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The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

General Economics · Economics 2020-04-10 Stefan Rass

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Machine Learning · Computer Science 2020-04-06 Adrian Rivera Cardoso , Jacob Abernethy , He Wang , Huan Xu

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…

Computer Science and Game Theory · Computer Science 2007-05-23 Nicolas Christin , Jens Grossklags , John Chuang

Control of multi-agent systems via game theory is investigated. Assume a system level object is given, the utility functions for individual agents are designed to convert a multi-agent system into a potential game. First, for fixed…

Optimization and Control · Mathematics 2016-08-02 Ting Liu , Jinhuan Wang , Daizhan Cheng

Robots and autonomous systems must interact with one another and their environment to provide high-quality services to their users. Dynamic game theory provides an expressive theoretical framework for modeling scenarios involving multiple…

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Optimization and Control · Mathematics 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

In practical multi-agent systems, agents often have diverse objectives, which makes the system more complex, as each agent's performance across multiple criteria depends on the joint actions of all agents, creating intricate strategic…

Multiagent Systems · Computer Science 2025-09-30 Yue Wang

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham

We propose a new class of games, called Multi-Games (MG), in which a given number of players play a fixed number of basic games simultaneously. In each round of the MG, each player will have a specific set of weights, one for each basic…

Computer Science and Game Theory · Computer Science 2012-06-27 Abbas Edalat , Ali Ghoroghi , Georgios Sakellariou

Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…

Computer Science and Game Theory · Computer Science 2020-11-10 Benjamin J. Chasnov , Daniel Calderone , Behçet Açıkmeşe , Samuel A. Burden , Lillian J. Ratliff

Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…

Multiagent Systems · Computer Science 2025-10-07 Jushan Chen , Santiago Paternain

We suggest to look at quantum measurement outcomes not through the lens of probability theory, but instead through decision theory. We introduce an original game-theoretical framework, model and algorithmic procedure where measurement…

Quantum Physics · Physics 2023-10-02 Michal Baczyk , Ghislain Fourny

Network games provide a powerful framework for modeling agent interactions in networked systems, where players are represented by nodes in a graph and their payoffs depend on the actions taken by their neighbors. Extending the framework of…

Optimization and Control · Mathematics 2025-12-17 Constantin Ickstadt , Thorsten Theobald , Elias Tsigaridas , Antonios Varvitsiotis

We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a…

Computer Science and Game Theory · Computer Science 2022-07-19 Willem Röpke , Diederik M. Roijers , Ann Nowé , Roxana Rădulescu

Despite increasing attention paid to the need for fast, scalable methods to analyze next-generation neuroscience data, comparatively little attention has been paid to the development of similar methods for behavioral analysis. Just as the…

Neurons and Cognition · Quantitative Biology 2017-11-02 Shariq Iqbal , John Pearson

In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…

Computer Science and Game Theory · Computer Science 2024-05-14 Edan Orzech , Martin Rinard

We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…

Computer Science and Game Theory · Computer Science 2026-05-27 Annalisa Barbara , Riccardo Poiani , Martino Bernasconi , Andrea Celli

A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…

Computer Science and Game Theory · Computer Science 2012-09-18 Ashutosh Nayyar , Abhishek Gupta , Cédric Langbort , Tamer Başar

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…

Machine Learning · Computer Science 2020-03-20 Kartik Ahuja , Karthikeyan Shanmugam , Kush R. Varshney , Amit Dhurandhar

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda
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