Related papers: Noise-induced stochastic Nash equilibrium
We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…
We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…
Competition is the main driver of population dynamics, which shapes the genetic composition of populations and the assembly of ecological communities. Neutral models assume that all the individuals are equivalent and that the dynamics is…
Environmental stochasticity is known to be a destabilizing factor, increasing abundance fluctuations and extinction rates of populations. However, the stability of a community may benefit from the differential response of species to…
In game theory, an Evolutionarily Stable Set (ES set) is a set of Nash Equilibrium (NE) strategies that give the same payoffs. Similar to an Evolutionarily Stable Strategy (ES strategy), an ES set is also a strict NE. This work investigates…
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 propose a toy model for a stochastic description of the competition between two athletes of unequal strength, whose average strength difference is represented by a parameter $d$. The athletes interact through the choice of their…
We use co-evolutionary genetic algorithms to model the players' learning process in several Cournot models, and evaluate them in terms of their convergence to the Nash Equilibrium. The "social-learning" versions of the two co-evolutionary…
This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…
This paper explores a stochastic Gause predator-prey model with bounded or sub-linear functional response. The model, described by a system of stochastic differential equations, captures the influence of stochastic fluctuations on…
Evolutionarily stable strategy (ESS) is a key concept in evolutionary game theory. ESS provides an evolutionary stability criterion for biological, social and economical behaviors. In this paper, we develop a new approach to evaluate ESS in…
Nash equilibrium is used as a model to explain the observed behavior of players in strategic settings. For example, in many empirical applications we observe player behavior, and the problem is to determine if there exist payoffs for the…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
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…
Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…
We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…
We present a new solution concept called evolutionarily stable Stackelberg equilibrium (SESS). We study the Stackelberg evolutionary game setting in which there is a single leading player and a symmetric population of followers. The leader…
Previously, we developed a population model incorporating the Allee effect and periodic environmental fluctuations, in which organisms alternate between nomadic and colonial behaviours. This switching strategy is regulated by biological…
Environmental fluctuations have important consequences in the organization of ecological communities, and understanding how such a variability influences the biodiversity of an ecosystem is a major question in ecology. In this paper, we…
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…