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While Nash equilibrium has emerged as the central game-theoretic solution concept, many important games contain several Nash equilibria and we must determine how to select between them in order to create real strategic agents. Several Nash…

Computer Science and Game Theory · Computer Science 2024-04-30 Sam Ganzfried

We consider infinite duration alternating move games. These games were previously studied by Roth, Balcan, Kalai and Mansour. They presented an FPTAS for computing an approximated equilibrium, and conjectured that there is a polynomial…

Computer Science and Game Theory · Computer Science 2013-04-25 Yaron Velner

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been…

Theoretical Economics · Economics 2020-06-05 Bar Light , Gabriel Weintraub

This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify conditions under which a paradoxical non-monotone behavior…

Computer Science and Game Theory · Computer Science 2024-02-07 Roberto Cominetti , Valerio Dose , Marco Scarsini

Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

Optimization and Control · Mathematics 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

Since the seminal work by Meirowitz, there has been growing attention on the existence and uniqueness of continuous Bayesian Nash equilibria. In the existing literature, existence is typically established using Schauder's fixed-point…

Optimization and Control · Mathematics 2026-05-06 Ziheng Su , Huifu Xu

The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…

Optimization and Control · Mathematics 2025-01-07 Francois Delarue , Chenchen Mou

We introduce a notion of competitive signaling equilibrium (CSE) in one-to-one matching markets with a continuum of heterogeneous senders and receivers. We then study monotone CSE where equilibrium outcomes - sender actions, receiver…

Theoretical Economics · Economics 2024-06-05 Seungjin Han , Alex Sam , Youngki Shin

We propose a new approach to proving the uniqueness of solutions to a certain class of mean field games of controls. In this class, the equilibrium is determined by an aggregate quantity $Q(t)$, e.g. the market price or production, which…

Optimization and Control · Mathematics 2024-10-21 Jameson Graber , Elizabeth Matter

We study the problem of finding robust equilibria in multiplayer concurrent games with mean payoff objectives. A $(k,t)$-robust equilibrium is a strategy profile such that no coalition of size $k$ can improve the payoff of one its member by…

Computer Science and Game Theory · Computer Science 2016-02-02 Romain Brenguier

We prove that finding an $\epsilon$-approximate Nash equilibrium is PPAD-complete for constant $\epsilon$ and a particularly simple class of games: polymatrix, degree 3 graphical games, in which each player has only two actions. As…

Computer Science and Game Theory · Computer Science 2016-09-14 Aviad Rubinstein

In this manuscript, we propose a structural condition on non-separable Hamiltonians, which we term displacement monotonicity condition, to study second order mean field games master equations. A rate of dissipation of a bilinear form is…

Analysis of PDEs · Mathematics 2022-04-04 Wilfrid Gangbo , Alpár R. Mészáros , Chenchen Mou , Jianfeng Zhang

This paper is concerned with extending the notion of monotone solution to the mean field game (MFG) master equation to situations in which the coefficients are displacement monotone, instead of the previously introduced notion in the flat…

Analysis of PDEs · Mathematics 2025-09-08 Charles Meynard

Cooperation through repetition is an important theme in game theory. In this regard, various celebrated ``folk theorems'' have been proposed for repeated games in increasingly more complex environments. There has, however, been insufficient…

Theoretical Economics · Economics 2024-02-16 Richard McLean , Ichiro Obara , Andrew Postlewaite

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

It is well known that the monotonicity condition, either in Lasry-Lions sense or in displacement sense, is crucial for the global well-posedness of mean field game master equations, as well as for the uniqueness of mean field equilibria and…

Probability · Mathematics 2022-11-24 Chenchen Mou , Jianfeng Zhang

A new concept of an equilibrium in games is introduced that solves an open question posed by A. Neyman.

Economics · Quantitative Finance 2019-01-08 R. Simon , S. Spiez , H. Torunczyk

Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…

Computer Science and Game Theory · Computer Science 2014-05-08 Julie De Pril , János Flesch , Jeroen Kuipers , Gijs Schoenmakers , Koos Vrieze

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

Analysis of PDEs · Mathematics 2020-06-24 Z Kobeissi

A fundamental problem with the Nash equilibrium concept is the existence of certain "structurally deficient" equilibria that (i) lack fundamental robustness properties, and (ii) are difficult to analyze. The notion of a "regular" Nash…

Optimization and Control · Mathematics 2019-07-31 Brian Swenson , Ryan Murray , Soummya Kar