Related papers: Sustainable Exploitation Equilibria for Dynamic Ga…
While Online Gradient Descent and other no-regret learning procedures are known to efficiently converge to a coarse correlated equilibrium in games where each agent's utility is concave in their own strategy, this is not the case when…
We study multiplayer turn-based games played on a finite directed graph such that each player aims at satisfying an omega-regular Boolean objective. Instead of the well-known notions of Nash equilibrium (NE) and subgame perfect equilibrium…
Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…
A central task of artificial intelligence is the design of artificial agents that act towards specified goals in partially observed environments. Since such environments frequently include interaction over time with other agents with their…
Colonel Blotto games with discrete strategy spaces effectively illustrate the intricate nature of multidimensional strategic reasoning. This paper studies the equilibrium set of such games where, in line with prior experimental work, the…
We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…
In a game theoretic framework, we study energy markets with a continuum of homogenous producers who produce energy from an exhaustible resource such as oil. Each producer simultaneously optimizes production rate that drives her revenues, as…
We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different for local first- or second-mover advantages, which we…
Nash equilibrium (NE) is a widely adopted solution concept in game theory due to its stability property. However, we observe that the NE strategy might not always yield the best results, especially against opponents who do not adhere to NE…
For dynamic situations where the evolution of a player's state is influenced by his own action as well as other players' states and actions, we show that equilibria derived for nonatomic games (NGs) can be used by their large finite…
Predatory pricing -- where a firm strategically lowers prices to undermine competitors -- is a contentious topic in dynamic oligopoly theory, with scholars debating practical relevance and the existence of predatory equilibria. Although…
An evolutionarily stable strategy (ESS) is an equilibrium strategy that is immune to invasions by rare alternative (``mutant'') strategies. Unlike Nash equilibria, ESS do not always exist in finite games. In this paper we address the…
No-regret learning dynamics play a central role in game theory, enabling decentralized convergence to equilibrium for concepts such as Coarse Correlated Equilibrium (CCE) or Correlated Equilibrium (CE). In this work, we improve the…
Off-policy evaluation (OPE) is the problem of evaluating new policies using historical data obtained from a different policy. In the recent OPE context, most studies have focused on single-player cases, and not on multi-player cases. In…
Conventional financial strategy evaluation relies on isolated backtests in static environments. Such evaluations assess each policy independently, overlook correlations and interactions, and fail to explain why strategies ultimately persist…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
Games with continuous strategy sets arise in several machine learning problems (e.g. adversarial learning). For such games, simple no-regret learning algorithms exist in several cases and ensure convergence to coarse correlated equilibria…
We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…
Exploration-exploitation is a powerful and practical tool in multi-agent learning (MAL), however, its effects are far from understood. To make progress in this direction, we study a smooth analogue of Q-learning. We start by showing that…
We study linear quadratic dynamic games where players are uncertain about each other's control policies or goals and consequently seek to be strategically robust. Building on recent work on strategically robust and risk-averse game theory,…