Related papers: Egalitarian solution for games with discrete side …
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…
In this paper, we introduce a family of games called concave pro-rata games. In such a game, players place their assets into a pool, and the pool pays out some concave function of all assets placed into it. Each player then receives a…
In game theory, players have continuous expected payoff functions and can use fixed point theorems to locate equilibria. This optimization method requires that players adopt a particular type of probability measure space. Here, we introduce…
We will describe a combinatorial game that models the problem of resolution of singularities of algebraic varieties over a field of characteristic zero. By giving a winning strategy for this game, we give another proof of the existence of…
We introduce a new allocation rule, the uniform-dividend value (UD-value), for cooperative games whose characteristic function is incomplete. The UD-value assigns payoffs by distributing the total surplus of each family of indistinguishable…
I study the problem of allocating objects among agents without using money. Agents can receive several objects and have dichotomous preferences, meaning that they either consider objects to be acceptable or not. In this setup, the…
This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…
This paper considers the theoretical, computational, and econometric properties of continuous time dynamic discrete choice games with stochastically sequential moves, introduced by Arcidiacono, Bayer, Blevins, and Ellickson (2016). We…
An alternate Lagrangian scheme at discrete times is proposed for the approximation of a nonlinear continuity equation arising as a mean-field limit of spatially inhomogeneous evolutionary games, describing the evolution of a system of…
The distributed computation of a Nash equilibrium in aggregative games is gaining increased traction in recent years. Of particular interest is the mediator-free scenario where individual players only access or observe the decisions of…
This paper is concerned with a linear quadratic stochastic two-person zero-sum differential game with constant coefficients in an infinite time horizon. Open-loop and closed-loop saddle points are introduced. The existence of closed-loop…
Repeated games have a long tradition in the behavioral sciences and evolutionary biology. Recently, strategies were discovered that permit an unprecedented level of control over repeated interactions by enabling a player to unilaterally…
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…
Direct reciprocity is a mechanism for sustaining mutual cooperation in repeated social dilemma games, where a player would keep cooperation to avoid being retaliated by a co-player in the future. So-called zero-determinant (ZD) strategies…
In this paper we introduce the $\Gamma$ value, a new value for cooperative games with transferable utility. We also provide an axiomatic characterization of the $\Gamma$ value based on a property concerning the so-called necessary players.…
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms…
The game theoretic concepts of rationalizability and iterated dominance are closely related and provide characterizations of each other. Indeed, the equivalence between them implies that in a two player finite game, the remaining set of…
We consider a convexity constrained Hamilton-Jacobi-Bellman-type obstacle problem for the value function of a zero-sum differential game with asymmetric information. We propose a convexity-preserving probabilistic numerical scheme for the…
The policy iteration method is a classical algorithm for solving optimal control problems. In this paper, we introduce a policy iteration method for Mean Field Games systems, and we study the convergence of this procedure to a solution of…
Optimization problems with discrete decisions are nonconvex and thus lack strong duality, which limits the usefulness of tools such as shadow prices and the KKT conditions. It was shown in Burer(2009) that mixed-binary quadratic programs…