Related papers: Monotone Perfection
We study a particular class of mean field games whose solutions can be formally connected to a scalar transport equation on the Wasserstein space of measures. For this class, we construct some interesting explicit examples of non-uniqueness…
In this paper we study second order master equations arising from mean field games with common noise over arbitrary time duration. A classical solution typically requires the monotonicity condition (or small time duration) and sufficiently…
We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…
In this manuscript we study the well-posedness of the master equations for mean field games with volatility control. This infinite dimensional PDE is nonlinear with respect to both the first and second-order derivatives of its solution. For…
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…
This paper investigates equilibrium computation and the price of anarchy for Bayesian games, which are the fundamental models of games with incomplete information. In normal-form games with complete information, it is known that efficiently…
This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…
To generalize complementarities for games, we introduce some conditions weaker than quasisupermodularity and the single crossing property. We prove that the Nash equilibria of a game satisfying these conditions form a nonempty complete…
The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria,…
Mixed monotone systems form an important class of nonlinear systems that have recently received attention in the abstraction-based control design area. Slightly different definitions exist in the literature, and it remains a challenge to…
Player-Compatible Equilibrium (PCE) imposes cross-player restrictions on the magnitudes of the players' "trembles" onto different strategies. These restrictions capture the idea that trembles correspond to deliberate experiments by agents…
We present novel monotone comparative statics results for steady-state behavior in a dynamic optimization environment with misspecified Bayesian learning. Building on \cite{ep21a}, we analyze a Bayesian learner whose prior is over…
We study turn-based quantitative multiplayer non zero-sum games played on finite graphs with reachability objectives. In such games, each player aims at reaching his own goal set of states as soon as possible. A previous work on this model…
In this manuscript, we establish the global well-posedness for master equations of mean field games of controls, where the interaction is through the joint law of the state and control. Our results are proved under two different conditions:…
Coordination games admit two types of equilibria: pure equilibria, where all players successfully coordinate their actions, and mixed equilibria, where players frequently experience miscoordination. The existing literature shows that under…
Multi-agent influence diagrams (MAIDs) are a popular form of graphical model that, for certain classes of games, have been shown to offer key complexity and explainability advantages over traditional extensive form game (EFG)…
Although mixed extensions of finite games always admit equilibria, this is not the case for countable games, the best-known example being Wald's pick-the-larger-integer game. Several authors have provided conditions for the existence of…
Infinitely repeated games support equilibrium concepts beyond those present in one-shot games (e.g., cooperation in the prisoner's dilemma). Nonetheless, repeated games fail to capture our real-world intuition for settings with many…
A notion of incentive for agents is introduced which leads to a very general notion of an equilibrium for a finite game. Sufficient conditions for the existence of these equilibria are given. Known existence theorems are shown to be…
We introduce a new paradigm for game theory -- Bayesian satisfaction. This novel approach is a synthesis of the idea of Bayesian rationality introduced by Aumann, and satisfaction games. The concept of Bayesian rationality for which, in…