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We introduce the sampling logit equilibrium (SLE), a stationary concept for population games in which agents evaluate actions using a finite sample of opponents' plays and respond according to a logit choice rule. This framework combines…

Theoretical Economics · Economics 2026-03-11 Minoru Osawa

This paper investigates a distributed robust Nash Equilibrium (NE) seeking problem for second-order players subject to external disturbances and uncertain dynamics while communicating via semi-Markov switching topologies. To accommodate the…

Optimization and Control · Mathematics 2026-05-22 Jianing Chen , Sitian Qin , Chuangyin Dang

In this paper, we consider both finite and infinite horizon discounted dynamic mean-field games where there is a large population of homogeneous players sequentially making strategic decisions and each player is affected by other players…

Computer Science and Game Theory · Computer Science 2019-10-23 Deepanshu Vasal

We initiate the study of the \emph{destruction model} (\aka \emph{adversary model}) introduced by Kliemann (2010), using the stability concept of \emph{swap equilibrium} introduced by Alon et. al (2010). The destruction model is a network…

Computer Science and Game Theory · Computer Science 2016-11-18 Lasse Kliemann , Elmira Shirazi Sheykhdarabadi , Anand Srivastav

We consider simple stochastic games with terminal-node rewards and multiple players, who have differing perceptions of risk. Specifically, we study risk-sensitive equilibria (RSEs), where no player can improve their perceived reward --…

Computer Science and Game Theory · Computer Science 2025-02-11 Léonard Brice , Thomas Henzinger , K. S. Thejaswini

The multi-population replicator dynamics (RD) can be considered a dynamic approach to the study of multi-player games, where it was shown to be related to Cross' learning, as well as of systems of coevolving populations. However, not all of…

Populations and Evolution · Quantitative Biology 2020-07-01 Johann Bauer , Mark Broom , Eduardo Alonso

Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving…

Computer Science and Game Theory · Computer Science 2022-11-28 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

In this paper we analyse a dynamic model of investment under uncertainty in a duopoly, in which each firm has an option to switch from the present market to a new market. We construct a subgame perfect equilibrium in mixed strategies and…

Economics · Quantitative Finance 2015-06-16 Jan-Henrik Steg , Jacco Thijssen

Ensuring the safety of environmental exploration is a critical problem in reinforcement learning (RL). While limiting exploration to a feasible zone has become widely accepted as a way to ensure safety, key questions remain unresolved: what…

Machine Learning · Computer Science 2026-02-05 Yujie Yang , Zhilong Zheng , Shengbo Eben Li

This survey is organized around three main topics: models, econometrics, and empirical applications. Section 2 presents the theoretical framework, introduces the concept of Markov Perfect Nash Equilibrium, discusses existence and…

Econometrics · Economics 2021-09-17 Victor Aguirregabiria , Allan Collard-Wexler , Stephen P. Ryan

We analyze the question of whether the outcome of an oligopoly exploiting a nonrenewable resource can be replicated by a related monopoly, within the framework of continuous time and Markov Perfect Nash Equilibrium. We establish necessary…

Theoretical Economics · Economics 2024-07-31 Juan Pablo Rincón-Zapatero

We consider a finite horizon repeated game with $N$ selfish players who observe their types privately and take actions, which are publicly observed. Their actions and types jointly determine their instantaneous rewards. In each period,…

Computer Science and Game Theory · Computer Science 2019-05-17 Deepanshu Vasal

We study a decentralized matching market in which firms sequentially make offers to potential workers. For each offer, the worker can choose "accept" or "reject," but the decision is irrevocable. The acceptance of an offer guarantees her…

Computer Science and Game Theory · Computer Science 2019-11-19 Yasushi Kawase , Yutaro Yamaguchi , Yu Yokoi

Remote estimation is a crucial element of real time monitoring of a stochastic process. While most of the existing works have concentrated on obtaining optimal sampling strategies, motivated by malicious attacks on cyber-physical systems,…

Information Theory · Computer Science 2024-12-03 Atahan Dokme , Raj Kiriti Velicheti , Melih Bastopcu , Tamer Başar

Game theory has traditionally had a relatively limited view of risk based on how a player's expected reward is impacted by the uncertainty of the actions of other players. Recently, a new game-theoretic approach provides a more holistic…

Computer Science and Game Theory · Computer Science 2025-10-07 Oliver Slumbers , Benjamin Patrick Evans , Sumitra Ganesh , Leo Ardon

Surveillance-Evasion (SE) games form an important class of adversarial trajectory-planning problems. We consider time-dependent SE games, in which an Evader is trying to reach its target while minimizing the cumulative exposure to a moving…

Optimization and Control · Mathematics 2019-09-09 Elliot Cartee , Lexiao Lai , Qianli Song , Alexander Vladimirsky

In this paper, we introduce a novel equilibrium concept, called the equilibrium cycle, which seeks to capture the outcome of oscillatory game dynamics. Unlike the (pure) Nash equilibrium, which defines a fixed point of mutual best…

Theoretical Economics · Economics 2025-10-07 Tushar Shankar Walunj , Shiksha Singhal , Veeraruna Kavitha , Jayakrishnan Nair

A natural goal in multiagent learning besides finding equilibria is to learn rationalizable behavior, where players learn to avoid iteratively dominated actions. However, even in the basic setting of multiplayer general-sum games, existing…

Machine Learning · Computer Science 2022-10-21 Yuanhao Wang , Dingwen Kong , Yu Bai , Chi Jin

Once failure is irreversible, continuation payoffs cannot be meaningfully aggregated across strategies that differ in their survival properties. Standard scalar evaluation sidesteps this by arbitrarily completing payoffs beyond termination,…

Theoretical Economics · Economics 2026-02-10 Nicholas H. Kirk

We consider evolutionary dynamics for population games in which players have a continuum of strategies at their disposal. Models in this setting amount to infinite-dimensional differential equations evolving on the manifold of probability…

Dynamical Systems · Mathematics 2025-04-23 Brendon G. Anderson , Jingqi Li , Somayeh Sojoudi , Murat Arcak