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We consider an environment where players need to decide whether to buy a certain product (or adopt a technology) or not. The product is either good or bad, but its true value is unknown to the players. Instead, each player has her own…

General Economics · Economics 2022-07-22 Ilai Bistritz , Nasimeh Heydaribeni , Achilleas Anastasopoulos

Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…

Computer Science and Game Theory · Computer Science 2007-12-11 Stéphane Le Roux

Zero-sum stochastic games provide a rich model for competitive decision making. However, under general forms of state uncertainty as considered in the Partially Observable Stochastic Game (POSG), such decision making problems are still not…

Artificial Intelligence · Computer Science 2016-06-23 Auke J. Wiggers , Frans A. Oliehoek , Diederik M. Roijers

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

Optimization and Control · Mathematics 2019-12-17 Jalal Arabneydi , Amir G. Aghdam

Game dynamics theory, as a field of science, the consistency of theory and experiment is essential. In the past 10 years, important progress has been made in the merging of the theory and experiment in this field, in which dynamics cycle is…

Theoretical Economics · Economics 2024-11-13 Zhijian Wang , Shujie Zhou , Qinmei Yao , Yijia Wang

We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We…

Mathematical Finance · Quantitative Finance 2024-05-15 Qinglong Zhou , Gaofeng Zong

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David H. Wolpert

We consider a two-player dynamic information design problem between a principal and a receiver -- a game is played between the two agents on top of a Markovian system controlled by the receiver's actions, where the principal obtains and…

Computer Science and Game Theory · Computer Science 2024-03-20 Dengwang Tang , Vijay G. Subramanian

In this paper, we consider a discrete-time stochastic Stackelberg game with a single leader and multiple followers. Both the followers and the leader together have conditionally independent private types, conditioned on action and previous…

Optimization and Control · Mathematics 2022-09-21 Deepanshu Vasal

In stochastic games with incomplete information, the uncertainty is evoked by the lack of knowledge about a player's own and the other players' types, i.e. the utility function and the policy space, and also the inherent stochasticity of…

Machine Learning · Computer Science 2022-03-21 Hannes Eriksson , Debabrota Basu , Mina Alibeigi , Christos Dimitrakakis

In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When…

Methodology · Statistics 2019-11-27 Nathan Canen , Jacob Schwartz , Kyungchul Song

Information design (ID) explores how a sender influence the optimal behavior of receivers to achieve specific objectives. While ID originates from everyday human communication, existing game-theoretic and machine learning methods often…

Computer Science and Game Theory · Computer Science 2025-02-04 Wenhao Li , Yue Lin , Xiangfeng Wang , Bo Jin , Hongyuan Zha , Baoxiang Wang

In contrast to the classic formulation of partial monitoring, linear partial monitoring can model infinite outcome spaces, while imposing a linear structure on both the losses and the observations. This setting can be viewed as a…

Machine Learning · Computer Science 2026-01-15 Federico Di Gennaro , Khaled Eldowa , Nicolò Cesa-Bianchi

When learning in strategic environments, a key question is whether agents can overcome uncertainty about their preferences to achieve outcomes they could have achieved absent any uncertainty. Can they do this solely through interactions…

Computer Science and Game Theory · Computer Science 2024-11-21 Nivasini Ananthakrishnan , Nika Haghtalab , Chara Podimata , Kunhe Yang

When players make sequential decisions that are unobservable to one another, their behavior can nonetheless be influenced by knowing who moves first. This sequential structure, often referred to as "virtual observability," suggests that…

General Economics · Economics 2025-12-02 C. Monica Capra , Charles A. Holt , Po-Hsuan Lin

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…

Computer Science and Game Theory · Computer Science 2023-11-07 Victor Boone , Panayotis Mertikopoulos

We investigate uniformity properties of strategies. These properties involve sets of plays in order to express useful constraints on strategies that are not \mu-calculus definable. Typically, we can state that a strategy is…

Computer Science and Game Theory · Computer Science 2013-03-05 Bastien Maubert , Sophie Pinchinat , Laura Bozzelli

We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our…

General Economics · Economics 2023-09-04 Ali Lazrak , Hanxiao Wang , Jiongmin Yong

Recent advancements in algorithms for sequential decision-making under imperfect information have shown remarkable success in large games such as limit- and no-limit poker. These algorithms traditionally formalize the games using the…

Computer Science and Game Theory · Computer Science 2023-12-07 Vojtěch Kovařík , David Milec , Michal Šustr , Dominik Seitz , Viliam Lisý

We study Bayesian coordination games where agents receive noisy private information over the game's payoffs, and over each others' actions. If private information over actions is of low quality, equilibrium uniqueness obtains in a manner…

General Economics · Economics 2021-11-23 Dominik Grafenhofer , Wolfgang Kuhle