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Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty. In incomplete markets, an appealing approach is to analyze…

Probability · Mathematics 2018-11-27 Klebert Kentia , Christoph Kühn

Aggregative games have many industrial applications, and computing an equilibrium in those games is challenging when the number of players is large. In the framework of atomic aggregative games with coupling constraints, we show that…

Computer Science and Game Theory · Computer Science 2020-03-27 Paulin Jacquot , Cheng Wan , Olivier Beaude , Nadia Oudjane

We study the computational complexity of decision problems about Nash equilibria in $m$-player games. Several such problems have recently been shown to be computationally equivalent to the decision problem for the existential theory of the…

Computer Science and Game Theory · Computer Science 2020-01-16 Marie Louisa Tølbøll Berthelsen , Kristoffer Arnsfelt Hansen

Strong placement games (SP-games) are a class of combinatorial games whose structure allows one to describe the game via simplicial complexes. A natural question is whether well-known invariants of combinatorial games, such as "game value",…

Combinatorics · Mathematics 2019-02-12 Sara Faridi , Svenja Huntemann , Richard J. Nowakowski

In this paper we consider continuity of the set of Nash equilibria and approximate Nash equilibria for parameterized games. For parameterized games with unique Nash equilibria, the continuity of this equilibrium mapping is well-known.…

Optimization and Control · Mathematics 2020-07-10 Zachary Feinstein

In this paper we introduce the concept of split Nash equilibrium problems associated with two related noncooperative strategic games. Then we apply the Fan-KKM theorem to prove the existence of solutions to split Nash equilibrium problems…

Optimization and Control · Mathematics 2017-12-19 Jinlu Li

This paper introduces a new solution concept for non-cooperative games in normal form with no ties and pure strategies: the Perfectly Transparent Equilibrium. The players are rational in all possible worlds and know each other's strategies…

Computer Science and Game Theory · Computer Science 2020-03-19 Ghislain Fourny

In security games, the solution concept commonly used is that of a Stackelberg equilibrium where the defender gets to commit to a mixed strategy. The motivation for this is that the attacker can repeatedly observe the defender's actions and…

Computer Science and Game Theory · Computer Science 2016-10-17 Vincent Conitzer

We study the subclass of singleton congestion games with identical and increasing cost functions, i.e., each agent tries to utilize from the least crowded resource in her accessible subset of resources. Our main contribution is a novel…

Computer Science and Game Theory · Computer Science 2020-11-04 Bugra Caskurlu , Ozgun Ekici , Fatih Erdem Kizilkaya

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost…

Computer Science and Game Theory · Computer Science 2022-10-17 Yue Yu , Jonathan Salfity , David Fridovich-Keil , Ufuk Topcu

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…

Computer Science and Game Theory · Computer Science 2022-06-22 Rui Yan , Gabriel Santos , Xiaoming Duan , David Parker , Marta Kwiatkowska

We study symmetric bimatrix games that also have the common-payoff property, i.e., the two players receive the same payoff at any outcome of the game. Due to the symmetry property, these games are guaranteed to have symmetric Nash…

Computer Science and Game Theory · Computer Science 2025-07-28 Abheek Ghosh , Alexandros Hollender

Action-graph games (AGGs) are a fully expressive game representation which can compactly express both strict and context-specific independence between players' utility functions. Actions are represented as nodes in a graph G, and the payoff…

Computer Science and Game Theory · Computer Science 2012-07-19 Navin Bhat , Kevin Leyton-Brown

The computation of a solution concept of a cooperative game usually depends on values of all coalitions. However, in some applications, values of some of the coalitions might be unknown due to various reasons. We introduce a method to…

Computer Science and Game Theory · Computer Science 2022-12-12 Martin Černý

We study pure Nash equilibria in games on graphs with an imperfect monitoring based on a public signal. In such games, deviations and players responsible for those deviations can be hard to detect and track. We propose a generic epistemic…

Computer Science and Game Theory · Computer Science 2019-08-21 Patricia Bouyer

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Optimization and Control · Mathematics 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…

Computer Science and Game Theory · Computer Science 2024-05-07 Xinrun Wang , Chang Yang , Shuxin Li , Pengdeng Li , Xiao Huang , Hau Chan , Bo An

We study the notion of efficiency for cooperative games on simplicial complexes. In such games, the grand coalition $[n]$ may be forbidden, and, thus, it is a non-trivial problem to study the total number of payoff $v_{\Delta}$ of a…

Combinatorics · Mathematics 2020-01-22 Ivan Martino

We study the computation of Nash equilibria in a two-player normal form game from the perspective of parameterized complexity. Recent results proved hardness for a number of variants, when parameterized by the support size. We complement…

Computational Complexity · Computer Science 2010-06-11 Danny Hermelin , Chien-Chung Huang , Stefan Kratsch , Magnus Wahlstrom
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