Related papers: Dynamic Programming for Pure-Strategy Subgame Perf…
Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…
We propose a refinement of correlated equilibrium based on mediator errors, called correlated perfect equilibrium (CPE). In finite games, the set of CPE is nonempty and forms a finite union of convex sets. Like perfect equilibrium, a CPE…
We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…
Two-player games on graphs provide the theoretical frame- work for many important problems such as reactive synthesis. While the traditional study of two-player zero-sum games has been extended to multi-player games with several notions of…
Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…
We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…
The paper deals with a zero-sum differential game in which the dynamical system is described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ The goal of the first (second) player is to…
We study the design of optimal incentives in sequential processes. To do so, we consider a basic and fundamental model in which an agent initiates a value-creating sequential process through costly investment with random success. If…
In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…
This paper considers the problem of two-player zero-sum stochastic differential game with both players adopting impulse controls in finite horizon under rather weak assumptions on the cost functions ($c$ and $\chi$ not decreasing in time).…
A dynamic mean field theory is developed for finite state and action Bayesian reinforcement learning in the large state space limit. In an analogy with statistical physics, the Bellman equation is studied as a disordered dynamical system;…
We initiate the study of game dynamics in the population protocol model: $n$ agents each maintain a current local strategy and interact in pairs uniformly at random. Upon each interaction, the agents play a two-person game and receive a…
We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of…
We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is…
We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…
We present novel techniques for neuro-symbolic concurrent stochastic games, a recently proposed modelling formalism to represent a set of probabilistic agents operating in a continuous-space environment using a combination of neural network…
For a set-valued function $F$ on a compact subset $W$ of a manifold, spanning is a topological property that implies that $F(x) \ne 0$ for interior points $x$ of $W$. A myopic equilibrium applies when for each action there is a payoff whose…
The core is a dominant solution concept in economics and cooperative game theory; it is predominantly used for profit, equivalently cost or utility, sharing. This paper demonstrates the versatility of this notion by proposing a completely…
Decomposition, i.e. independently analyzing possible subgames, has proven to be an essential principle for effective decision-making in perfect information games. However, in imperfect information games, decomposition has proven to be…
This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…