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Related papers: Subgame-perfect Equilibria in Mean-payoff Games

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We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

Computer Science and Game Theory · Computer Science 2022-03-29 Hugo Gimbert , Edon Kelmendi

We investigate concurrent two-player win/lose stochastic games on finite graphs with prefix-independent objectives. We characterize subgame optimal strategies and use this characterization to show various memory transfer results: 1) For a…

Computer Science and Game Theory · Computer Science 2023-01-26 Benjamin Bordais , Patricia Bouyer , Stéphane Le Roux

We present novel techniques for neuro-symbolic concurrent stochastic games, a recently proposed modelling formalism to represent a set of probabilistic agents operating in a continuous-space environment using a combination of neural network…

Computer Science and Game Theory · Computer Science 2022-06-22 Rui Yan , Gabriel Santos , Xiaoming Duan , David Parker , Marta Kwiatkowska

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

Computer Science and Game Theory · Computer Science 2024-11-12 Xavier Allamigeon , Stéphane Gaubert , Ricardo D. Katz , Mateusz Skomra

We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on controls in $L^2$. We propose a novel approach for deriving the…

Optimization and Control · Mathematics 2024-02-16 Eduardo Abi Jaber , Eyal Neuman , Moritz Voß

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

Systems and Control · Computer Science 2018-06-06 Naci Saldi , Tamer Basar , Maxim Raginsky

We present a comprehensive study of utility function of the minority game in its efficient regime. We develop an effective description of state of the game. For the payoff function $g(x)=\sgn (x)$ we explicitly represent the game as the…

Trading and Market Microstructure · Quantitative Finance 2011-03-04 Karol Wawrzyniak , Wojciech Wislicki

Computing equilibria of games is a central task in computer science. A large number of results are known for \emph{Nash equilibrium} (NE). However, these can be adopted only when coalitions are not an issue. When instead agents can form…

Computer Science and Game Theory · Computer Science 2017-11-20 Nicola Gatti , Marco Rocco , Tuomas Sandholm

We apply Blackwell optimality to repeated games. An equilibrium whose strategy profile is sequentially rational for all high enough discount factors simultaneously is a Blackwell (subgame-perfect, perfect public, etc.) equilibrium. The bite…

Theoretical Economics · Economics 2025-01-13 Costas Cavounidis , Sambuddha Ghosh , Johannes Hörner , Eilon Solan , Satoru Takahashi

We propose a model for games in which the players have shared access to a blockchain that allows them to deploy smart contracts to act on their behalf. This changes fundamental game-theoretic assumptions about rationality since a contract…

Computer Science and Game Theory · Computer Science 2023-04-05 Mathias Hall-Andersen , Nikolaj I. Schwartzbach

Quantitative games are two-player zero-sum games played on directed weighted graphs. Total-payoff games (that can be seen as a refinement of the well-studied mean-payoff games) are the variant where the payoff of a play is computed as the…

Computer Science and Game Theory · Computer Science 2015-07-15 Thomas Brihaye , Gilles Geeraerts , Axel Haddad , Benjamin Monmege

We study rational synthesis problems for concurrent games with omega-regular objectives. Our model of rationality considers only pure strategy Nash equilibria that satisfy either a social welfare or Pareto optimality condition with respect…

Computer Science and Game Theory · Computer Science 2025-09-23 Purandar Bhaduri

We study the existence of positional strategies for the protagonist in infinite duration games over arbitrary game graphs. We prove that prefix-independent objectives in $\Sigma_0^2$ which are positional and admit a (strongly) neutral…

Logic in Computer Science · Computer Science 2026-05-06 Pierre Ohlmann , Michał Skrzypczak

We address the question of whether price of stability results (existence of equilibria with low social cost) are robust to incomplete information. We show that this is the case in potential games, if the underlying algorithmic social cost…

Computer Science and Game Theory · Computer Science 2015-03-13 Vasilis Syrgkanis

In dynamic games with asymmetric information structure, the widely used concept of equilibrium is perfect Bayesian equilibrium (PBE). This is expressed as a strategy and belief pair that simultaneously satisfy sequential rationality and…

Computer Science and Game Theory · Computer Science 2016-09-15 Abhinav Sinha , Achilleas Anastasopoulos

We propose a finite automaton-style solution concept for supergames. In our model, we define an equilibrium to be a cycle of state switches and a supergame to be an infinite walk on states of a finite stage game. We show that if the stage…

Theoretical Economics · Economics 2022-05-30 Davidson Cheng

We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…

Economics · Quantitative Finance 2017-04-04 Jian Yang

Normal-form proper equilibrium, introduced by Myerson as a refinement of normal-form perfect equilibrium, occupies a distinctive position in the equilibrium analysis of extensive-form games because its more stringent perturbation structure…

Computer Science and Game Theory · Computer Science 2026-02-12 Yuqing Hou , Yiyin Cao , Chuangyin Dang

Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…

Optimization and Control · Mathematics 2025-05-09 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…

Optimization and Control · Mathematics 2024-03-14 Elisa Mastrogiacomo , Marco Tarsia