Related papers: Continuous Blackjack: Equilibrium, Deviation and A…
In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…
We derive the rate of convergence to the strongly variationally stable Nash equilibrium in a convex game, for a zeroth-order learning algorithm. Though we do not assume strong monotonicity of the game, our rates for the one-point feedback…
We present a couple of adaptive learning models of poker-like games, by means of which we show how bluffing strategies emerge very naturally, and can also be rational and evolutively stable. Despite their very simple learning algorithms,…
In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…
Considering infinite-horizon, discrete-time, linear quadratic, N-player dynamic games with scalar dynamics, a graphical representation of feedback Nash equilibrium solutions is provided. This representation is utilised to derive conditions…
We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…
We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…
We use vector bundles to study the locus of totally mixed Nash equilibria of an $n$-player game in normal form, which we call the Nash equilibrium scheme. When the payoff tensor format is balanced, we study the Nash discriminant variety,…
Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…
The subject of this paper is a variation of a blackjack game, mainly popular in some parts of Europe where it is known as einz (in German slang: one). We describe the rules of this game, indicate its main characteristics, give some…
Approximating a Nash equilibrium is currently the best performing approach for creating poker-playing programs. While for the simplest variants of the game, it is possible to evaluate the quality of the approximation by computing the value…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
Recently, a new model extending the standard replicator equation to a finite set of players connected on an arbitrary graph was developed in evolutionary game dynamics. The players are interpreted as subpopulations of multipopulations…
A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…
A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a…
Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…
In this paper, we formulate an evolutionary multiple access channel game with continuous-variable actions and coupled rate constraints. We characterize Nash equilibria of the game and show that the pure Nash equilibria are Pareto optimal…
In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…