Related papers: Game theory, maximum entropy, minimum discrepancy …

In strategic scenarios where decision-makers operate at different hierarchical levels, traditional optimization methods are often inadequate for handling uncertainties from incomplete information or unpredictable external factors. To fill…

Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…

Strategic-form min-max game theory examines the existence, multiplicity, selection of equilibria, and the worst-case computational complexity under perfect rationality. However, in many applications, games are drawn from an ensemble, and…

Optimal behavior in (competitive) situation is traditionally determined with the help of utility functions that measure the payoff of different actions. Given an ordering on the space of revenues (payoffs), the classical axiomatic approach…

There has been a recent surge of interest in the role of information in strategic interactions. Much of this work seeks to understand how the realized equilibrium of a game is influenced by uncertainty in the environment and the information…

We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…

In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Concept of exponential family is generalized by simple and general exponential form. Simple and general potential are introduced. Maximum Entropy and Maximum Likelihood tasks are defined. ML task on the simple exponential form and ME task…

We consider how an agent should update her beliefs when her beliefs are represented by a set P of probability distributions, given that the agent makes decisions using the minimax criterion, perhaps the best-studied and most commonly-used…

This paper deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…

We study the inverse problem of inferring the state of a finite-level quantum system from expected values of a fixed set of observables, by maximizing a continuous ranking function. We have proved earlier that the maximum-entropy inference…

We study maximum-entropy inference for finite-dimensional quantum states under linear moment constraints. Given expectation values of finitely many observables, the feasible set of states is convex but typically non-unique. The…

This paper studies decision problems where the decision maker's choice of action affects the probability distribution of a payoff relevant random variable. We establish sufficient conditions for the existence of an expected utility…

Claude Shannon's zero-error communication paradigm reshaped our understanding of fault-tolerant information transfer. Here, we adapt this notion into game theory with incomplete information. We ask: can players with private information…

Social dilemmas have been regarded as the essence of evolution game theory, in which the prisoner's dilemma game is the most famous metaphor for the problem of cooperation. Recent findings revealed people's behavior violated the Sure Thing…

Maximum Entropy (MaxEnt) reinforcement learning is a powerful learning paradigm which seeks to maximize return under entropy regularization. However, action entropy does not necessarily coincide with state entropy, e.g., when multiple…

Consider the set of source distributions within a fixed maximum relative entropy with respect to a given nominal distribution. Lossless source coding over this relative entropy ball can be approached in more than one way. A problem…

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…

In this paper we review various information-theoretic characterizations of the approach to equilibrium in biological systems. The replicator equation, evolutionary game theory, Markov processes and chemical reaction networks all describe…