Related papers: Matrix Expression of Bayesian Game

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Theory of quantum games is a new area of investigation that has gone through rapid development during the last few years. Initial motivation for playing games, in the quantum world, comes from the possibility of re-formulating quantum…

Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…

In this work we propose and develop modified quantum games (zero and non-zero sum) in which payoffs and strategies are entangled. For the games studied, Nash and Pareto equilibriums are always obtained indicating that there are some…

The present contribution reviews a set of different versions of the basic naming game model, differing in the underlying topology or in the mechanisms regulating the interactions between agents. We include also a Bayesian naming game model…

This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…

We formulate and analyze game-theoretic problems for systems governed by integral equations. For Volterra integral equations, we obtain and prove necessary and sufficient conditions for linear-quadratic problems, and for problems that are…

In this paper we define the canonical mixed extension of a decision form game. We motivate the necessity to introduce this concept and we show several examples about the new concept. In particular we focus our study upon the mixed…

Mean field games are studied in the framework of controlled martingale problems, and general existence theorems are proven in which the equilibrium control is Markovian. The framework is flexible enough to include degenerate volatility,…

In this paper, we study a theoretical math problem of game theory and calculus of variations in which we minimize a functional involving two players. A general relationship between the optimal strategies for both players is presented,…

We present an algorithm for computing evolutionarily stable strategies (ESSs) in symmetric perfect-recall extensive-form games of imperfect information. Our main algorithm is for two-player games, and we describe how it can be extended to…

This paper generalizes the concept of Bayes correlated equilibrium (Bergemann and Morris, 2016) to multi-stage games. We demonstrate the power of our characterization results by applying them to a number of illustrative examples and…

Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…

We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…

In 1996, Mallozzi and Morgan [33] proposed a new model for Stackelberg games which we refer here to as the Bayesian approach. The leader has only partial information about how followers select their reaction among possibly multiple optimal…

If a game has a unique Nash equilibrium, then this equilibrium is arguably the solution of the game from the refinement's literature point of view. However, it might be that for almost all initial conditions, all strategies in the support…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

In this paper we unify, simplify, and extend previous work on the evolutionary dynamics of symmetric $N$-player matrix games with two pure strategies. In such games, gains from switching strategies depend, in general, on how many other…

Adaptive dynamics describes a deterministic approximation of the evolution of scalar- and function-valued traits. Applying it to the team game developed by Menden-Deuer and Rowlett [Menden-Deuer & Rowlett 2019], we constructed an…

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…