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We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…

Computer Science and Game Theory · Computer Science 2024-07-23 Fabian R. Pieroth , Nils Kohring , Martin Bichler

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Computer Science and Game Theory · Computer Science 2020-07-14 Wenshuo Guo , Mihaela Curmei , Serena Wang , Benjamin Recht , Michael I. Jordan

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Yan Chen , Tao Li

Analytically, finding the origins of cooperative behavior in infinite-player games is an exciting topic of current interest. In this paper, we compare three analytical methods, i.e., Nash equilibrium mapping (NEM), Darwinian selection (DS)…

Statistical Mechanics · Physics 2025-01-15 Colin Benjamin , Rajdeep Tah

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

Optimization and Control · Mathematics 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

The information-theoretic limits of community detection have been studied extensively for network models with high levels of symmetry or homogeneity. The contribution of this paper is to study a broader class of network models that allow…

Information Theory · Computer Science 2019-07-05 Galen Reeves , Vaishakhi Mayya , Alexander Volfovsky

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

In this article we study the behavior of a group of economic agents in the context of cooperative game theory, interacting according to rules based on the Potts Model with suitable modifications. Each agent can be thought of as belonging to…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Roberto da Silva , Alexandre Tavares Baraviera , Silvio R. Dahmen

We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Computer Science and Game Theory · Computer Science 2023-08-30 Carlos Martin , Tuomas Sandholm

Understanding the emergence of cooperation in social networks has advanced through pairwise interactions, but the corresponding theory for group-based public goods games (PGGs) remains less explored. Here, we provide theoretical conditions…

Computer Science and Game Theory · Computer Science 2026-02-11 Chaoqian Wang , Qi Su

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

Economic experiments reveal that humans value cooperation and fairness. Punishing unfair behavior is therefore common, and according to the theory of strong reciprocity, it is also directly related to rewarding cooperative behavior.…

Physics and Society · Physics 2013-11-28 Attila Szolnoki , Matjaz Perc

Noncooperative game-theoretic tools have been increasingly used to study many important resource allocation problems in communications, networking, smart grids, and portfolio optimization. In this paper, we consider a general class of…

Computer Science and Game Theory · Computer Science 2016-11-17 Gesualdo Scutari , Francisco Facchinei , Jong-Shi Pang , Daniel P. Palomar

Some of the most relevant future applications of multi-agent systems like autonomous driving or factories as a service display mixed-motive scenarios, where agents might have conflicting goals. In these settings agents are likely to learn…

Multiagent Systems · Computer Science 2022-07-20 Kyrill Schmid , Lenz Belzner , Robert Müller , Johannes Tochtermann , Claudia Linnhoff-Popien

The fact that individuals will most likely behave differently in different situations begets the introduction of conditional strategies. Inspired by this, we study the evolution of cooperation in the spatial public goods game, where besides…

Physics and Society · Physics 2012-02-08 Attila Szolnoki , Matjaz Perc

Finding ways to overcome the temptation to exploit one another is still a challenge in behavioural sciences. In the framework of evolutionary game theory, punishing strategies are frequently used to promote cooperation in competitive…

Populations and Evolution · Quantitative Biology 2022-07-06 Lucas S. Flores , Heitor C. M. Fernandes , Marco A. Amaral , Mendeli H. Vainstein

Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes…

Portfolio Management · Quantitative Finance 2010-08-24 Yongjoo Baek , Sang Hoon Lee , Hawoong Jeong

The neighborhood enrichment test is used to quantify spatial enrichment and depletion between spatial points with categorical labels, which is a common data type in spatial omics. Traditionally, this test relies on a permutation-based Monte…

Quantitative Methods · Quantitative Biology 2025-06-24 Axel Andersson , Hanna Nyström

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
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