Related papers: Non-Cooperative Games with Uncertainty
Dynamic game theory is an increasingly popular tool for modeling multi-agent, e.g. human-robot, interactions. Game-theoretic models presume that each agent wishes to minimize a private cost function that depends on others' actions. These…
To model discrete-time finite-state uncertain processes, we argue for the use of a global belief model in the form of an upper expectation that is the most conservative one under a set of basic axioms. Our motivation for these axioms, which…
We consider a formulation of a non zero-sum n players game by an n+1 players zero-sum game. We suppose the existence of the n+1-th player in addition to n players in the main game, and virtual subsidies to the n players which is provided by…
Commutativity is a normative criterion of aggregation and updating stating that the aggregation of expert posteriors should be identical to the update of the aggregated priors. I propose a thought experiment that raises questions about the…
We extend the formalism of Conjectural Variations games to Stackelberg games involving multiple leaders and a single follower. To solve these nonconvex games, a common assumption is that the leaders compute their strategies having perfect…
Many real-world games contain parameters which can affect payoffs, action spaces, and information states. For fixed values of the parameters, the game can be solved using standard algorithms. However, in many settings agents must act…
While fictitious play is guaranteed to converge to Nash equilibrium in certain game classes, such as two-player zero-sum games, it is not guaranteed to converge in non-zero-sum and multiplayer games. We show that fictitious play in fact…
Expanding the ideas of the author's paper 'Nonexpansive maps and option pricing theory' (Kibernetica 34:6 (1998), 713-724) we develop a pure game-theoretic approach to option pricing, by-passing stochastic modeling. Risk neutral…
Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…
For a non-cooperative m-persons differential game, the value functions ofthe various players satisfy a system of Hamilton-Jacobi-Bellman equations.Nashequilibrium solutions in feedback form can be obtained by studying a related system of…
The Nash equilibrium paradigm, and Rational Choice Theory in general, rely on agents acting independently from each other. This note shows how this assumption is crucial in the definition of Rational Choice Theory. It explains how a…
Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…
We investigate a novel finite-horizon linear-quadratic (LQ) feedback dynamic potential game with a priori unknown cost matrices played between two players. The cost matrices are revealed to the players sequentially, with the potential for…
We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…
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…
Repeated quantum game theory addresses long term relations among players who choose quantum strategies. In the conventional quantum game theory, single round quantum games or at most finitely repeated games have been widely studied, however…
In timeline-based planning, domains are described as sets of independent, but interacting, components, whose behaviour over time (the set of timelines) is governed by a set of temporal constraints. A distinguishing feature of timeline-based…
In the ultimatum game, the challenge is to explain why responders reject non-zero offers thereby defying classical rationality. Fairness and related notions have been the main explanations so far. We explain this rejection behavior via the…
The aim of this paper is to firmly establish subjective fiducial inference as a rival to the more conventional schools of statistical inference, and to show that Fisher's intuition concerning the importance of the fiducial argument was…
Cooperative game theory studies how to allocate the joint value generated by a set of players. These games are typically analyzed using the characteristic function form with transferable utility, which represents the value attainable by…