Related papers: Probabilistic Model Checking for Strategic Equilib…
We apply Game Theory to a mathematical representation of two competing teams of agents connected within a complex network, where the ability of each side to manoeuvre their resource and degrade that of the other depends on their ability to…
Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…
Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving…
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…
The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
In this paper, a gentle introduction to Game Theory is presented in the form of basic concepts and examples. Minimax and Nash's theorem are introduced as the formal definitions for optimal strategies and equilibria in zero-sum and…
We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…
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…
Strategic decision-making involves interactive reasoning where agents adapt their choices in response to others, yet existing evaluations of large language models (LLMs) often emphasize Nash Equilibrium (NE) approximation, overlooking the…
Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…
The vast majority of products we use daily are supplied to us through complex global supply chains that transform raw materials into finished goods and distribute them to end consumers. This paper proposes a modeling methodology for dynamic…
A central task of artificial intelligence is the design of artificial agents that act towards specified goals in partially observed environments. Since such environments frequently include interaction over time with other agents with their…
Stochastic games are fundamental in various applications, including the control of cyber-physical systems (CPS), where both controller and environment are modeled as players. Traditional algorithms typically aim to determine a single…
Optimizing strategic decisions (a.k.a. computing equilibrium) is key to the success of many non-cooperative multi-agent applications. However, in many real-world situations, we may face the exact opposite of this game-theoretic problem --…
We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…
This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…
In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…
Frequent violations of fair principles in real-life settings raise the fundamental question of whether such principles can guarantee the existence of a self-enforcing equilibrium in a free economy. We show that elementary principles of…
The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The…