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Stackelberg equilibria have become increasingly important as a solution concept in computational game theory, largely inspired by practical problems such as security settings. In practice, however, there is typically uncertainty regarding…
We study pricing and superhedging strategies for game options in an imperfect market with default. We extend the results obtained by Kifer in \cite{Kifer} in the case of a perfect market model to the case of an imperfect market with…
In this paper, we consider a zero-sum undiscounted stochastic game which has finite state space and finitely many pure actions. Also, we assume the transition probability of the undiscounted stochastic game is controlled by one player and…
Gameplay under various forms of uncertainty has been widely studied. Feldman et al. (2010) studied a particularly low-information setting in which one observes the opponent's actions but no payoffs, not even one's own, and introduced an…
Value methods for solving stochastic games with partial observability model the uncertainty about states of the game as a probability distribution over possible states. The dimension of this belief space is the number of states. For many…
The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…
The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…
When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…
We study infinitely repeated games in settings of imperfect monitoring. We first prove a family of theorems that show that when the signals observed by the players satisfy a condition known as $(\epsilon, \gamma)$-differential privacy, that…
A two-player one-round binary game consists of two cooperative players who each replies by one bit to a message that he receives privately; they win the game if both questions and answers satisfy some predetermined property. A game is…
In a two-player zero-sum graph game, the players move a token throughout a graph to produce an infinite play, which determines the winner of the game. Bidding games are graph games in which in each turn, an auction (bidding) determines…
We study the performance of Fictitious Play, when used as a heuristic for finding an approximate Nash equilibrium of a 2-player game. We exhibit a class of 2-player games having payoffs in the range [0,1] that show that Fictitious Play…
This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…
Semidefinite programming can be considered over any real closed field, including fields of Puiseux series equipped with their nonarchimedean valuation. Nonarchimedean semidefinite programs encode parametric families of classical…
Cooperation in heterogeneous groups, where individuals differ in resources, productivity, and behavioural responsiveness, underpins collective action across many social and biological systems. Introspection dynamics, in which each player…
In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…
We study equilibrium finding in polymatrix games under differential privacy constraints. Prior work in this area fails to achieve both high-accuracy equilibria and a low privacy budget. To better understand the fundamental limitations of…
We explore a broad class of values for cooperative games in characteristic function form, known as \emph{compromise values\/}. These values efficiently allocate payoffs by linearly combining well-specified upper and lower bounds on payoffs.…
This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…
We consider zero-sum repeated games with incomplete information on both sides, where the states privately observed by each player follow independent Markov chains. It generalizes the model, introduced by Aumann and Maschler in the sixties…