Related papers: Undiscounted Equilibrium in Positive Recursive Abs…
We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…
We consider a novel class of portfolio liquidation games with market drop-out ("absorption"). More precisely, we consider mean-field and finite player liquidation games where a player drops out of the market when her position hits zero. In…
The dynamics of a single microscopic or mesoscopic non quantum system interacting with a macroscopic environment is generally stochastic. In the same way, the reduced density operator of a single quantum system interacting with a…
The concept of intransitiveness for games, which is the condition for which there is no first-player winning strategy can arise surprisingly, as happens in the Penney game, an extension of the heads or tails. Since a game can be converted…
This paper presents a learning dynamic with almost sure convergence guarantee for any stochastic game with turn-based controllers (on state transitions) as long as stage-payoffs induce a zero-sum or identical-interest game. Stage-payoffs…
This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…
We propose a new model of a distributed game, called an ATS game, which is played on a non-deterministic asynchronous transition system -- a natural distributed finite-state device working on Mazurkiewicz traces. This new…
We investigate multi-round team competitions between two teams, where each team selects one of its players simultaneously in each round and each player can play at most once. The competition defines an extensive-form game with perfect…
Consider a game where Alice generates an integer and Bob wins if he can factor that integer. Traditional game theory tells us that Bob will always win this game even though in practice Alice will win given our usual assumptions about the…
In this paper we examine the relationship between the flow of the replicator dynamic, the continuum limit of Multiplicative Weights Update, and a game's response graph. We settle an open problem establishing that under the replicator, sink…
We consider a dynamic version of sender-receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild assumptions, we provide a simple characterization of the limit set of equilibrium…
In this paper we analyse two-player games by their response graphs. The response graph has nodes which are strategy profiles, with an arc between profiles if they differ in the strategy of a single player, with the direction of the arc…
We study nondeterministic strategies in parity games with the aim of computing a most permissive winning strategy. Following earlier work, we measure permissiveness in terms of the average number/weight of transitions blocked by the…
Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…
There is a common belief that humans and many animals follow transitive inference (choosing A over C on the basis of knowing that A is better than B and B is better than C). Transitivity seems to be the essence of rational choice. We…
Recursed is a 2D puzzle platform video game featuring treasure chests that, when jumped into, instantiate a room that can later be exited (similar to function calls), optionally generating a jar that returns back to that room (similar to…
In this paper, we study the problem of learning the set of pure strategy Nash equilibria and the exact structure of a continuous-action graphical game with quadratic payoffs by observing a small set of perturbed equilibria. A…
We consider normal-form games with $n$ players and two strategies for each player, where the payoffs are i.i.d. random variables with some distribution $F$ and we consider issues related to the pure equilibria in the game as the number of…
We consider a zero-sum stochastic game for continuous-time Markov chain with countable state space and unbounded transition and pay-off rates. The additional feature of the game is that the controllers together with taking actions are also…
We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…