Related papers: Statistical Equilibrium of Optimistic Beliefs
In this work, we study stochastic one-shot games where agents' utilities depend on the collective strategy profiles of other agents as well as on some well-behaved randomness. While each decision-maker is agnostic to the random variable's…
This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…
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…
We extend the concept of meta-Nash equilibrium, introduced by Eshaghi Gordji and Bagha [2026] for complete-information games, to environments with incomplete information. We define a meta-Bayesian Nash equilibrium as a profile of…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…
Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…
Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…
The paper [Ras15a] introduced distribution-valued games. This game-theoretic model uses probability distributions as payoffs for games in order to express uncertainty about the payoffs. The player's preferences for different payoffs are…
We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…
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…
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…
In the framework of finite games in extensive form with perfect information and strict preferences, this paper introduces a new equilibrium concept: the Perfect Prediction Equilibrium (PPE). In the Nash paradigm, rational players consider…
We study multi-player general-sum Markov games with one of the players designated as the leader and the other players regarded as followers. In particular, we focus on the class of games where the followers are myopic, i.e., they aim to…
In two-player finite-state stochastic games of partial observation on graphs, in every state of the graph, the players simultaneously choose an action, and their joint actions determine a probability distribution over the successor states.…
This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…
This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…
We study a game played between advertisers in an online ad platform. The platform sells ad impressions by first-price auction and provides autobidding algorithms that optimize bids on each advertiser's behalf, subject to advertiser…
We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…
We consider the problem of computing the maximal probability of satisfying an omega-regular specification for stochastic nonlinear systems evolving in discrete time. The problem reduces, after automata-theoretic constructions, to finding…
This paper aims to accommodate games in which the players' dynamics are subject to un-modeled and disturbance terms. The un-modeled and disturbance terms are regarded as extended states for which observers are designed to estimate them.…