Related papers: The de Finetti problem with unknown competition
The global dynamics is investigated for a duopoly game where the perfect foresight hypothesis is relaxed and firms are worst-case maximizers. Overlooking the degree of product substitutability as well as the sensitivity of price to…
This paper considers coverage games in which a group of agents are tasked with identifying the highest-value subset of resources; in this context, game-theoretic approaches are known to yield Nash equilibria within a factor of 2 of optimal.…
We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…
We study the issues of existence and inefficiency of pure Nash equilibria in linear congestion games with altruistic social context, in the spirit of the model recently proposed by de Keijzer {\em et al.} \cite{DSAB13}. In such a framework,…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
This paper studies a stochastic utility maximization game under relative performance concerns in finite agent and infinite agent settings, where a continuum of agents interact through a graphon (see definition below). We consider an…
Much work in AI deals with the selection of proper actions in a given (known or unknown) environment. However, the way to select a proper action when facing other agents is quite unclear. Most work in AI adopts classical game-theoretic…
Flow scheduling tends to be one of the oldest and most stubborn problems in networking. It becomes more crucial in the next generation network, due to fast changing link states and tremendous cost to explore the global structure. In such…
We introduce the Colonel Blotto game with favoritism, an extension of the famous Colonel Blotto game where the winner-determination rule is generalized to include pre-allocations and asymmetry of the players' resources effectiveness on each…
When two or more self-interested agents put their plans to execution in the same environment, conflicts may arise as a consequence, for instance, of a common utilization of resources. In this case, an agent can postpone the execution of a…
We study stochastic mean-field games among finite number of teams with large finite as well as infinite number of decision makers. For this class of games within static and dynamic settings, we establish the existence of a Nash equilibrium,…
We study equilibrium concepts in non-cooperative games under uncertainty where both beliefs and mixed strategies are represented by non-additive measures (capacities). In contrast to the classical Nash framework based on additive…
This paper develops a distributed resource allocation game to study countries' pursuit of targets such as self-survival in the networked international environment. The contributions are two. First, the game formalizes countries' power…
Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…
We investigate stochastic utility maximization games under relative performance concerns in both finite-agent and infinite-agent (graphon) settings. An incomplete market model is considered where agents with power (CRRA) utility functions…
We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…
Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…
In thermodynamics, an agent's ability to extract work is fundamentally constrained by their environment. Traditional frameworks struggle to capture how strategic decision-making under uncertainty, particularly an agent's tolerance for risk,…
We study a class of nonzero-sum stochastic differential games between two teams with agents in each team interacting through graphon aggregates. On the one hand, in each large population group, agents act together to optimize a common…
We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum…