Related papers: Sequential Sampling Equilibrium
When two players are engaged in a repeated game with unknown payoff matrices, they may use single-agent multi-armed bandit algorithms to choose the actions independent of each other. We show that when the players use Thompson sampling, the…
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…
A noncooperative differential (dynamic) game model of opinion dynamics is proposed. In this game, the agents' motives are shaped by their expectations of the nature of others' opinions as well as how susceptible they are to get influenced…
In the traditional game-theoretic set up, where agents select actions and experience corresponding utilities, an equilibrium is a configuration where no agent can improve their utility by unilaterally switching to a different action. In…
The results of a learning process depend on the input data. There are cases in which an adversary can strategically tamper with the input data to affect the outcome of the learning process. While some datasets are difficult to attack, many…
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 deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player…
We analyze the performance of the best-response dynamic across all normal-form games using a random games approach. The playing sequence -- the order in which players update their actions -- is essentially irrelevant in determining whether…
Existing methods for learning Stackelberg equilibria typically assume that the followers' (variational, generalized) Nash equilibrium is unique. However, in the presence of multiple equilibria, without a selection convention, the problem…
We study the foundations of empirical equilibrium, a refinement of Nash equilibrium that is based on a non-parametric characterization of empirical distributions of behavior in games (Velez and Brown,2020b arXiv:1907.12408). The refinement…
The concept of Nash equilibrium in behavioral strategies (NashEBS) was formulated By Nash~\cite{Nash (1951)} for an extensive-form game through global rationality of nonconvex payoff functions. Kuhn's payoff equivalence theorem resolves the…
One of the main challenges in distributed learning arises from the difficulty of handling heterogeneous local models and data. In light of the recent success of generative models, we propose to meet this challenge by building on the idea 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…
This paper introduces the Proof of Sampling (PoSP) protocol, a Nash Equilibrium-based verification mechanism, and its application to decentralized machine learning inference through spML. Our protocol has a pure strategy Nash Equilibrium,…
People choose their strategies through a trial-and-error learning process in which they gradually discover that some strategies work better than others. The process can be modelled as an evolutionary game dynamics system, which may be…
This paper considers a conjecture-based distributed learning approach that enables autonomous nodes to independently optimize their transmission probabilities in random access networks. We model the interaction among multiple…
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,…
The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…