Related papers: Blackwell Equilibrium in Repeated Games
Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…
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…
We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…
In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…
The Stackelberg equilibrium solution concept describes optimal strategies to commit to: Player 1 (termed the leader) publicly commits to a strategy and Player 2 (termed the follower) plays a best response to this strategy (ties are broken…
A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…
The mathematical characterization of social-distancing games in classical epidemic theory remains an important question, for their applications to both infectious-disease theory and memetic theory. We consider a special case of the dynamic…
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…
We address the problem of mechanism design for two-stage repeated stochastic games -- a novel setting using which many emerging problems in next-generation electricity markets can be readily modeled. Repeated playing affords the players a…
The Nash Equilibrium is a much discussed, deceptively complex, method for the analysis of non-cooperative games. If one reads many of the commonly available definitions the description of the Nash Equilibrium is deceptively simple in…
In two player bi-matrix games with partial monitoring, actions played are not observed, only some messages are received. Those games satisfy a crucial property of usual bi-matrix games: there are only a finite number of required (mixed)…
Establishing the existence of exact or near Markov or stationary perfect Nash equilibria in nonzero-sum Markov games over Borel spaces is a challenging problem with limited positive results. Motivated by problems in multi-agent and Bayesian…
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…
This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…
We consider a two-person trading game in continuous time whereby each player chooses a constant rebalancing rule $b$ that he must adhere to over $[0,t]$. If $V_t(b)$ denotes the final wealth of the rebalancing rule $b$, then Player 1 (the…
We consider any network environment in which the "best shot game" is played. This is the case where the possible actions are only two for every node (0 and 1), and the best response for a node is 1 if and only if all her neighbors play 0. A…
We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…
This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…
Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…
This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable followers. In this game, the objective of the leader is to…