Related papers: Hierarchically Organized Minority Games
Obliging games have been introduced in the context of the game perspective on reactive synthesis in order to enforce a degree of cooperation between the to-be-synthesized system and the environment. Previous approaches to the analysis of…
Stochastic games are a natural model for the synthesis of controllers confronted to adversarial and/or random actions. In particular, $\omega$-regular games of infinite length can represent reactive systems which are not expected to reach a…
Using the recently introduced universal computing model, called orchestrated machine, that represents computations in a dissipative environment, we consider a new kind of interpretation of Turing's Imitation Game. In addition we raise the…
This paper introduces and analyses some models in the framework of Mean Field Games describing interactions between two populations motivated by the studies on urban settlements and residential choice by Thomas Schelling. For static games,…
In many situations, both in human and artificial societies, cooperating agents have different status with respect to the activity and it is not uncommon that certain actions are only allowed to coalitions that satisfy certain criteria,…
Incomplete cooperative games generalise the classical model of cooperative games by omitting the values of some of the coalitions. This allows to incorporate uncertainty into the model and study the underlying games as well as possible…
This paper uses category theory to develop an entirely new approach to approximate game theory. Game theory is the study of how different agents within a multi-agent system take decisions. At its core, game theory asks what an optimal…
Game theory is the mathematical framework for analyzing strategic interactions in conflict and competition situations. In recent years quantum game theory has earned the attention of physicists, and has emerged as a branch of quantum…
We study generalized games defined over Banach spaces using variational analysis. To reformulate generalized games as quasi-variational inequality problems, we will first form a suitable principal operator and study some significant…
We prove a theorem computing the number of solutions to a system of equations which is generic subject to the sparsity conditions embodied in a graph. We apply this theorem to games obeying graphical models and to extensive-form games. We…
Synchronous correlations provide a class of nonlocal games that behave like functions between finite sets. In this work we examine categories whose morphisms are games with synchronous classical, quantum, or general nonsignaling…
Game theory is an established branch of mathematics that offers a rich set of mathematical tools for multi-person strategic decision making that can be used to model the interactions of decision makers in security problems who compete for…
Mean Field Game is a rather new field initially developed in applied mathematics and engineering in order to deal with the dynamics of a large number of controlled agents or objects in interaction. For a large class of these models, there…
This brief discusses evolutionary game theory as a powerful and unified mathematical tool to study evolution of collective behaviours. It summarises some of my recent research directions using evolutionary game theory methods, which include…
We address the question of market efficiency using the Minority Game (MG) model. First we show that removing unrealistic features of the MG leads to models which reproduce a scaling behavior close to what is observed in real markets. In…
In this paper we unveil novel monotonicity conditions applicable for Mean Field Games through the exploration of finite dimensional $canonical\ transformations$. Our findings contribute to establishing new global well-posedness results for…
The Minority Game (MG), the Majority Game (MAJG) and the Dollar Game ($G) are important and closely-related versions of market-entry games designed to model different features of real-world financial markets. In a variant of these games,…
Mean field games models describing the limit of a large class of stochastic differential games, as the number of players goes to $+\infty$, have been introduced by J.-M. Lasry and P.-L. Lions. We use a change of variables to transform the…
We study the role of strategy correlations and timing of adaptation for the dynamics of Minority Games, both simulationally and analytically. Using the exact generating functional approach a la De Dominicis we compute the phase diagram and…
We introduce a model of anonymous games with the player dependent action sets. We propose several learning procedures based on the well-known Fictitious Play and Online Mirror Descent and prove their convergence to equilibrium under the…