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We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

Probability · Mathematics 2022-06-08 Tiziano De Angelis , Nikita Merkulov , Jan Palczewski

The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…

Computer Science and Game Theory · Computer Science 2021-04-22 János Flesch , Arkadi Predtetchinski , Ville Suomala

Quantum games with incomplete information can be studied within a Bayesian framework. We analyze games quantized within the EWL framework [Eisert, Wilkens, and Lewenstein, Phys Rev. Lett. 83, 3077 (1999)]. We solve for the Nash equilibria…

Quantum Physics · Physics 2017-03-10 Neal Solmeyer , Radhakrishnan Balu

We consider the complexity of finding a correlated equilibrium of an $n$-player game in a model that allows the algorithm to make queries on players' payoffs at pure strategy profiles. Randomized regret-based dynamics are known to yield an…

Computer Science and Game Theory · Computer Science 2022-09-22 Sergiu Hart , Noam Nisan

This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

Optimization and Control · Mathematics 2021-12-22 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…

Computer Science and Game Theory · Computer Science 2023-05-12 Ke Sun , Samir M. Perlaza , Alain Jean-Marie

This paper develops a decomposition methodology for common agency games in which each principal's payoff depends on her own outcome and the agent's type, but not on rivals' outcomes. The key step reduces each principal's best-response…

Theoretical Economics · Economics 2026-04-28 Zhiming Feng

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

Probability · Mathematics 2018-11-09 René Aïd , Matteo Basei , Giorgia Callegaro , Luciano Campi , Tiziano Vargiolu

This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies such that the expected average payoff at any point in the game…

Optimization and Control · Mathematics 2024-12-02 Thomas Ragel , Bruno Ziliotto

Many natural ecosystems harbor large numbers of coexisting species competing for far fewer distinct resources, in apparent defiance of the competitive exclusion principle. Various mechanisms have been proposed to explain this apparent…

Populations and Evolution · Quantitative Biology 2026-03-24 Leonardo Aguirre , José A. Capitán , David Alonso

We investigate the increasingly important and common game-solving setting where we do not have an explicit description of the game but only oracle access to it through gameplay, such as in financial or military simulations and computer…

Artificial Intelligence · Computer Science 2020-02-26 Carlos Martin , Tuomas Sandholm

We consider multiplayer stochastic games in which the payoff of each player is a bounded and Borel-measurable function of the infinite play. By using a generalization of the technique of Martin (1998) and Maitra and Sudderth (1998), we show…

Optimization and Control · Mathematics 2022-08-26 János Flesch , Eilon Solan

We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a…

Optimization and Control · Mathematics 2021-09-28 François Dufour , Tomás Prieto-Rumeau

The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…

Computer Science and Game Theory · Computer Science 2015-12-11 Nicolas Loizou

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

Computer Science and Game Theory · Computer Science 2016-09-15 Patricia Bouyer , Nicolas Markey , Daniel Stan

We study the iteration complexity of decentralized learning of approximate correlated equilibria in incomplete information games. On the negative side, we prove that in $\mathit{extensive}$-$\mathit{form}$ $\mathit{games}$, assuming…

Computer Science and Game Theory · Computer Science 2024-06-05 Binghui Peng , Aviad Rubinstein

We introduce a solution concept for extensive-form games of incomplete information in which players need not assign likelihoods to what they do not know about the game. This is embedded in a model in which players can hold multiple priors.…

Theoretical Economics · Economics 2021-09-03 Karl Schlag , Andriy Zapechelnyuk

Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…

Computer Science and Game Theory · Computer Science 2023-05-10 Martin Bichler , Maximilian Fichtl , Matthias Oberlechner

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau