Related papers: B\"orgers's Open Question Resolved

We introduce a domination argument which asserts that: if we can dominate theparameters of a quadratic backward stochastic differential equation (QBSDE) with continuousgenerator from above and from below by those of two BSDEs having ordered…

In many multiagent domains a set of agents exert effort towards a joint outcome, yet the individual effort levels cannot be easily observed. A typical example for such a scenario is routing in communication networks, where the sender can…

We consider a dynamical approach to game in extensive forms. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding…

Careful rational synthesis was defined in (Condurache et al. 2021) as a quantitative extension of Fisman et al.'s rational synthesis (Fisman et al. 2010), as a model of multi-agent systems in which agents are interacting in a graph arena in…

The hypothesis that direct human intention can modulate the concurrent outcomes of a stochastic process has been under test for over 35 years, surrounded by inconclusive evidence and a great amount of ambiguity. An increased interest has…

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…

The existence of positive solutions to the system of ordinary differential equations related to the Belousov-Zhabotinsky reaction is established. The key idea is to use successive approximation of solutions, ensuring its positivity. To…

Most work in game theory assumes that players are perfect reasoners and have common knowledge of all significant aspects of the game. In earlier work, we proposed a framework for representing and analyzing games with possibly unaware…

In this paper, we study closed-loop strong equilibrium strategies for the time-inconsistent control problem with higher-order moments formulated by [Wang et al. SIAM J. Control. Optim., 63 (2025), 1560--1589]. Since time-inconsistency makes…

Many high-stakes AI deployments proceed only if every stakeholder deems the system acceptable relative to their own minimum standard. With randomization over a finite menu of options, this becomes a feasibility question: does there exist a…

In this paper, we consider a chain of distributed systems governed by a degenerate parabolic equation, which satisfies a weak H\"{o}rmander type condition, with a control distributed over an open subdomain. In particular, we consider two…

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…

There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…

We present a new model of incomplete information games without private information in which the players use a distributionally robust optimization approach to cope with the payoff uncertainty. With some specific restrictions, we show that…

We consider a social planner faced with a stream of myopic selfish agents. The goal of the social planner is to maximize the social welfare, however, it is limited to using only information asymmetry (regarding previous outcomes) and cannot…

When the underlying probability distribution in a stochastic optimization is observed only through data, various data-driven formulations have been studied to obtain approximate optimal solutions. We show that no such formulations can, in a…

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

We study a Stackelberg strategy subject to the evolutionary linearized micropolar fluids equations in domains with moving boundaries, considering a Nash multi-objective equilibrium (non necessarily cooperative) for the "follower players"…

In Stackelberg v/s Stackelberg games a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium problems are plagued by the nonuniqueness of…