Related papers: Game-Theoretic Upper Expectations for Discrete-Tim…
A generalized model of games is proposed, in which cooperative games and non-cooperative games are special cases. Some games that are neither cooperative nor non-cooperative can be expressed and analyzed. The model is based on relationships…
This paper introduces a framework for finite non-cooperative games where each player faces a globally uncertain parameter with no common prior. Every player chooses both a mixed strategy and projects an emergent subjective prior to the…
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…
This paper provides an analysis of different formal representations of beliefs in epistemic game theory. The aim is to attempt a synthesis of different structures of beliefs in the presence of indeterminate probabilities. Special attention…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
An active line of research has considered games played on networks in which payoffs depend on both a player's individual decision and also the decisions of her neighbors. Such games have been used to model issues including the formation of…
We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…
We give an overview of two approaches to probability theory where lower and upper probabilities, rather than probabilities, are used: Walley's behavioural theory of imprecise probabilities, and Shafer and Vovk's game-theoretic account of…
Continuous-time assessments of game outcomes in sports have become increasingly common in the last decade. In American football, only discrete-time estimates of play value were possible, since the most advanced public football datasets were…
In \emph{zero-sum two-player hidden stochastic games}, players observe partial information about the state. We address: $(i)$ the existence of the \emph{uniform value}, i.e., a limiting average payoff that both players can guarantee for…
We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a stochastic process with uncertain parameters. We develop a general framework which can be seen as a version of the martingale problem method…
We study discrete preference games in heterogeneous social networks. These games model the interplay between a player's private belief and his/her publicly stated opinion (which could be different from the player's belief) as a strategic…
Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometric challenges to further improve both model solution and…
We study finite normal-form games in which payoffs are subject to random perturbations and players face uncertainty about how these shocks co-move across actions, an ambiguity that naturally arises when only realized (not counterfactual)…
What does it mean to fully understand the behavior of a network of adaptive agents? The golden standard typically is the behavior of learning dynamics in potential games, where many evolutionary dynamics, e.g., replicator, are known to…
We propose a new framework of Markov $\alpha$-potential games to study Markov games. We show that any Markov game with finite-state and finite-action is a Markov $\alpha$-potential game, and establish the existence of an associated…
In two-player games on graphs, the players move a token through a graph to produce an infinite path, which determines the winner of the game. Such games are central in formal methods since they model the interaction between a…
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…
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…