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Penetration testing, the simulation of cyberattacks to identify security vulnerabilities, presents a sequential decision-making problem well-suited for reinforcement learning (RL) automation. Like many applications of RL to real-world…

Machine Learning · Computer Science 2025-09-25 Raphael Simon , Pieter Libin , Wim Mees

A buyer and a seller bargain over the price of an object. Both players can build reputations for being obstinate by offering the same price over time. Before players bargain, the seller decides whether to adopt a new technology that can…

Theoretical Economics · Economics 2025-03-17 Harry Pei , Maren Vairo

Pursuit-evasion scenarios appear widely in robotics, security domains, and many other real-world situations. We focus on two-player pursuit-evasion games with concurrent moves, infinite horizon, and discounted rewards. We assume that the…

Computer Science and Game Theory · Computer Science 2016-08-05 Karel Horák , Branislav Bošanský

We consider a market of risky financial assets whose participants are an informed trader, a representative uninformed trader, and noisy liquidity providers. We prove the existence of a market-clearing equilibrium when the insider…

Trading and Market Microstructure · Quantitative Finance 2025-04-02 Michail Anthropelos , Scott Robertson

Each participant in peer-to-peer network prefers to free-ride on the contribution of other participants. Reputation based resource sharing is a way to control the free riding. Instead of classical game theory we use evolutionary game theory…

Computer Science and Game Theory · Computer Science 2017-03-27 Antriksh Goswami , Ruchir Gupta

In this paper, we analyse inspection games with an evolutionary perspective. In our evolutionary inspection game with a large population, each individual is not a rational payoff maximiser, but periodically updates his strategy if he…

Optimization and Control · Mathematics 2013-06-19 Vassili Kolokoltsov , Hemant Passi , Wei Yang

There are $n$ players who compete by timing their actions. An opportunity appears randomly on a time interval. Whoever takes an action the fastest after the opportunity has arisen wins. The occurrence of the opportunity is observed only…

Computer Science and Game Theory · Computer Science 2026-02-26 Bruno Mazorra , Christoph Schlegel , Akaki Mamageishvili

According to the standard protocol of spatial public goods game, a cooperator player invests not only into his own game but also into the games organized by neighboring partners. In this work, we relax this assumption by allowing…

Physics and Society · Physics 2020-06-23 Attila Szolnoki , Xiaojie Chen

We study two-player security games which can be viewed as sequences of nonzero-sum matrix games played by an Attacker and a Defender. The evolution of the game is based on a stochastic fictitious play process. Players do not have access to…

Computer Science and Game Theory · Computer Science 2010-03-16 Kien C. Nguyen , Tansu Alpcan , Tamer Basar

We study a variant of the Hotelling-Downs model of spatial competition between firms where consumer choices are influenced by their individual preferences as well as the popularity of the firms. In general, a multiplicity of market…

Computer Science and Game Theory · Computer Science 2024-01-17 Gaëtan Fournier , Marc Schröder

We consider a stochastic game between three types of players: an inside trader, noise traders and a market maker. In a similar fashion to Kyle's model, we assume that the insider first chooses the size of her market-order and then the…

Trading and Market Microstructure · Quantitative Finance 2021-03-09 Charles-Albert Lehalle , Eyal Neuman , Segev Shlomov

We study dynamic signaling when the informed party does not observe the signals generated by her actions. A long-run player signals her type continuously over time to a myopic second player who privately monitors her behavior; in turn, the…

Theoretical Economics · Economics 2020-07-31 Gonzalo Cisternas , Aaron Kolb

Approachability has become a standard tool in analyzing earning algorithms in the adversarial online learning setup. We develop a variant of approachability for games where there is ambiguity in the obtained reward that belongs to a set,…

Statistics Theory · Mathematics 2012-02-17 Shie Mannor , Vianney Perchet , Gilles Stoltz

A two-dimensional small-world type network, subject to spatial prisoners' dilemma dynamics and containing an influential node defined as a special node with a finite density of directed random links to the other nodes in the network, is…

Disordered Systems and Neural Networks · Physics 2009-11-07 Beom Jun Kim , Ala Trusina , Petter Holme , Petter Minnhagen , Jean S. Chung , M. Y. Choi

We study a continuous time economy where throughout time, insiders receive private signals regarding the risky assets' terminal payoff. We prove existence of a partial communication equilibrium where, at each private signal time, the public…

Pricing of Securities · Quantitative Finance 2024-03-21 Scott Robertson

We study incentive design when multiple principals simultaneously design mechanisms for their respective teams in environments with strategic spillovers. In this environment, each principal's set of incentive-compatible mechanisms--those…

Theoretical Economics · Economics 2026-05-11 Brian Roberson

We study two-sided reputational bargaining with opportunities to issue an ultimatum -- threats to force dispute resolution. Each player is either a justified type, who never concedes and issues an ultimatum whenever an opportunity arrives,…

Theoretical Economics · Economics 2021-05-05 Mehmet Ekmekci , Hanzhe Zhang

Motivated by applications in cyber security, we develop a simple game model for describing how a learning agent's private information influences an observing agent's inference process. The model describes a situation in which one of the…

Computer Science and Game Theory · Computer Science 2019-09-16 Erik Miehling , Roy Dong , Cédric Langbort , Tamer Başar

We study the behavior of for-profit institutions that broadcast reputations to foster trust among market participants. We develop a theoretical model in which buyers and sellers are matched on a platform to engage in transactions involving…

Computer Science and Game Theory · Computer Science 2025-12-01 Hiroaki Chiba-Okabe , Joshua B. Plotkin

In real-world social and economic systems, the provisioning of public goods generally entails continuous interactions among individuals, with decisions to cooperate or defect being influenced by dynamic factors such as timing, resource…

Social and Information Networks · Computer Science 2025-05-20 Gui Zhang , Xiaojin Xiong , Bin Pin , Minyu Feng , Matjaž Perc