Related papers: Positively Homogeneous Saddle-Functions and Euler'…
The purpose of this paper is to study 2-person zero-sum stochastic differential games, in which one player is a major one and the other player is a group of $N$ minor agents which are collectively playing, statistically identical and have…
The paper is concerned with two-person games with saddle point. We investigate the limits of value functions for long-time-average payoff, discounted average payoff, and the payoff that follows a probability density. Most of our assumptions…
For two-person dynamic zero-sum games (both discrete and continuous settings), we investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity and the limit of value…
It is known to be difficult to find out whether a certain multivariable function to be a characteristic function when its corresponding measure is not tirivial to be or not to be a probability measure on R^d. Such results were not obtained…
We construct a saddle point in a class of zero-sum games between a stopper and a singular-controller. The underlying dynamics is a one-dimensional, time-homogeneous, singularly controlled diffusion taking values either on $\mathbb{R}$ or on…
In this paper, we present a systematic overview of different endogenous optimization-based characteristic functions and discuss their properties. Furthermore, we define and analyze in detail a new, $\eta$-characteristic function. This…
This paper proposes and studies a general form of dynamic $N$-player non-cooperative games called $\alpha$-potential games, where the change of a player's value function upon her unilateral deviation from her strategy is equal to the change…
This work establishes sufficient conditions for existence of saddle points in discrete Markov games. The result reveals the relation between dynamic games and static games using dynamic programming equations. This result enables us to prove…
Definable zero-sum stochastic games involve a finite number of states and action sets, reward and transition functions that are definable in an o-minimal structure. Prominent examples of such games are finite, semi-algebraic or globally…
This paper is concerned with two-person dynamic zero-sum games. Let games for some family have common dynamics, running costs and capabilities of players, and let these games differ in densities only. We show that the Dynamic Programming…
Dynamical system properties give rise to effects in Statistical Mechanics. Topological index changes can be the basis for phase transitions. The Euler characteristic is a versatile topological invariant that can be evaluated for model…
In this paper, we study the egalitarian solution for games with discrete side payment, where the characteristic function is integer-valued and payoffs of players are integral vectors. The egalitarian solution, introduced by Dutta and Ray in…
In this article, we study feature attributions of Machine Learning (ML) models originating from linear game values and coalitional values defined as operators on appropriate functional spaces. The main focus is on random games based on the…
In this paper we provide three new results axiomatizing the core of games in characteristic function form (not necessarily having transferable utility) obeying an innocuous condition (that the set of individually rational pay-off vectors is…
This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…
Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…
We consider zero-sum stochastic differential games with possibly path-dependent controlled state. Unlike the previous literature, we allow for weak solutions of the state equation so that the players' controls are automatically of feedback…
We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics have been extensively used in diverse areas, there are,…
To recover the topology of a manifold in the presence of heavy tailed or exponentially decaying noise, one must understand the behavior of geometric complexes whose points lie in the tail of these noise distributions. This study advances…
Measuring contributions is a classical problem in cooperative game theory where the Shapley value is the most well-known solution concept. In this paper, we establish the convergence property of the Shapley value in parametric Bayesian…