Related papers: Compromise, Don't Optimize: Generalizing Perfect B…
This paper studies Bayesian games with general action spaces, correlated types and interdependent payoffs. We introduce the condition of ``decomposable coarser payoff-relevant information'', and show that this condition is both sufficient…
In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…
We show that standard Bayesian games cannot represent the full spectrum of belief-dependent preferences. However, by introducing a fundamental distinction between intended and actual strategies, we remove this limitation. We define Bayesian…
Cooperative game theory has diverse applications in contemporary artificial intelligence, including domains like interpretable machine learning, resource allocation, and collaborative decision-making. However, specifying a cooperative game…
Many prediction tasks contain uncertainty. In some cases, uncertainty is inherent in the task itself. In future prediction, for example, many distinct outcomes are equally valid. In other cases, uncertainty arises from the way data is…
We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…
Recent price-of-anarchy analyses of games of complete information suggest that coarse correlated equilibria, which characterize outcomes resulting from no-regret learning dynamics, have near-optimal welfare. This work provides two main…
Among the various aspects of algorithmic fairness studied in recent years, the tension between satisfying both \textit{sufficiency} and \textit{separation} -- e.g. the ratios of positive or negative predictive values, and false positive or…
General equilibrium, the cornerstone of modern economics and finance, rests on assumptions many markets do not meet. Spectrum auctions, electricity markets, and cap-and-trade programs for resource rights often feature non-convexities in…
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the…
Poker is a challenging problem for artificial intelligence, with non-deterministic dynamics, partial observability, and the added difficulty of unknown adversaries. Modelling all of the uncertainties in this domain is not an easy task. In…
Kuhn's Theorem shows that extensive games with perfect recall can equivalently be analyzed using mixed or behavioral strategies, as long as players are expected utility maximizers. This note constructs an example that illustrate the limits…
In games with incomplete and ambiguous information, rational behavior depends not only on fundamental ambiguity (ambiguity about states) but also on strategic ambiguity (ambiguity about others' actions), which further induces hierarchies of…
In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…
Quantum games with incomplete information can be studied within a Bayesian framework. We analyze games quantized within the EWL framework [Eisert, Wilkens, and Lewenstein, Phys Rev. Lett. 83, 3077 (1999)]. We solve for the Nash equilibria…
This article introduces a framework for evaluating statistical decisions under both prior ambiguity and likelihood misspecification. We begin with an ambiguity set - a frequentist model that pairs a possibly misspecified likelihood with…
Gallice and Monz\'on (2019) present a natural environment that sustains full co-operation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents…
Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…
We propose a new determinacy hypothesis for transfinite games, use the hypothesis to extend the perfect set theorem, prove relationships between various determinacy hypotheses, expose inconsistent versions of determinacy, and provide a…
We study two-player general sum repeated finite games where the rewards of each player are generated from an unknown distribution. Our aim is to find the egalitarian bargaining solution (EBS) for the repeated game, which can lead to much…