Related papers: Continuous Positional Payoffs
We study strategic games on weighted directed graphs, in which the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy, augmented by a fixed non-negative integer bonus for picking a…
A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…
Parity games are two-player infinite-duration games on graphs that play a crucial role in various fields of theoretical computer science. Finding efficient algorithms to solve these games in practice is widely acknowledged as a core problem…
This paper considers the difference of stop-loss payoffs where the underlying is a difference of two random variables. The goal is to study whether the comonotonic and countermonotonic modifications of those two random variables can be used…
Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…
We study the convergence properties of a payoff-based higher-order version of replicator dynamics, a widely studied model in evolutionary dynamics and game-theoretic learning, in contractive games. Recent work has introduced a…
We introduce signature payoffs, a family of path-dependent derivatives that are given in terms of the signature of the price path of the underlying asset. We show that these derivatives are dense in the space of continuous payoffs, a result…
We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given…
We consider deterministic totally-ordered-time games. We present three axioms for strategies. We show that for any tuple of strategies that satisfy the axioms, there exists a unique complete history that is consistent with the strategy…
This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…
In a recent work, Laforgue et al. introduce the model of last switch dependent (LSD) bandits, in an attempt to capture nonstationary phenomena induced by the interaction between the player and the environment. Examples include satiation,…
The sequence of moves in a dynamic team tournament may distort the ex-ante winning probabilities and harm efficiency. This paper compares seven soccer penalty shootout rules that determine the kicking order, from a theoretical perspective.…
We study the problem of checking for the existence of constrained pure Nash equilibria in a subclass of polymatrix games defined on weighted directed graphs. The payoff of a player is defined as the sum of nonnegative rational weights on…
We investigate multi-round team competitions between two teams, where each team selects one of its players simultaneously in each round and each player can play at most once. The competition defines an extensive-form game with perfect…
Mean-payoff games play a central role in quantitative synthesis and verification. In a single-dimensional game a weight is assigned to every transition and the objective of the protagonist is to assure a non-negative limit-average weight.…
Evolution occurs in populations of reproducing individuals. Reproduction depends on the payoff a strategy receives. The payoff depends on the environment that may change over time, on intrinsic uncertainties, and on other sources of…
We study reputation formation where a long-run player repeatedly observes private signals and takes actions. Short-run players observe the long-run player's past actions but not her past signals. The long-run player can thus develop a…
The known results regarding two-player zero-sum games are naturally generalized in complex space and are presented through a complete compact theory. The payoff function is defined by the real part of the payoff function in the real case,…
In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…
We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…