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We conducted an experiment where participants played a perfect-information game against a computer, which was programmed to deviate often from its backward induction strategy right at the beginning of the game. Participants knew that in…

Computer Science and Game Theory · Computer Science 2016-06-27 Sujata Ghosh , Aviad Heifetz , Rineke Verbrugge

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

Mathematical Finance · Quantitative Finance 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

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…

Physics and Society · Physics 2019-05-24 Cecile Appert-Rolland , Hendrik-Jan Hilhorst , Amandine Aftalion

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

We study noncooperative games, in which each player's objective is composed of a sequence of ordered- and potentially conflicting-preferences. Problems of this type naturally model a wide variety of scenarios: for example, drivers at a busy…

Computer Science and Game Theory · Computer Science 2025-07-08 Dong Ho Lee , Lasse Peters , David Fridovich-Keil

The commitment power of senders distinguishes Bayesian persuasion problems from other games with (strategic) communication. Persuasion games with multiple senders have largely studied simultaneous commitment and signalling settings.…

Theoretical Economics · Economics 2022-02-15 Shih-Tang Su , Vijay G. Subramanian

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

Optimization and Control · Mathematics 2019-12-17 Jalal Arabneydi , Amir G. Aghdam

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

Learning in games discusses the processes where multiple players learn their optimal strategies through the repetition of game plays. The dynamics of learning between two players in zero-sum games, such as Matching Pennies, where their…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

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…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

How do incentive levels affect strategic behaviour? We address this with an experiment that separately identifies own- and opponent-incentive effects in two dominance-solvable games that differ in strategic complexity. Higher own incentives…

Theoretical Economics · Economics 2026-03-30 Teresa Esteban-Casanelles , Duarte Gonçalves

Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…

Computer Science and Game Theory · Computer Science 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu

We study competition between wireless devices with incomplete information about their opponents. We model such interactions as Bayesian interference games. Each wireless device selects a power profile over the entire available bandwidth to…

Computer Science and Game Theory · Computer Science 2007-09-05 Sachin Adlakha , Ramesh Johari , Andrea Goldsmith

We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…

Probability · Mathematics 2024-05-16 José Luis Pérez , Neofytos Rodosthenous , Kazutoshi Yamazaki

In this paper, we consider a novel $M$-ary sequential hypothesis testing problem in which an adversary is present and perturbs the distributions of the samples before the decision maker observes them. This problem is formulated as a…

Information Theory · Computer Science 2022-06-22 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan

We consider two-player contests with the possibility of ties and study the effect of different tie-breaking rules on effort. For ratio-form and difference-form contests that admit pure-strategy Nash equilibrium, we find that the effort of…

Theoretical Economics · Economics 2024-02-05 Sumit Goel , Amit Goyal

At a mixed Nash equilibrium, the payoff of a player does not depend on her own action, as long as her opponent sticks to his. In a periodic strategy, a concept developed in a previous paper (arXiv:1307.2035v4), in contrast, the own payoff…

Computer Science and Game Theory · Computer Science 2020-05-27 V. K. Oikonomou , J. Jost

Learning in zero-sum games studies a situation where multiple agents competitively learn their strategy. In such multi-agent learning, we often see that the strategies cycle around their optimum, i.e., Nash equilibrium. When a game…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

We introduce a new hypothesis testing-based learning dynamics in which players update their strategies by combining hypothesis testing with utility-driven exploration. In this dynamics, each player forms beliefs about opponents' strategies…

Computer Science and Game Theory · Computer Science 2025-08-01 Ruifan Yang , Manxi Wu

We study information disclosure policies for contests among groups. Each player endogenously decides whether or not to participate in competition as a member of their group. Within-group aggregation of effort is best-shot, i.e., each…

Theoretical Economics · Economics 2025-03-27 Luke Boosey , Philip Brookins , Dmitry Ryvkin