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Experimental economics has repeatedly demonstrated that the Nash equilibrium makes inaccurate predictions for a vast set of games. Instead, several alternative theoretical concepts predict behavior that is much more in tune with observed…

General Finance · Quantitative Finance 2015-03-17 Christian Hilbe

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

General Economics · Economics 2020-04-10 Stefan Rass

Modern robotic systems frequently engage in complex multi-agent interactions, many of which are inherently multi-modal, i.e., they can lead to multiple distinct outcomes. To interact effectively, robots must recognize the possible…

Robotics · Computer Science 2025-08-12 Maulik Bhatt , Iman Askari , Yue Yu , Ufuk Topcu , Huazhen Fang , Negar Mehr

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

We consider a scheduling game on parallel related machines, in which jobs try to minimize their completion time by choosing a machine to be processed on. Each machine uses an individual priority list to decide on the order according to…

Computer Science and Game Theory · Computer Science 2023-11-28 Vipin Ravindran Vijayalakshmi , Marc Schröder , Tami Tamir

Modeling of physical human-robot collaborations is generally a challenging problem due to the unpredictive nature of human behavior. To address this issue, we present a data-efficient reinforcement learning framework which enables a robot…

Robotics · Computer Science 2016-07-28 Ali Ghadirzadeh , Judith Bütepage , Atsuto Maki , Danica Kragic , Mårten Björkman

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham

We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision…

Optimization and Control · Mathematics 2024-07-09 Filippo Fabiani , Andrea Simonetto , Paul J. Goulart

This paper considers a distributed Nash equilibrium seeking problem, where the players only have partial access to other players' actions, such as their neighbors' actions. Thus, the players are supposed to communicate with each other to…

Optimization and Control · Mathematics 2020-03-31 Yipeng Pang , Guoqiang Hu

This paper investigates how an autonomous agent can transmit information through its motion in an adversarial setting. We consider scenarios where an agent must reach its goal while deceiving an intelligent observer about its destination.…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Violetta Rostobaya , James Berneburg , Yue Guan , Michael Dorothy , Daigo Shishika

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…

Computer Science and Game Theory · Computer Science 2023-08-22 Sam Ganzfried

Learning in games discusses the processes where multiple players learn their optimal strategies through the repetition of game plays. The dynamics of learning between two players in zero-sum games, such as Matching Pennies, where their…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…

Computer Science and Game Theory · Computer Science 2022-10-28 Shutian Liu , Tao Li , Quanyan Zhu

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Optimization and Control · Mathematics 2023-09-04 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

Public goods games study the incentives of individuals to contribute to a public good and their behaviors in equilibria. In this paper, we examine a specific type of public goods game where players are networked and each has binary actions,…

Computer Science and Game Theory · Computer Science 2022-04-04 Sixie Yu , Kai Zhou , P. Jeffrey Brantingham , Yevgeniy Vorobeychik

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…

Optimization and Control · Mathematics 2025-08-04 Aloïs Duguet , Margarida Carvalho , Gabriele Dragotto , Sandra Ulrich Ngueveu

To what extent does the structure of the players' strategy space influence the efficiency of decentralized solutions in congestion games? In this work, we investigate whether better performance are possible when restricting to load…

Computer Science and Game Theory · Computer Science 2022-02-25 Vittorio Bilò , Cosimo Vinci

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Computer Science and Game Theory · Computer Science 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis