Related papers: Characterization of equilibrium existence and puri…

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Recent price-of-anarchy analyses of games of complete information suggest that coarse correlated equilibria, which characterize outcomes resulting from no-regret learning dynamics, have near-optimal welfare. This work provides two main…

We study new classes of games, called zero-sum equivalent games and zero-sum equivalent potential games, and prove decomposition theorems involving these classes of games. We say that two games are "strategically equivalent" if, for every…

We present several new characterizations of correlated equilibria in games with continuous utility functions. These have the advantage of being more computationally and analytically tractable than the standard definition in terms of…

Candogan et al. (2011) provide an orthogonal direct-sum decomposition of finite games into potential, harmonic and nonstrategic components. In this paper we study the issue of decomposing games that are strategically equivalent from a…

We study multi-player games with perfect information and general payoff function, where the set of stages is the set of non-positive integers $\{\ldots,-2,-1,0\}$. We define two related equilibrium concepts: one considering only deviations…

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

This paper studies the rationalization and identification of binary games where players have correlated private types. Allowing for correlation is crucial in global games and in models with social interactions as it represents correlated…

We characterize the properties of convexity, compactness and preservation of upper hemicontinuity for conditional expectations of correspondences. These results are then applied to obtain a necessary and sufficient condition for the…

We consider a symmetric two-player contest, in which the choice set of effort is constrained. We apply a fundamental property of the payoff function to show that, under standard assumptions, there exists a unique Nash equilibrium in pure…

We study a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get private information on the pair, before engaging in repeated…

As part of an effort to apply the rigorous guarantees of formal verification to multi-agent systems, the field of equilibrium analysis, also called rational verification, studies equilibria in multiplayer games to reason about system-level…

We present an algorithm for computing pure-strategy epsilon-perfect Bayesian equilibria in sequential auctions with continuous action and value spaces. Importantly, our algorithm includes a verification phase that computes an upper bound on…

We introduce the class of pay or play games, which captures scenarios in which each decision maker is faced with a choice between two actions: one with a fixed payoff and an- other with a payoff dependent on others' selected actions. This…

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…

Empirically, many strategic settings are characterized by stable outcomes in which players' decisions are publicly observed, yet no player takes the opportunity to deviate. To analyze such situations in the presence of incomplete…

This paper examines strategic trading under incomplete information, where firms lack full knowledge of key aspects of their competitors' trading strategies such as target sizes and market impact models. We extend previous work on…

In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We first establish the existence of a viscosity solution to the…

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…