Related papers: Dynamic Games in Empirical Industrial Organization

Strategic interactions can be represented more concisely, and analyzed and solved more efficiently, if we are aware of the symmetries within the multiagent system. Symmetries also have conceptual implications, for example for equilibrium…

We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

We study a stochastic game framework with dynamic set of players, for modeling and analyzing their computational investment strategies in distributed computing. Players obtain a certain reward for solving the problem or for providing their…

Dynamic noncooperative game theory is a field of mathematics and economics in which a lot of research is being carried out at present featuring a great number of applications in many different areas of economics and management science like…

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…

This paper investigates the reality and accuracy of evolutionary game dynamics theory in human game behavior experiments. In classical game theory, the central concept is Nash equilibrium, which reality and accuracy has been well known…

In a game theoretic framework, we study energy markets with a continuum of homogenous producers who produce energy from an exhaustible resource such as oil. Each producer simultaneously optimizes production rate that drives her revenues, as…

We consider the inverse problem of dynamic games, where cost function parameters are sought which explain observed behavior of interacting players. Maximum entropy inverse reinforcement learning is extended to the N-player case in order to…

Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…

We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous time on an infinite-time…

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…

We show that the problem of deciding whether in a multi-player perfect information recursive game (i.e. a stochastic game with terminal rewards) there exists a stationary Nash equilibrium ensuring each player a certain payoff is Existential…

In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a locally compact Polish…

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

In recent work, semantic games of independence-friendly logic were studied in strategic form in terms of (mixed strategy) Nash equilibria. The class of strategic games of independence-friendly logic is contained in the class of win-loss,…