Related papers: Stochastic stability in spatial games
We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime $M$. Switching decisions are driven by a continuous stochastic factor $X$…
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…
Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…
We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…
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…
We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…
We consider coalition formation among players in an n-player finite strategic game over infinite horizon. At each time a randomly formed coalition makes a joint deviation from a current action profile such that at new action profile all…
In this paper, we study a theoretical math problem of game theory and calculus of variations in which we minimize a functional involving two players. A general relationship between the optimal strategies for both players is presented,…
We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…
This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…
We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing in a Nash Mean Field Game…
This paper presents a model of network formation in repeated games where the players adapt their strategies and network ties simultaneously using a simple reinforcement-learning scheme. It is demonstrated that the coevolutionary dynamics of…
For the iterated Prisoner's Dilemma, there exist Markov strategies which solve the problem when we restrict attention to the long term average payoff. When used by both players these assure the cooperative payoff for each of them. Neither…
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…
Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…
We study two-player reachability games on finite graphs. At each state the interaction between the players is concurrent and there is a stochastic Nature. Players also play stochastically. The literature tells us that 1) Player B, who wants…
This work explores three-player game training dynamics, under what conditions three-player games converge and the equilibria the converge on. In contrast to prior work, we examine a three-player game architecture in which all players…
We consider a symmetric multi-players zero-sum game with two strategic variables. There are $n$ players, $n\geq 3$. Each player is denoted by $i$. Two strategic variables are $t_i$ and $s_i$, $i\in \{1, \dots, n\}$. They are related by…
A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…