Related papers: Testing homogeneity in dynamic discrete games in f…
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.…
This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…
This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…
This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…
In hedonic games, players form coalitions based on individual preferences over the group of players they could belong to. Several concepts to describe the stability of coalition structures in a game have been proposed and analysed in the…
Empirically, many strategic settings are characterized by stable outcomes in which players' decisions are publicly observed, yet no player takes the opportunity to deviate. To analyze such situations in the presence of incomplete…
We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…
In this work we address the problem of detecting whether a sampled probability distribution of a random variable $V$ has infinite first moment. This issue is notably important when the sample results from complex numerical simulation…
The perceived risk and reward for a given situation can vary depending on resource availability, accumulated wealth, and other extrinsic factors such as individual backgrounds. Based on this general aspect of everyday life, here we use…
We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally…
The test of homogeneity for normal mixtures has been conducted in diverse research areas, but constructing a theory of the test of homogeneity is challenging because the parameter set for the null hypothesis corresponds to singular points…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…
When human operators of cyber-physical systems encounter surprising behavior, they often consider multiple hypotheses that might explain it. In some cases, taking information-gathering actions such as additional measurements or control…
This paper studies the convergence of mean field games with finite state space to mean field games with a continuous state space. We examine a space discretization of a diffusive dynamics, which is reminiscent of the Markov chain…
We introduce a formal notion of masking fault-tolerance between probabilistic transition systems based on a variant of probabilistic bisimulation (named masking simulation). We also provide the corresponding probabilistic game…
Hybrid games are games played on a finite graph endowed with real variables which may model behaviors of discrete controllers of continuous systems. The synthesis problem for hybrid games is decidable for classical objectives (like LTL…
Automated verification techniques for stochastic games allow formal reasoning about systems that feature competitive or collaborative behaviour among rational agents in uncertain or probabilistic settings. Existing tools and techniques…
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…