Related papers: Stable Outcomes and Information in Games: An Empir…
In this paper, I develop a refinement of stability for matching markets with incomplete information. I introduce Information-Credible Pairwise Stability (ICPS), a solution concept in which deviating pairs can use credible, costly tests to…
A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…
Game theoretic equilibria are mathematical expressions of rationality. Rational agents are used to model not only humans and their software representatives, but also organisms, populations, species and genes, interacting with each other and…
Computing equilibria of games is a central task in computer science. A large number of results are known for \emph{Nash equilibrium} (NE). However, these can be adopted only when coalitions are not an issue. When instead agents can form…
We generalize the seminal framework of Kyle (1985) to a many-asset setting, bridging the gap between informed-trading theory and modern trading practices. Specifically, we formulate an infinite-dimensional Bayesian trading game in which the…
We study a routing game in an environment with multiple heterogeneous information systems and an uncertain state that affects edge costs of a congested network. Each information system sends a noisy signal about the state to its subscribed…
Deception is a technique to mislead human or computer systems by manipulating beliefs and information. For the applications of cyber deception, non-cooperative games become a natural choice of models to capture the adversarial interactions…
We study a game between two firms in which each provide a service based on machine learning. The firms are presented with the opportunity to purchase a new corpus of data, which will allow them to potentially improve the quality of their…
Deception plays a critical role in many interactions in communication and network security. Game-theoretic models called "cheap talk signaling games" capture the dynamic and information asymmetric nature of deceptive interactions. But…
We address counterfactual analysis in empirical models of games with partially identified parameters, and multiple equilibria and/or randomized strategies, by constructing and analyzing the counterfactual predictive distribution set (CPDS).…
This article presents a unified probabilistic framework that allows both rational and irrational decision making to be theoretically investigated and simulated in classical and quantum games. Rational choice theory is a basic component of…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
Evolutionarily stable strategy (ESS) is the defining concept of evolutionary game theory. It has a fairly unanimously accepted definition for the case of symmetric games which are played in a homogeneous population where all individuals are…
We propose a model of inference and heuristic decision-making in groups that is rooted in the Bayes rule but avoids the complexities of rational inference in partially observed environments with incomplete information, which are…
Classical results of Decision Theory, and its extension to a multi-agent setting: Game Theory, operate only at the associative level of information; this is, classical decision makers only take into account probabilities of events; we go…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
We extend the study of learning in games to dynamics that exhibit non-asymptotic stability. We do so through the notion of uniform stability, which is concerned with equilibria of individually utility-seeking dynamics. Perhaps surprisingly,…
Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…
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…
This paper investigates the equilibrium interactions between trading targets and private information in a multi-period Kyle (1985) market. There are two investors who each follow dynamic trading strategies: A strategic portfolio rebalancer…