Related papers: A Predictive Theory of Games
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
This paper provides theoretical bounds for empirical game theoretical analysis of complex multi-agent interactions. We provide insights in the empirical meta game showing that a Nash equilibrium of the meta-game is an approximate Nash…
Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…
The increasingly pervasive connectivity of today's information systems brings up new challenges to security. Traditional security has accomplished a long way toward protecting well-defined goals such as confidentiality, integrity,…
Global games form a subclass of games with incomplete information where a set of agents decide actions against a regime with an underlying fundamental $\theta$ representing its power. Each agent has access to an independent noisy…
The theory of combinatorial game (like board games) and the theory of social games (where one looks for Nash equilibria) are normally considered as two separate theories. Here we shall see what comes out of combining the ideas. The central…
A noncooperative differential (dynamic) game model of opinion dynamics is proposed. In this game, the agents' motives are shaped by their expectations of the nature of others' opinions as well as how susceptible they are to get influenced…
Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…
This paper studies the rationalization and identification of binary games where players have correlated private types. Allowing for correlation is crucial in global games and in models with social interactions as it represents correlated…
In this paper, we present a conceptual model game to examine the dynamics of asymmetric interactions in games with imperfect information. The game involves two agents with starkly contrasting capabilities: one agent can take actions but has…
Game-theoretic probability uses the structure of gambles to define a concept like probability, but which is more flexible and robust. We show that results in game-theoretic probability can be thought of as minimax theorems for specific…
In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…
A large body of research is currently investigating on the connection between machine learning and game theory. In this work, game theory notions are injected into a preference learning framework. Specifically, a preference learning problem…
In this tutorial, the basics of game theory are introduced along with an overview of its most recent and emerging applications in signal processing. One of the main features of this contribution is to gather in a single paper some…
Theory of quantum games is a new area of investigation that has gone through rapid development during the last few years. Initial motivation for playing games, in the quantum world, comes from the possibility of re-formulating quantum…
Decision making in modern large-scale and complex systems such as communication networks, smart electricity grids, and cyber-physical systems motivate novel game-theoretic approaches. This paper investigates big strategic (non-cooperative)…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…
The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…
People, robots, and companies mostly divide time and effort among projects, and \defined{shared effort games} model people investing resources in public endeavors and sharing the generated values. In linear $\theta$ sharing (effort) games,…