmetric zero-sum game is defined as follows: one player, the row player, chooses a row and the other player, the column player, chooses a column. The payoff of the row player is…

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

The replicator dynamics of players choosing either mixed or pure strategies are usually regarded as equivalent, as long as strategies are played with identical frequencies. In this paper we show that a population of pure strategists can be…

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

At a mixed Nash equilibrium, the payoff of a player does not depend on her own action, as long as her opponent sticks to his. In a periodic strategy, a concept developed in a previous paper (arXiv:1307.2035v4), in contrast, the own payoff…

Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

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,…

This paper tackles the problem of adversarial examples from a game theoretic point of view. We study the open question of the existence of mixed Nash equilibria in the zero-sum game formed by the attacker and the classifier. While previous…

Dynamic zero-sum games are an important class of problems with applications ranging from evasion-pursuit and heads-up poker to certain adversarial versions of control problems such as multi-armed bandit and multiclass queuing problems.…

We study best-response type learning dynamics for zero-sum polymatrix games under two information settings. The two settings are distinguished by the type of information that each player has about the game and their opponents' strategy. The…

We introduce a notion of subgames for stochastic timing games and the related notion of subgame-perfect equilibrium in possibly mixed strategies. While a good notion of subgame-perfect equilibrium for continuous-time games is not available…

We study evolutionary game dynamics in a well-mixed populations of finite size, N. A well-mixed population means that any two individuals are equally likely to interact. In particular we consider the average abundances of two strategies, A…

We analyze the performance of the best-response dynamic across all normal-form games using a random games approach. The playing sequence -- the order in which players update their actions -- is essentially irrelevant in determining whether…

Unlike Poker where the action space $\mathcal{A}$ is discrete, differential games in the physical world often have continuous action spaces not amenable to discrete abstraction, rendering no-regret algorithms with…

In this paper, we consider a zero-sum undiscounted stochastic game which has finite state space and finitely many pure actions. Also, we assume the transition probability of the undiscounted stochastic game is controlled by one player and…

Learning in zero-sum games studies a situation where multiple agents competitively learn their strategy. In such multi-agent learning, we often see that the strategies cycle around their optimum, i.e., Nash equilibrium. When a game…