Related papers: No-harm principle, rationality, and Pareto optimal…

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…

Fictitious play (FP) is a history-based strategy to choose actions in normal-form games, where players best-respond to the empirical frequency of their opponents' past actions. While it is well-established that FP converges to the set of…

We propose a general class of symmetric games called position-optimization games. Given a probability distribution $Q$ over a set of targets $\mathcal{Y}$, the $n$ players each choose a position in a space $\mathcal{X}$. A player's utility…

In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…

Many distributed systems can be modeled as network games: a collection of selfish players that communicate in order to maximize their individual utilities. The performance of such games can be evaluated through the costs of the system…

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…

In this work, a non-cooperative power control game for multi-carrier CDMA systems is proposed. In the proposed game, each user needs to decide how much power to transmit over each carrier to maximize its overall utility. The utility…

Repeated quantum game theory addresses long term relations among players who choose quantum strategies. In the conventional quantum game theory, single round quantum games or at most finitely repeated games have been widely studied, however…

In a satisficing equilibrium each agent $i$ plays one of her top $k_i$ actions in response to the actions of the other agents. Our concept unifies models of bounded rationality and yields predictions that differ from canonical solution…

We examine sequential equilibrium in the context of computational games, where agents are charged for computation. In such games, an agent can rationally choose to forget, so issues of imperfect recall arise. In this setting, we consider…

Existing work on trustworthy machine learning (ML) often concentrates on individual aspects of trust, such as fairness or privacy. Additionally, many techniques overlook the distinction between those who train ML models and those…

Existing multi-objective reinforcement learning (MORL) algorithms do not account for objectives that arise from players with differing beliefs. Concretely, consider two players with different beliefs and utility functions who may cooperate…

We study noncooperative games, in which each player's objective is composed of a sequence of ordered- and potentially conflicting-preferences. Problems of this type naturally model a wide variety of scenarios: for example, drivers at a busy…

The aim of this article is to propose a core game theory model of transaction costs wherein it is indicated how direct costs determine the probability of loss and subsequent transaction costs. The existence of optimum is proven, and the way…

We study the computational complexity of decision problems about Nash equilibria in $m$-player games. Several such problems have recently been shown to be computationally equivalent to the decision problem for the existential theory of the…

We present a general framework for solving a large class of learning problems with non-linear functions of classification rates. This includes problems where one wishes to optimize a non-decomposable performance metric such as the F-measure…

In many competitive settings, from education to politics, rules do not reward effort evenly, and thresholds (e.g., grade cutoffs or electoral majorities) make some moments disproportionately important. Success thus depends on efficiently…

In this work, we investigate a security game between an attacker and a defender, originally proposed in \cite{emadi2019security}. As is well known, the combinatorial nature of security games leads to a large cost matrix. Therefore,…