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We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

Computer Science and Game Theory · Computer Science 2008-09-02 Joseph Y. Halpern , Rafael Pass

In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…

Computer Science and Game Theory · Computer Science 2026-01-30 Mao Fabrice Djete , Nizar Touzi

One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin

We formulate and study a two-player static duel game as a nonzero-sum discounted stochastic game. Players $P_{1},P_{2}$ are standing in place and, in each turn, one or both may shoot at the other player. If $P_{n}$ shoots at $P_{m}$ ($m\neq…

Discrete Mathematics · Computer Science 2023-04-12 Athanasios Kehagias

Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…

Computer Science and Game Theory · Computer Science 2024-06-03 Rohit Konda , Rahul Chandan , Jason Marden

We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games "monotone-follower games". In a…

Optimization and Control · Mathematics 2019-02-05 Jodi Dianetti , Giorgio Ferrari

We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg , Martin Weigt

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Optimization and Control · Mathematics 2019-11-04 Mehran Shakarami , Claudio De Persis , Nima Monshizadeh

A supermarket game is considered with $N$ FCFS queues with unit exponential service rate and global Poisson arrival rate $N \lambda$. Upon arrival each customer chooses a number of queues to be sampled uniformly at random and joins the…

Information Theory · Computer Science 2012-12-27 Jiaming Xu , Bruce Hajek

Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…

Optimization and Control · Mathematics 2016-06-03 Mario Bravo , Panayotis Mertikopoulos

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…

Trading and Market Microstructure · Quantitative Finance 2023-03-24 Eyal Neuman , Moritz Voß

Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…

Computer Science and Game Theory · Computer Science 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu

We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and…

Optimization and Control · Mathematics 2019-05-30 Marcel Nutz , Jaime San Martin , Xiaowei Tan

This paper explores the Mechanism Design aspects of the $m$-Capacitated Facility Location Problem where the total facility capacity is less than the number of agents. Following the framework outlined by Aziz et al., the Social Welfare of…

Computer Science and Game Theory · Computer Science 2024-07-29 Gennaro Auricchio , Harry J. Clough , Jie Zhang

Existing settings of decentralized learning either require players to have full information or the system to have certain special structure that may be hard to check and hinder their applicability to practical systems. To overcome this, we…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Yan Jiang , Wenqi Cui , Baosen Zhang , Jorge Cortés

Facility location problems often permit facilities to be located at any position. But what if this is not the case in practice? What if facilities can only be located at particular locations like a highway exit or close to a bus stop? We…

Artificial Intelligence · Computer Science 2021-07-22 Toby Walsh

In this study, we present models where participants strategically select their risk levels and earn corresponding rewards, mirroring real-world competition across various sectors. Our analysis starts with a normal form game involving two…

Computational Finance · Quantitative Finance 2023-05-31 Louis Abraham

Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…

Computer Science and Game Theory · Computer Science 2016-06-07 Yannai A. Gonczarowski , Moshe Tennenholtz

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
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