Related papers: Fluctuations around Nash Equilibria in Game Theory

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…

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

Correlated equilibria arise naturally when agents communicate or rely on intermediaries such as recommendation systems. We study when a given Nash equilibrium can be improved within the set of correlated equilibria for general objectives.…

Conventional game theory assumes that players are perfectly rational. In a realistic situation, however, players are rarely perfectly rational. This bounded rationality is one of the main reasons why the predictions of Nash equilibrium in…

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

Game theoretic equilibria are mathematical expressions of rationality. Rational agents are used to model not only humans and their software representatives, but also organisms, populations, species and genes, interacting with each other and…

An heuristic approach to compute strong Nash (Aumann) equilibria is presented. The method is based on differential evolution and three variants of a generative relation for strong Nash equilibria characterization. Numerical experiments…

Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…

This paper introduces two fundamentally new concepts to game theory: multilateral Nash equilibria and families of games. Starting with non-cooperative games, we show how these notions together seamlessly integrate into and naturally extend…

This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…

We study the effectiveness of iterated elimination of strictly-dominated actions in random games. We show that dominance solvability of games is vanishingly small as the number of at least one player's actions grows. Furthermore,…

Recent theories from complexity science argue that complex dynamics are ubiquitous in social and economic systems. These claims emerge from the analysis of individually simple agents whose collective behavior is surprisingly complicated.…

While fictitious play is guaranteed to converge to Nash equilibrium in certain game classes, such as two-player zero-sum games, it is not guaranteed to converge in non-zero-sum and multiplayer games. We show that fictitious play in fact…

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

Predicting selfish behavior in public environments by considering Nash equilibria is a central concept of game theory. For the dynamic traffic assignment problem modeled by a flow over time game, in which every particle tries to reach its…

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…