Related papers: Characterization of equilibrium existence and puri…
It is well-known that for infinitely repeated games, there are computable strategies that have best responses, but no computable best responses. These results were originally proved for either specific games (e.g., Prisoner's dilemma), or…
We consider turn-based stochastic two-player games with a combination of a parity condition that must hold surely, that is in all possible outcomes, and of a parity condition that must hold almost-surely, that is with probability 1. The…
This paper is concerned with a new type of differential game problems of forwardbackward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations,…
Repeated games are useful models to analyze long term interactions of living species and complex social phenomena. Zero-determinant (ZD) strategies in repeated games discovered by Press and Dyson in 2012 enforce a linear payoff relationship…
Global games are a class of incomplete information games where the payoffs exhibit strategic complementarity leading to an incentive for the agents to coordinate their actions. Such games have been used to model scenarios in many…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
The conditional commitment abilities of mutually transparent computer agents have been studied in previous work on commitment games and program equilibrium. This literature has shown how these abilities can help resolve Prisoner's Dilemmas…
We study how strategic interaction can arise from controlled quantum dynamics rather than being imposed as an external mathematical structure. We introduce a class of interaction-defined quantum games in which players are represented by…
We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…
We address counterfactual analysis in empirical models of games with partially identified parameters, and multiple equilibria and/or randomized strategies, by constructing and analyzing the counterfactual predictive distribution set (CPDS).…
We develop an empirical framework for analyzing dynamic games when the underlying information structure is unknown to the analyst. We introduce \textit{Markov correlated equilibrium}, a dynamic analog of Bayes correlated equilibrium, and…
This paper proves several Tauberian theorems for general iterations of operators, and provides two applications to zero-sum stochastic games where the total payoff is a weighted sum of the stage payoffs. The first application is to provide…
We generalize the seminal framework of Kyle (1985) to a many-asset setting, bridging the gap between informed-trading theory and modern trading practices. Specifically, we formulate an infinite-dimensional Bayesian trading game in which the…
We study testable implications of multiple equilibria in discrete games with incomplete information. Unlike de Paula and Tang (2012), we allow the players' private signals to be correlated. In static games, we leverage independence of…
We consider multi-player stopping games in continuous time. Unlike Dynkin games, in our games the payoff of each player is revealed after all the players stop. Moreover, each player can adjust her own stopping strategy by observing other…
Transparency of information disclosure has always been considered an instrumental component of effective governance, accountability, and ethical behavior in any organization or system. However, a natural question follows: \emph{what is the…
We show that every two-player stochastic game with finite state and action sets and bounded, Borel-measurable, and shift-invariant payoffs, admits an $\ep$-equilibrium for all $\varepsilon>0$.
Evolutionary game theory is an abstract and simple, but very powerful way to model evolutionary dynamics. Even complex biological phenomena can sometimes be abstracted to simple two-player games. But often, the interaction between several…
Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…
Boolean games are an expressive and natural formalism through which to investigate problems of strategic interaction in multiagent systems. Although they have been widely studied, almost all previous work on Nash equilibria in Boolean games…