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This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Optimization and Control · Mathematics 2020-06-29 René Aïd , Francisco Bernal , Mohamed Mnif , Diego Zabaljauregui , Jorge P. Zubelli

Correlated Equilibrium is a solution concept that is more general than Nash Equilibrium (NE) and can lead to outcomes with better social welfare. However, its natural extension to the sequential setting, the \textit{Extensive Form…

Computer Science and Game Theory · Computer Science 2023-01-02 Chun Kai Ling , Fei Fang

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

Computer Science and Game Theory · Computer Science 2012-07-19 Daniel Reeves , Michael P. Wellman

In repeated games, cooperation is possible in equilibrium only if players are sufficiently patient, and long-term gains from cooperation outweigh short-term gains from deviation. What happens if the players have incomplete information…

Economics · Quantitative Finance 2019-01-23 Cy Maor , Eilon Solan

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…

Theoretical Economics · Economics 2023-09-07 Vijay V. Vazirani

The behaviour of multi-agent learning in competitive settings is often considered under the restrictive assumption of a zero-sum game. Only under this strict requirement is the behaviour of learning well understood; beyond this, learning…

Computer Science and Game Theory · Computer Science 2023-07-27 Aamal Hussain , Francesco Belardinelli , Georgios Piliouras

A natural goal in multiagent learning besides finding equilibria is to learn rationalizable behavior, where players learn to avoid iteratively dominated actions. However, even in the basic setting of multiplayer general-sum games, existing…

Machine Learning · Computer Science 2022-10-21 Yuanhao Wang , Dingwen Kong , Yu Bai , Chi Jin

Game theory is central to the understanding of competitive interactions arising in many fields, from the social and physical sciences to economics. Recently, as the definition of information is generalized to include entangled quantum…

Multi-leader multi-follower games are a class of hierarchical games in which a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium…

Optimization and Control · Mathematics 2014-08-27 Ankur A. Kulkarni , Uday V. Shanbhag

In addressing the challenge of exponential scaling with the number of agents we adopt a cluster-based representation to approximately solve asymmetric games of very many players. A cluster groups together agents with a similar "strategic…

Computer Science and Game Theory · Computer Science 2012-06-18 Sevan G. Ficici , David C. Parkes , Avi Pfeffer

We show that in any $n$-player $m$-action normal-form game, we can obtain an approximate equilibrium by sampling any mixed-action equilibrium a small number of times. We study three types of equilibria: Nash, correlated and coarse…

Computer Science and Game Theory · Computer Science 2014-10-21 Yakov Babichenko , Siddharth Barman , Ron Peretz

Synthesizing near-optimal mixed strategies for zero-sum differential games (ZSDGs) has been a longstanding challenge. Existing research mainly focuses on characterizing the theoretical value function, while the practical design of…

Optimization and Control · Mathematics 2026-05-13 Tao Xu , Wang Xi , Jianping He

The semigroup game is a two-person zero-sum game defined on a semigroup S as follows: Players 1 and 2 choose elements x and y in S, respectively, and player 1 receives a payoff f(xy) defined by a function f from S to [-1,1]. If the…

Computer Science and Game Theory · Computer Science 2016-07-11 Valerio Capraro , Kent Morrison

Weighted timed games are zero-sum games played by two players on a timed automaton equipped with weights, where one player wants to minimise the cumulative weight while reaching a target. Used in a reactive synthesis perspective, this…

Logic in Computer Science · Computer Science 2023-06-22 Damien Busatto-Gaston , Benjamin Monmege , Pierre-Alain Reynier

This paper studies repeated games where two players play multiple duopolistic games simultaneously (multimarket contact). A key assumption is that each player receives a noisy and private signal about the other's actions (private monitoring…

Computer Science and Game Theory · Computer Science 2019-11-26 Atsushi Iwasaki , Tadashi Sekiguchi , Shun Yamamoto , Makoto Yokoo

Real populations are seldom found at the Nash equilibrium strategy. The present work focuses on how population size can be a relevant evolutionary force diverting the population from its expected Nash equilibrium. We introduce the concept…

Computer Science and Game Theory · Computer Science 2025-06-24 Fabio A. C. C. Chalub , Max O. Souza

Unlike Poker where the action space $\mathcal{A}$ is discrete, differential games in the physical world often have continuous action spaces not amenable to discrete abstraction, rendering no-regret algorithms with…

Computer Science and Game Theory · Computer Science 2025-02-17 Mukesh Ghimire , Zhe Xu , Yi Ren

We prove the existence of approximate correlated equilibrium of support size polylogarithmic in the number of players and the number of actions per player. In particular, using the probabilistic method, we show that there exists a multiset…

Computer Science and Game Theory · Computer Science 2013-08-29 Yakov Babichenko , Siddharth Barman , Ron Peretz

Correlated equilibria arise naturally when agents communicate or rely on intermediaries such as recommendation systems. We study when a given Nash equilibrium can be improved within the set of correlated equilibria for general objectives.…

Theoretical Economics · Economics 2026-05-01 Kirill Rudov , Fedor Sandomirskiy , Leeat Yariv

Cooperative games model the allocation of profit from joint actions, following considerations such as stability and fairness. We propose the reliability extension of such games, where agents may fail to participate in the game. In the…

Computer Science and Game Theory · Computer Science 2012-02-20 Yoram Bachrach , Reshef Meir , Michal Feldman , Moshe Tennenholtz