Related papers: Two-Player Zero-Sum Differential Games with One-Si…
We study new classes of games, called zero-sum equivalent games and zero-sum equivalent potential games, and prove decomposition theorems involving these classes of games. We say that two games are "strategically equivalent" if, for every…
Learning algorithms are essential for the applications of game theory in a networking environment. In dynamic and decentralized settings where the traffic, topology and channel states may vary over time and the communication between agents…
Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…
This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type according to a given probability distribution and informs to Player…
In the present work, we consider 2-person zero-sum stochastic differential games with a nonlinear pay-off functional which is defined through a backward stochastic differential equation. Our main objective is to study for such a game the…
This paper investigates mixed strategies in dynamic games with perfect information. We present an example to show that a player may obtain higher payoff by playing mixed strategy. By contrast, the main result of the paper shows that every…
Adversarial multiplayer games are an important object of study in multiagent learning. In particular, polymatrix zero-sum games are a multiplayer setting where Nash equilibria are known to be efficiently computable. Towards understanding…
We consider two-player zero-sum games on graphs. These games can be classified on the basis of the information of the players and on the mode of interaction between them. On the basis of information the classification is as follows: (a)…
In statistical decision theory involving a single decision-maker, an information structure is said to be better than another one if for any cost function involving a hidden state variable and an action variable which is restricted to be…
In the present paper we investigate the problem of the existence of a value for differential games without Isaacs condition. For this we introduce a suitable concept of mixed strategies along a partition of the time interval, which are…
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…
This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. The types of players are…
Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…
We introduce two-level discounted games played by two players on a perfect-information stochastic game graph. The upper level game is a discounted game and the lower level game is an undiscounted reachability game. Two-level games model…
Most algorithmic studies on multi-agent information design so far have focused on the restricted situation with no inter-agent externalities; a few exceptions investigated truly strategic games such as zero-sum games and second-price…
We prove that every two-player nonzero-sum stopping game in discrete time admits an \epsilon-equilibrium in randomized strategies for every \epsilon >0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
We consider extensive games with perfect information with well-founded game trees and study the problems of existence and of characterization of the sets of subgame perfect equilibria in these games. We also provide such characterizations…
We study information design in games where players choose from a continuum of actions and have continuously differentiable payoffs. We show that an information structure is optimal when the equilibrium it induces can also be implemented in…
Many emerging problems involve teams of agents taking part in a game. Such problems require a stochastic analysis with regard to the correlation structures among the agents belonging to a given team. In the context of Standard Borel spaces,…