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We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…

Economics · Quantitative Finance 2017-04-04 Jian Yang

We investigate an infinite-horizon time-inconsistent mean-field game (MFG) in a discrete time setting. We first present a classic equilibrium for the MFG and its associated existence result. This classic equilibrium aligns with the…

Optimization and Control · Mathematics 2024-09-13 Erhan Bayraktar , Zhenhua Wang

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally…

Adaptation and Self-Organizing Systems · Physics 2024-05-15 Yuzuru Sato , Eizo Akiyama , James P. Crutchfield

Understanding the evolution of human social systems requires flexible formalisms for the emergence of institutions. Although game theory is normally used to model interactions individually, larger spaces of games can be helpful for modeling…

Physics and Society · Physics 2021-08-12 Seth Frey , Curtis Atkisson

Simple adaptive procedures that converge to correlated equilibria are known to exist for normal form games (Hart and Mas-Colell 2000), but no such analogue exists for extensive-form games. Leveraging inspiration from Zinkevich et al.…

Computer Science and Game Theory · Computer Science 2022-07-15 Hugh Zhang

We put forward a new model of congestion games where agents have uncertainty over the routes used by other agents. We take a non-probabilistic approach, assuming that each agent knows that the number of agents using an edge is within a…

Computer Science and Game Theory · Computer Science 2017-03-28 Reshef Meir , David Parkes

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park

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…

Optimization and Control · Mathematics 2019-09-26 Carlo Cenedese , Giuseppe Belgioioso , Yu Kawano , Sergio Grammatico , Ming Cao

Except for special classes of games, there is no systematic framework for analyzing the dynamical properties of multi-agent strategic interactions. Potential games are one such special but restrictive class of games that allow for tractable…

Computer Science and Game Theory · Computer Science 2023-10-03 Ozan Candogan , Asuman Ozdaglar , Pablo A. Parrilo

We introduce a class of extensive form games where players might not be able to foresee the possible consequences of their decisions and form a model of their opponents which they exploit to achieve a more profitable outcome. We improve…

Artificial Intelligence · Computer Science 2016-05-31 Paolo Turrini

The assumptions of necessary rationality and necessary knowledge of strategies, also known as perfect prediction, lead to at most one surviving outcome, immune to the knowledge that the players have of them. Solutions concepts implementing…

Computer Science and Game Theory · Computer Science 2019-05-23 Ghislain Fourny

It is frequently suggested that predictions made by game theory could be improved by considering computational restrictions when modeling agents. Under the supposition that players in a game may desire to balance maximization of payoff with…

Computer Science and Game Theory · Computer Science 2015-03-13 Hubie Chen

Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

Optimization and Control · Mathematics 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

Schelling's famous model of segregation assumes agents of different types who would like to be located in neighborhoods having at least a certain fraction of agents of the same type. We consider natural generalizations that allow for the…

Computer Science and Game Theory · Computer Science 2021-05-07 Panagiotis Kanellopoulos , Maria Kyropoulou , Alexandros A. Voudouris

We examine settings in which agents choose behaviors and care about their neighbors' behaviors, but have incomplete information about the network in which they are embedded. We develop a model in which agents use local knowledge of their…

Theoretical Economics · Economics 2024-12-04 Promit K. Chaudhuri , Matthew O. Jackson , Sudipta Sarangi , Hector Tzavellas

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…

Computer Science and Game Theory · Computer Science 2017-12-06 Mattia Mazzoli , Angel Sanchez

In multi-agent problems requiring a high degree of cooperation, success often depends on the ability of the agents to adapt to each other's behavior. A natural solution concept in such settings is the Stackelberg equilibrium, in which the…

Machine Learning · Computer Science 2024-06-14 Robert Loftin , Mustafa Mert Çelikok , Herke van Hoof , Samuel Kaski , Frans A. Oliehoek

We introduce a set-valued solution concept, M equilibrium, to capture empirical regularities from over half a century of game-theory experiments. We show M equilibrium serves as a meta theory for various models that hitherto were considered…

Theoretical Economics · Economics 2021-04-20 Jacob K. Goeree , Philippos Louis

Game theoretic equilibria are mathematical expressions of rationality. Rational agents are used to model not only humans and their software representatives, but also organisms, populations, species and genes, interacting with each other and…

Computer Science and Game Theory · Computer Science 2015-05-13 Dusko Pavlovic