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In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

Optimization and Control · Mathematics 2023-07-14 Robert Balkin , Hector D. Ceniceros , Ruimeng Hu

The colorful Carath\'eodory theorem, proved by B\'ar\'any in 1982, states that given d+1 sets of points S_1,...,S_{d+1} in R^d, with each S_i containing 0 in its convex hull, there exists a subset T of the union of the S_i's containing 0 in…

Discrete Mathematics · Computer Science 2016-10-03 Frédéric Meunier , Pauline Sarrabezolles

Several variations of hat guessing games have been popularly discussed in recreational mathematics. In a typical hat guessing game, after initially coordinating a strategy, each of $n$ players is assigned a hat from a given color set.…

Combinatorics · Mathematics 2011-01-20 Tengyu Ma , Xiaoming Sun , Huacheng Yu

Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…

Logic in Computer Science · Computer Science 2023-06-22 Julian Gutierrez , Paul Harrenstein , Giuseppe Perelli , Michael Wooldridge

One of the natural objectives of the field of the social networks is to predict agents' behaviour. To better understand the spread of various products through a social network arXiv:1105.2434 introduced a threshold model, in which the nodes…

Computer Science and Game Theory · Computer Science 2013-04-09 Sunil Simon , Krzysztof R. Apt

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

We consider the following two-player game: Maxi and Mini start with the empty graph on $n$ vertices and take turns, always adding one additional edge to the graph such that the chromatic number is at most $k$, where $k \in \mathbb{N}$ is a…

Combinatorics · Mathematics 2018-02-19 Ralph Keusch

A classic model to study strategic decision making in multi-agent systems is the normal-form game. This model can be generalised to allow for an infinite number of pure strategies leading to continuous games. Multi-objective normal-form…

Computer Science and Game Theory · Computer Science 2023-03-02 Willem Röpke , Carla Groenland , Roxana Rădulescu , Ann Nowé , Diederik M. Roijers

Understanding the convergence landscape of multi-agent learning is a fundamental problem of great practical relevance in many applications of artificial intelligence and machine learning. While it is known that learning dynamics converge to…

Computer Science and Game Theory · Computer Science 2025-03-21 Martin Bichler , Davide Legacci , Panayotis Mertikopoulos , Matthias Oberlechner , Bary Pradelski

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…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-07-04 Panayotis Mertikopoulos , Ya-Ping Hsieh , Volkan Cevher

Parity games can be used to represent many different kinds of decision problems. In practice, tools that use parity games often rely on a specification in a higher-order logic from which the actual game can be obtained by means of an…

Logic in Computer Science · Computer Science 2022-01-25 Maurice Laveaux , Wieger Wesselink , Tim A. C. Willemse

In order to coordinate players in a game must first identify a target pattern of behaviour. In this paper we investigate the difficulty of identifying prominent outcomes in two kinds of binary action coordination problems in social…

Theoretical Economics · Economics 2023-11-21 Argyrios Deligkas , Eduard Eiben , Gregory Gutin , Philip R. Neary , Anders Yeo

We present the notion of separable game with respect to a forward directed hypergraph (FDH-graph), which refines and generalizes that of graphical game. First, we show that there exists a minimal FDH-graph with respect to which a game is…

Computer Science and Game Theory · Computer Science 2020-12-15 Laura Arditti , Giacomo Como , Fabio Fagnani

The recently defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer…

Computer Science and Game Theory · Computer Science 2023-04-25 Margarida Carvalho , Andrea Lodi , João Pedro Pedroso

Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…

Computer Science and Game Theory · Computer Science 2025-06-17 Ian Gemp , Andreas Haupt , Luke Marris , Siqi Liu , Georgios Piliouras

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…

Computer Science and Game Theory · Computer Science 2020-06-18 Ben Amiet , Andrea Collevecchio , Marco Scarsini , Ziwen Zhong

We consider an algorithmic framework for two-player non-zero-sum semidefinite games, where each player's strategy is a positive semidefinite matrix with trace one. We formulate the computation of Nash equilibria in such games as…

Optimization and Control · Mathematics 2025-06-16 Constantin Ickstadt , Thorsten Theobald , Elias Tsigaridas , Antonios Varvitsiotis

We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…

Computer Science and Game Theory · Computer Science 2023-05-22 Max Klimm , Maximilian J. Stahlberg

This paper studies the Nash stability in hedonic coalition formation games. We address the following issue: for a general problem formulation, is there any utility allocation method ensuring a Nash-stable partition? We propose the…

Computer Science and Game Theory · Computer Science 2017-11-02 Cengis Hasan , Jean-Marie Gorce , Eitan Altman