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In this paper we study stochastic dynamic games with many players; these are a fundamental model for a wide range of economic applications. The standard solution concept for such games is Markov perfect equilibrium (MPE), but it is well…

Computer Science and Game Theory · Computer Science 2015-03-17 Sachin Adlakha , Ramesh Johari , Gabriel Y. Weintraub

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

We propose Deterministic Sequencing of Exploration and Exploitation (DSEE) algorithm with interleaving exploration and exploitation epochs for model-based RL problems that aim to simultaneously learn the system model, i.e., a Markov…

Machine Learning · Computer Science 2022-12-21 Piyush Gupta , Vaibhav Srivastava

Markov games with coupling constraints model constrained dynamical decision-making involving self-interested agents, where the feasibility of an individual agent's strategy depends on the joint strategies of the others. Such games arise in…

Computer Science and Game Theory · Computer Science 2026-05-27 Tingting Ni , Anna Maddux , Maryam Kamgarpour

Strong Stackelberg equilibrium (SSE) is the standard solution concept of Stackelberg security games. As opposed to the weak Stackelberg equilibrium (WSE), the SSE assumes that the follower breaks ties in favor of the leader and this is…

Computer Science and Game Theory · Computer Science 2018-11-12 Qingyu Guo , Jiarui Gan , Fei Fang , Long Tran-Thanh , Milind Tambe , Bo An

We introduce and study a group formation game in which individuals/agents, driven by self-interest, team up in disjoint groups so as to be in groups of high collective strength. This strength could be group identity, reputation, or…

Computer Science and Game Theory · Computer Science 2021-09-28 Chenlan Wang , Mehrdad Moharrami , Kun Jin , David Kempe , P. Jeffrey Brantingham , Mingyan Liu

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2024-02-14 Léonard Brice , Marie van den Bogaard , Jean-François Raskin

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

We consider a multi-player non-zero-sum turn-based game (abbreviated as multi-player game) on a finite directed graph. A secure equilibrium (SE) is a strategy profile in which no player has the incentive to deviate from the strategy because…

Computer Science and Game Theory · Computer Science 2025-09-03 Hiroki Mizuno , Yoshiaki Takata , Hiroyuki Seki

We consider a class of continuous-time dynamic games involving a large number of players. Each player selects actions from a finite set and evolves through a finite set of states. State transitions occur stochastically and depend on the…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…

Computer Science and Game Theory · Computer Science 2025-10-28 Carlos Martin , Tuomas Sandholm

Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…

Computer Science and Game Theory · Computer Science 2023-12-22 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-06 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

We study $n$-player turn-based games played on a finite directed graph. For each play, the players have to pay a cost that they want to minimize. Instead of the well-known notion of Nash equilibrium (NE), we focus on the notion of subgame…

Computer Science and Game Theory · Computer Science 2015-04-13 Thomas Brihaye , Véronique Bruyère , Noémie Meunier , Jean-François Raskin

We propose a refinement of correlated equilibrium based on mediator errors, called correlated perfect equilibrium (CPE). In finite games, the set of CPE is nonempty and forms a finite union of convex sets. Like perfect equilibrium, a CPE…

Theoretical Economics · Economics 2025-10-10 Wanying Huang , J. Jude Kline , Priscilla Man

We present a subjective equilibrium notion (called "subjective equilibrium under beliefs of exogenous uncertainty (SEBEU)" for stochastic dynamic games in which each player chooses her decisions under the (incorrect) belief that a…

Optimization and Control · Mathematics 2022-11-17 Gürdal Arslan , Serdar Yüksel

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

In safe opponent exploitation players hope to exploit their opponents' potentially sub-optimal strategies while guaranteeing at least the value of the game in expectation for themselves. Safe opponent exploitation algorithms have been…

Computer Science and Game Theory · Computer Science 2023-07-25 Linus Jeary , Paolo Turrini

We show that computing approximate stationary Markov coarse correlated equilibria (CCE) in general-sum stochastic games is computationally intractable, even when there are two players, the game is turn-based, the discount factor is an…

Machine Learning · Computer Science 2022-04-11 Constantinos Daskalakis , Noah Golowich , Kaiqing Zhang

Numerous heuristics and advanced approaches have been proposed for exploration in different settings for deep reinforcement learning. Noise-based exploration generally fares well with dense-shaped rewards and bonus-based exploration with…

Machine Learning · Computer Science 2025-10-22 Sebastian Griesbach , Carlo D'Eramo
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