Related papers: Hail Mary Pass: Contests with Stochastic Progress
We consider a stochastic game of contribution to the common good in which the players have continuous control over the degree of contribution, and we examine the gradualism arising from the free rider effect. This game belongs to the class…
Social mobilization often fails not for a lack of collective interest, but because of fierce competition between rival movements for the same limited pool of participants. We generalize the classic threshold model of collective behavior to…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
This paper proposes an algorithm Alice having no access to the physics law of the environment, which is actually linear with stochastic noise, and learns to make decisions directly online without a training phase or a stable policy as…
In Stackelberg v/s Stackelberg games a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium problems are plagued by the nonuniqueness of…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…
Remote estimation is a crucial element of real time monitoring of a stochastic process. While most of the existing works have concentrated on obtaining optimal sampling strategies, motivated by malicious attacks on cyber-physical systems,…
Probabilistic model checking for stochastic games enables formal verification of systems that comprise competing or collaborating entities operating in a stochastic environment. Despite good progress in the area, existing approaches focus…
This paper introduces an equilibrium framework based on sequential sampling in which players face strategic uncertainty over their opponents' behavior and acquire informative signals to resolve it. Sequential sampling equilibrium delivers a…
We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…
Benchmark hacking refers to tuning a machine learning model to score highly on certain evaluation criteria without improving true generalization or faithfully solving the intended problem. We study this phenomenon in a generic machine…
We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…
This paper introduces the new concept of (follower) satisfaction in Stackelberg games and compares the standard Stackelberg game with its satisfaction version. Simulation results are presented which suggest that the follower adopting…
A question that many researchers in social robotics are addressing is how to create more human-like behaviour in robots to make the collaboration between a human and a robot more intuitive to the human partner. In order to develop a…
We study a two-player discounted zero-sum stochastic game model for dynamic operational planning in military campaigns. At each stage, the players manage multiple commanders who order military actions on objectives that have an open line of…
In this paper, we study the existence of equilibrium in a single-leader-multiple-follower game with decision-dependent chance constraints (DDCCs), where decision-dependent uncertainties (DDUs) exist in the constraints of followers. DDUs…
We develop a martingale approach for studying continuous-time stochastic differential games of control and stopping, in a non-Markovian framework and with the control affecting only the drift term of the state-process. Under appropriate…
One of the main criticisms to game theory concerns the assumption of full rationality. Logit dynamics is a decentralized algorithm in which a level of irrationality (a.k.a. "noise") is introduced in players' behavior. In this context, the…
The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…