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While game theory is widely used to model strategic interactions, a natural question is where do the game representations come from? One answer is to learn the representations from data. If one wants to learn both the payoffs and the…
In the framework of finite games in extensive form with perfect information and strict preferences, this paper introduces a new equilibrium concept: the Perfect Prediction Equilibrium (PPE). In the Nash paradigm, rational players consider…
This paper proposes the notion of robust PBE in a general competing mechanism game of incomplete information where a mechanism allows its designer to send a message to himself at the same time agents send messages. It identifies the utility…
An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint…
The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…
In this paper, we propose the Quantile Option Architecture (QUOTA) for exploration based on recent advances in distributional reinforcement learning (RL). In QUOTA, decision making is based on quantiles of a value distribution, not only the…
We analyze the relationships between game theory and quantum mechanics and the extensions to statistical physics and information theory. We use certain quantization relationships to assign quantum states to the strategies of a player. These…
Classical game theory is a powerful tool focusing on optimized resource distribution, allocation and sharing in classical wired and wireless networks. As quantum networks are emerging as a means of providing true connectivity between…
We give a concise and self-contained introduction to the theory of Quantum Games by reviewing the seminal works of Meyer, Eisert-Wilkens-Lewenstein, Marinatto-Weber and Landsburg, which initiated the study of this field. By generalizing…
In the time since a merger of quantum mechanics and game theory was proposed formally in 1999, the two distinct perspectives apparent in this merger of applying quantum mechanics to game theory, referred to henceforth as the theory of…
Remote estimation is a crucial element of real time monitoring of a stochastic process. While most of the existing works have concentrated on obtaining optimal sampling strategies, motivated by malicious attacks on cyber-physical systems,…
We study a general class of dynamic games with asymmetric information where agents' beliefs are strategy dependent, i.e. signaling occurs. We show that the notion of sufficient information, introduced in the companion paper team, can be…
Player-Compatible Equilibrium (PCE) imposes cross-player restrictions on the magnitudes of the players' "trembles" onto different strategies. These restrictions capture the idea that trembles correspond to deliberate experiments by agents…
We investigate quantum games in which the information is asymmetrically distributed among the players, and find the possibility of the quantum game outperforming its classical counterpart depends strongly on not only the entanglement, but…
Quantum game theory is combined with risk mathematics' formalism to provide an approach to evolutionary scenario analysis. The formalism is addressed in its general form and is then applied to an extreme risks modelling case, to model a…
Noncooperative games with uncertain payoffs have been classically studied under the expected-utility theory framework, which relies on the strong assumption that agents behave rationally. However, simple experiments on human decision makers…
Most work in game theory assumes that players are perfect reasoners and have common knowledge of all significant aspects of the game. In earlier work, we proposed a framework for representing and analyzing games with possibly unaware…
In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…
The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…
Coordination is a desirable feature in many multi-agent systems such as robotic and socioeconomic networks. We consider a task allocation problem as a binary networked coordination game over an undirected regular graph. Each agent in the…