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Econometric models of strategic interactions among people or firms have received a great deal of attention in the literature. Less attention has been paid to the role of the underlying assumptions about the way agents form beliefs about…

Applications · Statistics 2023-05-25 Denis Kojevnikov , Kyungchul Song

We introduce a new paradigm for game theory -- Bayesian satisfaction. This novel approach is a synthesis of the idea of Bayesian rationality introduced by Aumann, and satisfaction games. The concept of Bayesian rationality for which, in…

Computer Science and Game Theory · Computer Science 2023-07-26 Langford White , Oskar Rynkiewicz , Duong Nguyen , Hung Nguyen

We examine settings in which agents choose behaviors and care about their neighbors' behaviors, but have incomplete information about the network in which they are embedded. We develop a model in which agents use local knowledge of their…

Theoretical Economics · Economics 2024-12-04 Promit K. Chaudhuri , Matthew O. Jackson , Sudipta Sarangi , Hector Tzavellas

The theory of combinatorial game (like board games) and the theory of social games (where one looks for Nash equilibria) are normally considered as two separate theories. Here we shall see what comes out of combining the ideas. The central…

Probability · Mathematics 2010-05-28 Peter Harremoes

Quantitative measures of randomness in games are useful for game design and have implications for gambling law. We treat the outcome of a game as a random variable and derive a closed-form expression and estimator for the variance in the…

Other Statistics · Statistics 2020-09-11 Alex Cloud , Eric Laber

We study an evolutionary game of chance in which the probabilities for different outcomes (e.g., heads or tails) depend on the amount wagered on those outcomes. The game is perhaps the simplest possible probabilistic game in which…

Physics and Society · Physics 2007-08-29 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

In this paper we introduce a qualitative decision and game theory based on belief (B) and desire (D) rules. We show that a group of agents acts as if it is maximizing achieved joint goals.

Multiagent Systems · Computer Science 2007-05-23 Mehdi Dastani , Leendert van der Torre

This survey outlines a general and modular theory for proving approximation guarantees for equilibria of auctions in complex settings. This theory complements traditional economic techniques, which generally focus on exact and optimal…

Computer Science and Game Theory · Computer Science 2016-07-27 Tim Roughgarden , Vasilis Syrgkanis , Eva Tardos

Sequences of repeated gambles provide an experimental tool to characterize the risk preferences of humans or artificial decision-making agents. The difficulty of this inference depends on factors including the details of the gambles offered…

Artificial Intelligence · Computer Science 2023-08-15 James Price , Colm Connaughton

We study a variation of the minority game. There are N agents. Each has to choose between one of two alternatives everyday, and there is reward to each member of the smaller group. The agents cannot communicate with each other, but try to…

Trading and Market Microstructure · Quantitative Finance 2015-05-27 Deepak Dhar , V. Sasidevan , Bikas K. Chakrabarti

Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that typically arise from applying decision rules…

Artificial Intelligence · Computer Science 2018-06-05 Jasper De Bock , Gert de Cooman

Auctions in which agents' payoffs are random variables have received increased attention in recent years. In particular, recent work in algorithmic mechanism design has produced mechanisms employing internal randomization, partly in…

Computer Science and Game Theory · Computer Science 2012-06-15 Shaddin Dughmi , Yuval Peres

We consider turn-based game arenas for which we investigate uniformity properties of strategies. These properties involve bundles of plays, that arise from some semantical motive. Typically, we can represent constraints on allowed…

Computer Science and Game Theory · Computer Science 2012-12-04 Bastien Maubert , Sophie Pinchinat

We study analytically and numerically Minority Games in which agents may invest in different assets (or markets), considering both the canonical and the grand-canonical versions. We find that the likelihood of agents trading in a given…

Physics and Society · Physics 2008-12-02 Ginestra Bianconi , Andrea De Martino , Fernando F. Ferreira , Matteo Marsili

Poker is a family of card games that includes many variations. We hypothesize that most poker games can be solved as a pattern matching problem, and propose creating a strong poker playing system based on a unified poker representation. Our…

Artificial Intelligence · Computer Science 2015-09-23 Nikolai Yakovenko , Liangliang Cao , Colin Raffel , James Fan

We review the recent approaches to modelling financial markets based on multi-agent systems. After a brief summary of the basic stylised facts observed in real-market time-series we discuss some simple agent-based systems which are…

Physics and Society · Physics 2008-12-02 Tobias Galla , Giancarlo Mosetti , Yi-Cheng Zhang

Description logics are a powerful tool for describing ontological knowledge bases. That is, they give a factual account of the world in terms of individuals, concepts and relations. In the presence of uncertainty, such factual accounts are…

Artificial Intelligence · Computer Science 2021-08-31 Tim French , Tom Smoker

We examine the tuning of cooperative behavior in repeated multi-agent games using an analytically tractable, continuous-time, nonlinear model of opinion dynamics. Each modeled agent updates its real-valued opinion about each available…

Physics and Society · Physics 2021-11-24 Shinkyu Park , Anastasia Bizyaeva , Mari Kawakatsu , Alessio Franci , Naomi Ehrich Leonard

Border's theorem gives an intuitive linear characterization of the feasible interim allocation rules of a Bayesian single-item environment, and it has several applications in economic and algorithmic mechanism design. All known…

Computer Science and Game Theory · Computer Science 2015-04-30 Parikshit Gopalan , Noam Nisan , Tim Roughgarden

We present an efficient reduction that converts any machine learning algorithm into an interactive protocol, enabling collaboration with another party (e.g., a human) to achieve consensus on predictions and improve accuracy. This approach…

Machine Learning · Computer Science 2024-12-02 Natalie Collina , Surbhi Goel , Varun Gupta , Aaron Roth