Related papers: Efficiency of equilibria in games with random payo…

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

We consider the problem of distributed channel allocation in large networks under the frequency-selective interference channel. Performance is measured by the weighted sum of achievable rates. Our proposed algorithm is a modified Fictitious…

When two players are engaged in a repeated game with unknown payoff matrices, they may use single-agent multi-armed bandit algorithms to choose the actions independent of each other. We show that when the players use Thompson sampling, the…

We study optimal execution in markets with transient price impact in a competitive setting with $N$ traders. Motivated by prior negative results on the existence of pure Nash equilibria, we consider randomized strategies for the traders and…

In this paper, we consider the competitive diffusion game, and study the existence of its pure-strategy Nash equilibrium when defined over general undirected networks. We first determine the set of pure-strategy Nash equilibria for two…

In a multi-objective game, each individual's payoff is a \emph{vector-valued} function of everyone's actions. Under such vectorial payoffs, Pareto-efficiency is used to formulate each individual's best-response condition, inducing…

We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. More precisely, the paper focusses on a strategic dynamic…

We study the deterministic and randomized query complexity of finding approximate equilibria in bimatrix games. We show that the deterministic query complexity of finding an $\epsilon$-Nash equilibrium when $\epsilon < \frac{1}{2}$ is…

Optimal behavior in (competitive) situation is traditionally determined with the help of utility functions that measure the payoff of different actions. Given an ordering on the space of revenues (payoffs), the classical axiomatic approach…

We consider solutions of normal form games that are invariant under strategic equivalence. We consider additional properties that can be expected (or be desired) from a solution of a game, and we observe the following: - Even the weakest…

One of the natural objectives of the field of the social networks is to predict agents' behaviour. To better understand the spread of various products through a social network arXiv:1105.2434 introduced a threshold model, in which the nodes…

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

We present a novel polynomial time approximation scheme for two-strategy anonymous games, in which the players' utility functions, although potentially different, do not differentiate among the identities of the other players. Our algorithm…

An axiomatic characterization of Nash equilibrium is provided for games in normal form. The Nash equilibrium correspondence is shown to be fully characterized by four simple and intuitive axioms, two of which are inspired by contraction and…

The notion of fault tolerant Nash equilibria has been introduced as a way of studying the robustness of Nash equilibria. Under this notion, a fixed number of players are allowed to exhibit faulty behavior in which they may deviate…

We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, $N$ agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off…