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In games with incomplete and ambiguous information, rational behavior depends not only on fundamental ambiguity (ambiguity about states) but also on strategic ambiguity (ambiguity about others' actions), which further induces hierarchies of…

Theoretical Economics · Economics 2024-11-22 Takashi Ui

This work addresses a classic problem of online prediction with expert advice. We assume an adversarial opponent, and we consider both the finite-horizon and random-stopping versions of this zero-sum, two-person game. Focusing on an…

Analysis of PDEs · Mathematics 2019-09-04 Nadejda Drenska , Robert V. Kohn

The paper studies one-shot two-player games with non-Bayesian uncertainty. The players have an attitude that ranges from optimism to pessimism in the face of uncertainty. Given the attitudes, each player forms a belief about the set of…

Computer Science and Game Theory · Computer Science 2015-03-13 Jiwoong Lee , Jean Walrand

The existence of simple, uncoupled no-regret dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years that when…

Computer Science and Game Theory · Computer Science 2022-09-05 Andrea Celli , Alberto Marchesi , Gabriele Farina , Nicola Gatti

Aggregating risks from multiple sources can be complex and demanding, and decision makers usually adopt heuristics to simplify the evaluation process. This paper axiomatizes two closed related and yet different heuristics, narrow bracketing…

Theoretical Economics · Economics 2021-08-30 Mu Zhang

We analyze a nonlinear discrete-time Cournot duopoly game, where players have heterogeneous expectations. Two types of players are considered: boundedly rational and naive expectations. In this study we show that the dynamics of the duopoly…

Chaotic Dynamics · Physics 2016-09-08 H. N. Agiza , A. A. Elsadany

Decomposition methods are often used for producing counterfactual predictions in non-strategic settings. When the outcome of interest arises from a game-theoretic setting where agents are better off by deviating from their strategies after…

Econometrics · Economics 2024-07-03 Nathan Canen , Kyungchul Song

This paper introduces a novel framework for modeling interacting humans in a multi-stage game. This "iterated semi network-form game" framework has the following desirable characteristics: (1) Bounded rational players, (2) strategic players…

Multiagent Systems · Computer Science 2012-07-05 Ritchie Lee , David H. Wolpert , James Bono , Scott Backhaus , Russell Bent , Brendan Tracey

A quasi-equilibrium problem is an equilibrium problem where the constraint set does depend on the reference point. It generalizes important problems such as quasi-variational inequalities and generalized Nash equilibrium problems. We study…

Optimization and Control · Mathematics 2019-06-04 John Cotrina , Abderrahim Hantoute , Anton Svensson

Bayesian rationality in strategic games presumes that it is possible to translate strategic uncertainty into imperfect information. Correlated equilibrium is guided by the idea that players are Bayes rational, have a common prior, and…

Computer Science and Game Theory · Computer Science 2016-02-02 Gabriel Frahm

Although recent work in AI has made great progress in solving large, zero-sum, extensive-form games, the underlying assumption in most past work is that the parameters of the game itself are known to the agents. This paper deals with the…

Machine Learning · Computer Science 2018-06-29 Chun Kai Ling , Fei Fang , J. Zico Kolter

Coarse correlation models strategic interactions of rational agents complemented by a correlation device, that is a mediator that can recommend behavior but not enforce it. Despite being a classical concept in the theory of normal-form…

Computer Science and Game Theory · Computer Science 2019-08-28 Gabriele Farina , Tommaso Bianchi , Tuomas Sandholm

We consider a multi-player non-zero-sum turn-based game (abbreviated as multi-player game) on a finite directed graph. A secure equilibrium (SE) is a strategy profile in which no player has the incentive to deviate from the strategy because…

Computer Science and Game Theory · Computer Science 2025-09-03 Hiroki Mizuno , Yoshiaki Takata , Hiroyuki Seki

In a satisficing equilibrium each agent $i$ plays one of her top $k_i$ actions in response to the actions of the other agents. Our concept unifies models of bounded rationality and yields predictions that differ from canonical solution…

Theoretical Economics · Economics 2026-04-27 Bary S. R. Pradelski , Bassel Tarbush

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

Probability · Mathematics 2011-06-15 Christine Grün

Infinite games where several players seek to coordinate under imperfect information are known to be intractable, unless the information flow is severely restricted. Examples of undecidable cases typically feature a situation where players…

Logic in Computer Science · Computer Science 2014-05-01 Dietmar Berwanger , Anup Basil Mathew

Evaluating sports players based on their performance shares core challenges with evaluating healthcare providers based on patient outcomes. Drawing on recent advances in healthcare provider profiling, we cast sports player evaluation within…

Applications · Statistics 2026-02-27 Herbert P. Susmann , Antonio D'Alessandro

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…

Logic in Computer Science · Computer Science 2016-03-18 Stéphane Le Roux , Arno Pauly

Equilibrium notions for games with unawareness in the literature cannot be interpreted as steady-states of a learning process because players may discover novel actions during play. In this sense, many games with unawareness are…

Computer Science and Game Theory · Computer Science 2021-09-14 Burkhard Schipper