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We present a new notion of solution for mean field games master equations. This notion allows us to work with solutions which are merely continuous. We prove first results of uniqueness and stability for such solutions. It turns out that…

Analysis of PDEs · Mathematics 2020-07-24 Charles Bertucci

We consider a general class of Bayesian Games where each players utility depends on his type (possibly multidimensional) and on the strategy profile and where players' types are distributed independently. We show that if their full…

Computer Science and Game Theory · Computer Science 2012-03-26 Vasilis Syrgkanis

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…

Computer Science and Game Theory · Computer Science 2021-02-25 Linan Huang , Quanyan Zhu

We establish that the subgame perfect equilibrium (SPE) threshold problem for mean-payoff games is NP-complete. While the SPE threshold problem was recently shown to be decidable (in doubly exponential time) and NP-hard, its exact worst…

Computer Science and Game Theory · Computer Science 2022-04-26 Léonard Brice , Jean-François Raskin , Marie van den Bogaard

Meirowitz [17] showed existence of continuous behavioural function equilibria for Bayesian games with non-finite type and action spaces. A key condition for the proof of the existence result is equi-continuity of behavioural functions…

Optimization and Control · Mathematics 2017-10-16 Shaoyan Guo , Huifu Xu , Liwei Zhang

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Emilio Benenati , Wicak Ananduta , Sergio Grammatico

In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…

Computer Science and Game Theory · Computer Science 2023-03-02 Keegan Harris , Ioannis Anagnostides , Gabriele Farina , Mikhail Khodak , Zhiwei Steven Wu , Tuomas Sandholm

A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…

Theoretical Economics · Economics 2020-02-11 Giovanni Paolo Crespi , Davide Radi , Matteo Rocca

We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…

Optimization and Control · Mathematics 2019-09-04 Josu Doncel , Nicolas Gast , Bruno Gaujal

We present the notion of monotone solution of mean field games master equations in the case of a continuous state space. We establish the existence, uniqueness and stability of such solutions under standard assumptions. This notion allows…

Analysis of PDEs · Mathematics 2023-10-27 Charles Bertucci

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

Optimization and Control · Mathematics 2019-02-06 Alekos Cecchin , Paolo Dai Pra , Markus Fischer , Guglielmo Pelino

In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is formulated as a min-max stochastic control problem, in which…

Optimization and Control · Mathematics 2026-03-27 François Delarue , Pierre Lavigne

Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more…

Computer Science and Game Theory · Computer Science 2021-10-26 Laura Arditti , Giacomo Como , Fabio Fagnani , Martina Vanelli

In many multiagent environments, a designer has some, but limited control over the game being played. In this paper, we formalize this by considering incompletely specified games, in which some entries of the payoff matrices can be chosen…

Computer Science and Game Theory · Computer Science 2021-04-30 Markus Brill , Rupert Freeman , Vincent Conitzer

We propose a finite automaton-style solution concept for supergames. In our model, we define an equilibrium to be a cycle of state switches and a supergame to be an infinite walk on states of a finite stage game. We show that if the stage…

Theoretical Economics · Economics 2022-05-30 Davidson Cheng

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

We extend the concept of meta-Nash equilibrium, introduced by Eshaghi Gordji and Bagha [2026] for complete-information games, to environments with incomplete information. We define a meta-Bayesian Nash equilibrium as a profile of…

Theoretical Economics · Economics 2026-05-19 Madjid Eshaghi Gordji , Esmaiel Abounoori , Mohamadali Berahman

Normal-form proper equilibrium, introduced by Myerson as a refinement of normal-form perfect equilibrium, occupies a distinctive position in the equilibrium analysis of extensive-form games because its more stringent perturbation structure…

Computer Science and Game Theory · Computer Science 2026-02-12 Yuqing Hou , Yiyin Cao , Chuangyin Dang

We study the efficiency of sequential first-price item auctions at (subgame perfect) equilibrium. This auction format has recently attracted much attention, with previous work establishing positive results for unit-demand valuations and…

Computer Science and Game Theory · Computer Science 2013-09-11 Michal Feldman , Brendan Lucier , Vasilis Syrgkanis

This paper establishes the existence of equilibria result of a class of mean field games with singular controls. The interaction takes place through both states and controls. A relaxed solution approach is used. To circumvent the tightness…

Optimization and Control · Mathematics 2022-05-10 Guanxing Fu
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