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Stochastic games are a convenient formalism for modelling systems that comprise rational agents competing or collaborating within uncertain environments. Probabilistic model checking techniques for this class of models allow us to formally…
There are $n$ players who compete by timing their actions. An opportunity appears randomly on a time interval. Whoever takes an action the fastest after the opportunity has arisen wins. The occurrence of the opportunity is observed only…
We study $\lambda$-discounted zero-sum games as the discount factor $\lambda$ approaches $0$ (that is, the players are more and more patient), in the context of games with stage duration. In stochastic games with stage duration $h$, players…
We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…
Deception plays a critical role in many interactions in communication and network security. Game-theoretic models called "cheap talk signaling games" capture the dynamic and information asymmetric nature of deceptive interactions. But…
This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fraudulent are investigated. We argue that this can lead to…
Local simultaneous state discrimination (LSSD) is a recently introduced problem in quantum information processing. Its classical version is a non-local game played by non-communicating players against a referee. Based on a known probability…
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is…
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…
This paper presents a learning dynamic with almost sure convergence guarantee for any stochastic game with turn-based controllers (on state transitions) as long as stage-payoffs induce a zero-sum or identical-interest game. Stage-payoffs…
This paper is concerned with a linear-quadratic (LQ) leader-follower differential game with mixed deterministic and stochastic controls. In the game, the follower is a random controller which means that the follower can choose adapted…
On a filtered probability space $(\Omega ,\mathcal{F}, (\mathcal{F}_t)_{t\in[0,\infty]}, \mathbb{P})$, we consider the two-player non-zero-sum stopping game $u^i := \mathbb{E}[U^i(\rho,\tau)],\ i=1,2$, where the first player choose a…
In this paper, we investigate the existence and characterization of the value for a two-player zero-sum differential game with symmetric incomplete information on a continuum of initial positions and with signal revelation. Before the game…
Concurrent stochastic games are an important formalism for the rational verification of probabilistic multi-agent systems, which involves verifying whether a temporal logic property is satisfied in some or all game-theoretic equilibria of…
This paper introduces an equilibrium framework based on sequential sampling in which players face strategic uncertainty over their opponents' behavior and acquire informative signals to resolve it. Sequential sampling equilibrium delivers a…
We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…
We revisit the well-studied problem of designing fair and manipulation-resistant tournament rules. In this problem, we seek a mechanism that (probabilistically) identifies the winner of a tournament after observing round-robin play among…
We study the dynamics of simple congestion games with two resources where a continuum of agents behaves according to a version of Experience-Weighted Attraction (EWA) algorithm. The dynamics is characterized by two parameters: the…
Imitating successful behavior is a natural and frequently applied approach to trust in when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic…
We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative.…