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We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

Exploiting the algebraic structure of the set of bimatrix games, a divide-and-conquer algorithm for finding Nash equilibria is proposed. The algorithm is fixed-parameter tractable with the size of the largest irreducible component of a game…

Computer Science and Game Theory · Computer Science 2014-04-04 Xiang Jiang , Arno Pauly

History-deterministic automata are those in which nondeterministic choices can be correctly resolved stepwise: there is a strategy to select a continuation of a run given the next input letter so that if the overall input word admits some…

Formal Languages and Automata Theory · Computer Science 2026-04-01 Soumyajit Paul , David Purser , Sven Schewe , Qiyi Tang , Patrick Totzke , Di-De Yen

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…

Computer Science and Game Theory · Computer Science 2015-03-14 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Yashodhan Kanoria , Andrea Montanari

We establish Nash equilibrium learning in large populations of noncooperative, strategic agents. Our analysis considers the broadest class to date of payoff mechanisms with first-order modifications, capable of modeling bounded rationality…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Matthew S. Hankins , Jair Certório , Tzuyu Jeng , Nuno C. Martins

We show how to efficiently solve problems involving a quantitative measure, here called energy, as well as a qualitative acceptance condition, expressed as a B\"uchi or Parity objective, in finite weighted automata and in one-clock weighted…

Logic in Computer Science · Computer Science 2024-07-22 Sven Dziadek , Uli Fahrenberg , Philipp Schlehuber-Caissier

We analyze a market impact game between $n$ risk averse agents who compete for liquidity in a market impact model with permanent price impact and additional slippage. Most market parameters, including volatility and drift, are allowed to…

Trading and Market Microstructure · Quantitative Finance 2020-01-06 Samuel Drapeau , Peng Luo , Alexander Schied , Dewen Xiong

Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…

Optimization and Control · Mathematics 2021-10-22 Steven-Marian Stengl

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

Computer Science and Game Theory · Computer Science 2012-07-19 Daniel Reeves , Michael P. Wellman

BSS RAMs were introduced to provide a mathematical framework for characterizing algorithms over first-order structures. Non-deterministic BSS RAMs help to model different non-deterministic approaches. Here, we deal with different types of…

Logic · Mathematics 2025-10-31 Christine Gaßner

We study learning in complete-information games, allowing the players' models of their environment to be misspecified. We introduce Berk--Nash rationalizability: the largest self-justified set of actions -- meaning each action in the set is…

Theoretical Economics · Economics 2025-10-28 Ignacio Esponda , Demian Pouzo

The empirical analysis of discrete complete-information games has relied on behavioral restrictions in the form of solution concepts, such as Nash equilibrium. Choosing the right solution concept is crucial not just for identification of…

Econometrics · Economics 2019-09-23 Nail Kashaev , Bruno Salcedo

We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

Optimization and Control · Mathematics 2021-12-22 Adrien Taylor , Francis Bach

Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…

Classical Analysis and ODEs · Mathematics 2021-02-09 Gennaro Infante

This paper introduces algorithm instance games (AIGs) as a conceptual classification applying to games in which outcomes are resolved from joint strategies algorithmically. For such games, a fundamental question asks: How do the details of…

Computer Science and Game Theory · Computer Science 2014-05-15 Samuel D. Johnson , Tsai-Ching Lu

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players'…

Systems and Control · Electrical Eng. & Systems 2020-10-20 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

This survey paper examines the effective model theory obtained with the BSS model of real number computation. It treats the following topics: computable ordinals, satisfaction of computable infinitary formulas, forcing as a construction…

Databases · Computer Science 2009-06-09 Wesley Calvert , John E. Porter

Real-world decision-making systems are often subject to uncertainties that have to be resolved through observational data. Therefore, we are frequently confronted with combinatorial optimization problems of which the objective function is…

Machine Learning · Computer Science 2022-03-29 Guangmo Tong