English
Related papers

Related papers: Sustainable Exploitation Equilibria for Dynamic Ga…

200 papers

This paper characterizes differentiable subgame perfect equilibria in a continuous time intertemporal decision optimization problem with non-constant discounting. The equilibrium equation takes two different forms, one of which is…

Optimization and Control · Mathematics 2007-05-23 Ivar Ekeland , Ali Lazrak

Similar to the role of Markov decision processes in reinforcement learning, Stochastic Games (SGs) lay the foundation for the study of multi-agent reinforcement learning (MARL) and sequential agent interactions. In this paper, we derive…

Computer Science and Game Theory · Computer Science 2023-01-12 Xiaotie Deng , Ningyuan Li , David Mguni , Jun Wang , Yaodong Yang

We study a game of resource extraction of a common good under one-dimensional diffusive dynamics with player actions corresponding to singular stochastic control up to absorption at $0$, implying a trade-off between profitable resource…

Probability · Mathematics 2025-12-22 Piotr Chlebicki , Kristoffer Lindensjö

Mean field equilibrium (MFE) has emerged as a computationally tractable solution concept for large dynamic games. However, computing MFE remains challenging due to nonlinearities and the absence of contraction properties, limiting its…

Theoretical Economics · Economics 2025-06-23 Bar Light

In this study, considering the importance of how to exploit renewable natural resources, we analyze a fishing model with nonlinear harvesting function in which the players at the equilibrium point do a static game with complete information…

Dynamical Systems · Mathematics 2019-05-16 Elahe Sorouri , Madjid Eshaghi Gordji , Reza. Memarbashi

We consider the existence and computational complexity of coalitional stability concepts based on social networks. Our concepts represent a natural and rich combinatorial generalization of a recent approach termed partition equilibrium. We…

Computer Science and Game Theory · Computer Science 2010-12-08 Martin Hoefer , Michal Penn , Maria Polukarov , Alexander Skopalik , Berhold Vöcking

Repeated interactions are ubiquitous and known to promote social behaviour. While research often focuses on cooperation in the Prisoner's Dilemma, experimental evidence suggests repeated interactions also foster fairness. This study…

Adaptation and Self-Organizing Systems · Physics 2026-04-07 Prosanta Mandal , Arunava Patra , Sagar Chakraborty

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

Optimization and Control · Mathematics 2021-01-05 Minyi Huang , Yan Ma

The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…

Machine Learning · Statistics 2025-11-12 Zewu Zheng , Yuanyuan Lin

This paper considers the problem of solving a symmetric positive definite system of linear equations over a network of agents with arbitrary asynchronous interactions and membership dynamics. The latter implies that each agent is allowed to…

Systems and Control · Computer Science 2016-06-14 Jie Lu , Choon Yik Tang

A multi-player competitive Dynkin stopping game is constructed. Each player can either exit the game for a fixed payoff, determined a priori, or stay and receive an adjusted payoff depending on the decision of other players. The single…

Computer Science and Game Theory · Computer Science 2012-11-20 Ivan Guo

This article is related to risk-sensitive nonzero-sum stochastic differential games in the Markovian framework. This game takes into account the attitudes of the players toward risk and the utility is of exponential form. We show the…

Optimization and Control · Mathematics 2014-12-04 Said Hamadène , Rui Mu

We study nonzero-sum stochastic games for continuous time Markov decision processes on a denumerable state space with risk-sensitive ergodic cost criterion. Transition rates and cost rates are allowed to be unbounded. Under a Lyapunov type…

Optimization and Control · Mathematics 2022-07-18 Mrinal K Ghosh , Subrata Golui , Chandan Pal , Somnath Pradhan

We apply Blackwell optimality to repeated games. An equilibrium whose strategy profile is sequentially rational for all high enough discount factors simultaneously is a Blackwell (subgame-perfect, perfect public, etc.) equilibrium. The bite…

Theoretical Economics · Economics 2025-01-13 Costas Cavounidis , Sambuddha Ghosh , Johannes Hörner , Eilon Solan , Satoru Takahashi

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

Computer Science and Game Theory · Computer Science 2023-05-30 Fivos Kalogiannis , Ioannis Panageas

Over the past few decades, many works have studied the evolutionary dynamics of continuous games. However, previous works have primarily focused on two-player games with pairwise interactions. Indeed, group interactions rather than pairwise…

Physics and Society · Physics 2025-04-10 Jing Luo , Duozi Lin , Xiaojie Chen , Attila Szolnoki

In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…

Computer Science and Game Theory · Computer Science 2025-12-10 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet

Do boundedly rational players learn to choose equilibrium strategies as they play a game repeatedly? A large literature in behavioral game theory has proposed and experimentally tested various learning algorithms, but a comparative analysis…

Economics · Quantitative Finance 2021-09-03 Marco Pangallo , James Sanders , Tobias Galla , Doyne Farmer

Equilibrium Propagation (EP) is a physics-inspired learning algorithm that uses stationary states of a dynamical system both for inference and learning. In its original formulation it is limited to conservative systems, $\textit{i.e.}$ to…

Machine Learning · Computer Science 2026-02-04 Antonino Emanuele Scurria , Dimitri Vanden Abeele , Bortolo Matteo Mognetti , Serge Massar

A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…

Computer Science and Game Theory · Computer Science 2026-01-27 Ali Asadi , Léonard Brice , Krishnendu Chatterjee , K. S. Thejaswini