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Sequential equilibrium is the conventional approach for analyzing multi-stage games of incomplete information. It relies on mutual consistency of beliefs. To relax mutual consistency, I theoretically and experimentally explore the dynamic…

Theoretical Economics · Economics 2023-11-06 Po-Hsuan Lin

This paper introduces and analyses some models in the framework of Mean Field Games describing interactions between two populations motivated by the studies on urban settlements and residential choice by Thomas Schelling. For static games,…

Analysis of PDEs · Mathematics 2016-07-18 Yves Achdou , Martino Bardi , Marco Cirant

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

Machine Learning · Computer Science 2023-11-02 Thodoris Lykouris , Max Simchowitz , Aleksandrs Slivkins , Wen Sun

Situations of conflict giving rise to social dilemmas are widespread in society and game theory is one major way in which they can be investigated. Starting from the observation that individuals in society interact through networks of…

Physics and Society · Physics 2010-11-24 Enea Pestelacci , Marco Tomassini , Leslie Luthi

Containing the spreading of crime is a major challenge for society. Yet, since thousands of years, no effective strategy has been found to overcome crime. To the contrary, empirical evidence shows that crime is recurrent, a fact that is not…

Physics and Society · Physics 2013-09-02 Matjaz Perc , Karsten Donnay , Dirk Helbing

Deception plays critical roles in economics and technology, especially in emerging interactions in cyberspace. Holistic models of deception are needed in order to analyze interactions and to design mechanisms that improve them. Game theory…

Cryptography and Security · Computer Science 2018-04-19 Jeffrey Pawlick , Edward Colbert , Quanyan Zhu

The theory of Mean Field Game of Controls considers a class of mean field games where the interaction is through the joint distribution of the state and control. It is well known that, for standard mean field games, certain monotonicity…

Probability · Mathematics 2022-08-11 Chenchen Mou , Jianfeng Zhang

Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the…

Trading and Market Microstructure · Quantitative Finance 2025-10-14 Ivan Guo , Shijia Jin

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

Machine Learning · Computer Science 2018-03-28 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

Econometric models of strategic interactions among people or firms have received a great deal of attention in the literature. Less attention has been paid to the role of the underlying assumptions about the way agents form beliefs about…

Applications · Statistics 2023-05-25 Denis Kojevnikov , Kyungchul Song

We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent…

Machine Learning · Computer Science 2016-07-04 Kush Bhatia , Prateek Jain , Parameswaran Kamalaruban , Purushottam Kar

In a zero-sum stochastic game with signals, at each stage, two adversary players take decisions and receive a stage payoff determined by these decisions and a variable called state. The state follows a Markov chain, that is controlled by…

Optimization and Control · Mathematics 2021-12-02 Bruno Ziliotto

We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…

Probability · Mathematics 2022-05-25 Matteo Burzoni , Luciano Campi

The article reveals the main theoretical approaches to the analysis and study of the phenomenon of corruption. Special attention is paid to the consideration of the index approach to the analysis of corruption.

General Economics · Economics 2021-06-04 Valeri Lipunov , Vladislav Shirshikov , Jonathan Lewis

To address the shortcomings of real-world datasets, robust learning algorithms have been designed to overcome arbitrary and indiscriminate data corruption. However, practical processes of gathering data may lead to patterns of data…

Machine Learning · Computer Science 2024-05-02 Lunjia Hu , Charlotte Peale , Judy Hanwen Shen

Measurements on dynamical systems, experimental or otherwise, are often subjected to inaccuracies capable of introducing corruption; removal of which is a problem of fundamental importance in the physical sciences. In this work we propose…

Fluid Dynamics · Physics 2022-11-08 Daniel Kelshaw , Luca Magri

This note explains why a large class of fair, or reversible "money games", i.e., stochastic models of wealth redistribution among agents, lead to steady states described by canonical and microcanonical distributions. The games considered…

Chemical Physics · Physics 2025-07-31 Dmitrii E. Makarov

Several recent works have studied the societal effects of AI; these include issues such as fairness, robustness, and safety. In many of these objectives, a learner seeks to minimize its worst-case loss over a set of predefined distributions…

Artificial Intelligence · Computer Science 2023-10-31 Yash Gupta , Runtian Zhai , Arun Suggala , Pradeep Ravikumar

A central challenge in game theory and learning systems such as GANs is understanding which algorithms can efficiently compute equilibria across the heterogeneous landscape of games. Equilibrium computation is typically studied solver by…

Artificial Intelligence · Computer Science 2026-05-29 Yaqi Sun , Julian Ma , David Mguni

Deep learning (DL) models are widely used in real-world applications but remain vulnerable to distribution shifts, especially due to weather and lighting changes. Collecting diverse real-world data for testing the robustness of DL models is…

Computer Vision and Pattern Recognition · Computer Science 2025-05-09 Shashank Agnihotri , David Schader , Nico Sharei , Mehmet Ege Kaçar , Margret Keuper