Related papers: Undiscounted Equilibrium in Positive Recursive Abs…

An important feature of a dynamic game is its monitoring structure namely, what the players effectively see from the played actions. We consider games with arbitrary monitoring structures. One of the purposes of this paper is to know to…

A combinatorial game is a two-player game without hidden information or chance elements. One of the major approaches to analyzing games in combinatorial game theory is to break down a given game position into a disjunctive sum of multiple…

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

We study dynamic games with hidden states and absorbing failure, where belief-driven actions can trigger irreversible collapse. In such environments, equilibria that sustain activity generically operate at the boundary of viability. We show…

We study a class of finite-action disclosure games in which the sender's preferences are state-independent and the receiver's optimal action depends only on the expected state. While receiver-preferred equilibria in these games involve full…

This paper introduces a nonlinear multi-agent dynamic model that characterizes the resource-seizing mechanism for a fixed amount of resources. The model demonstrates a winners-take-all behavior within a zero-sum game framework. It…

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a…

We consider a sub-class of bi-matrix games which we refer to as two-person (hereafter referred to as two-player) additively-separable sum (TPASS) games, where the sum of the pay-offs of the two players is additively separable. The row…

Cooperative games with nonempty core are called balanced, and the set of balanced games is a polyhedron. Given a game with empty core, we look for the closest balanced game, in the sense of the (weighted) Euclidean distance, i.e., the…

This paper studies the implementation of Bayes correlated equilibria in symmetric Bayesian games with nonatomic players, using direct information structures and obedient strategies. The main results demonstrate full implementation in a…

Equilibrium notions for games with unawareness in the literature cannot be interpreted as steady-states of a learning process because players may discover novel actions during play. In this sense, many games with unawareness are…

We address the equilibrium concept of a reverse auction game so that no one can enhance the individual payoff by a unilateral change when all the others follow a certain strategy. In this approach the combinatorial possibilities to consider…

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

Although mixed extensions of finite games always admit equilibria, this is not the case for countable games, the best-known example being Wald's pick-the-larger-integer game. Several authors have provided conditions for the existence of…

Zero-sum games such as chess and poker are, abstractly, functions that evaluate pairs of agents, for example labeling them `winner' and `loser'. If the game is approximately transitive, then self-play generates sequences of agents of…

We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a…

We study the typical structure of games in terms of their connectivity properties. A game is said to be `connected' if it has a pure Nash equilibrium and the property that there is a best-response path from every action profile which is not…

In communication systems where users share common resources, users' selfish behavior usually results in suboptimal resource utilization. There have been extensive works that model communication systems with selfish users as one-shot games…

We show that every two-player stochastic game with finite state and action sets and bounded, Borel-measurable, and shift-invariant payoffs, admits an $\ep$-equilibrium for all $\varepsilon>0$.