Related papers: Game-Theoretic Upper Expectations for Discrete-Tim…
We develop a domain-theoretic framework for imprecise probability reasoning and inference on general topological spaces with a countably based continuous lattice of open sets. We address two distinct forms of uncertainty: partial or…
We develop a systematic approach to quantum probability as a theory of rational betting in quantum gambles. In these games of chance the agent is betting in advance on the outcomes of several (finitely many) incompatible measurements. One…
We consider the problem of performing inference with imprecise continuous-time hidden Markov chains, that is, imprecise continuous-time Markov chains that are augmented with random output variables whose distribution depends on the hidden…
Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…
Given an imprecise probabilistic model over a continuous space, computing lower/upper expectations is often computationally hard to achieve, even in simple cases. Because expectations are essential in decision making and risk analysis,…
Classical game-theoretic models typically assume rational agents, complete information, and common knowledge of payoffs - assumptions that are often violated in real-world MAS characterized by uncertainty, misaligned perceptions, and nested…
We introduce a notion of subgames for stochastic timing games and the related notion of subgame-perfect equilibrium in possibly mixed strategies. While a good notion of subgame-perfect equilibrium for continuous-time games is not available…
We generalize standard credal set models for imprecise probabilities to include higher order credal sets -- confidences about confidences. In doing so, we specify how an agent's higher order confidences (credal sets) update upon observing…
We consider the problem of predicting human players' actions in repeated strategic interactions. Our goal is to predict the dynamic step-by-step behavior of individual players in previously unseen games. We study the ability of neural…
Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…
In [12] we formulated an evolutionary game theory model as a dynamical system on the state space of finite signed Borel measures under the weak* topology. The focus of this paper is to extend the analysis to include the long-time behavior…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…
This paper studies n-player games where players beliefs about their opponents behaviour are capacities. The concept of an equilibrium under uncertainty was introduced J.Dow and S.Werlang (J Econ. Theory 64 (1994) 205--224) for two players…
Currently the Dempster-Shafer based algorithm and Uniform Random Probability based algorithm are the preferred method of resolving security games, in which defenders are able to identify attackers and only strategy remained ambiguous.…
Infinite-state games are a commonly used model for the synthesis of reactive systems with unbounded data domains. Symbolic methods for solving such games need to be able to construct intricate arguments to establish the existence of winning…
We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and…
Players are statistical learners who learn about payoffs from data. They may interpret the same data differently, but have common knowledge of a class of learning procedures. I propose a metric for the analyst's "confidence" in a strategic…
To model the interaction of fiscal and monetary policy, a novel discrete-time, uncertain, infinite time horizon, dynamic game model is developed, where the uncertainties of expectations are modeled by unknown nonlinear but quadratically…
We construct a time-consistent sublinear expectation in the setting of volatility uncertainty. This mapping extends Peng's G-expectation by allowing the range of the volatility uncertainty to be stochastic. Our construction is purely…
High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…