Related papers: Continuation-Performance Decomposition in Dynamic …
Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…
I study reputation formation in repeated games where player actions endogenously determine the probability the game permanently ends. Permanent exit can render reputation useless even to a patient long-lived player whose actions are…
We consider concurrent stochastic games played on graphs with reachability and safety objectives. These games can be solved by value iteration as well as strategy iteration, each of them yielding a sequence of under-approximations of the…
Originating in evolutionary game theory, the class of "zero-determinant" strategies enables a player to unilaterally enforce linear payoff relationships in simple repeated games. An upshot of this kind of payoff constraint is that it can…
We consider two-player games played on weighted directed graphs with mean-payoff and total-payoff objectives, two classical quantitative objectives. While for single-dimensional games the complexity and memory bounds for both objectives…
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the existence of a very robust notion of value for the infinitely repeated problem, namely the pathwise uniform value. This solves two open…
We define Conditional quasi concave Performance Measures (CPMs), on random variables bounded from below, to accommodate for additional information. Our notion encompasses a wide variety of cases, from conditional expected utility and…
Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…
Mean-payoff games (MPGs) are infinite duration two-player zero-sum games played on weighted graphs. Under the hypothesis of perfect information, they admit memoryless optimal strategies for both players and can be solved in…
We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…
We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…
Evolutionary competition often occurs simultaneously at multiple levels of organization, in which traits or behaviors that are costly for an individual can provide collective benefits to groups to which the individual belongs. Building off…
We consider two-player zero-sum concurrent stochastic games (CSGs) played on graphs with reachability and safety objectives. These include degenerate classes such as Markov decision processes or turn-based stochastic games, which can be…
We examine sequential equilibrium in the context of computational games, where agents are charged for computation. In such games, an agent can rationally choose to forget, so issues of imperfect recall arise. In this setting, we consider…
Pursuit-evasion scenarios appear widely in robotics, security domains, and many other real-world situations. We focus on two-player pursuit-evasion games with concurrent moves, infinite horizon, and discounted rewards. We assume that the…
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…
A simple model for cooperation between "selfish" agents, which play an extended version of the Prisoner's Dilemma(PD) game, in which they use arbitrary payoffs, is presented and studied. A continuous variable, representing the probability…
For sequential data, a change point is a moment of abrupt regime switch in data streams. Such changes appear in different scenarios, including simpler data from sensors and more challenging video surveillance data. We need to detect…
We consider a dynamical approach to sequential games. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding restriction…
This paper analyses Escard\'o and Oliva's generalisation of selection functions over a strong monad from a game-theoretic perspective. We focus on the case of the nondeterminism (finite nonempty powerset) monad $\mathcal{P}$. We use these…