相关论文: Sampled Fictitious Play is Hannan Consistent

We consider the problem of repetitive scenario design where one has to solve repeatedly a scenario design problem and can adjust the sample size (number of scenarios) to obtain a desired level of risk (constraint violation probability). We…

Frequentist inference typically is described in terms of hypothetical repeated sampling but there are advantages to an interpretation that uses a single random sample. Contemporary examples are given that indicate probabilities for random…

We propose a generalization of Quantal Response Equilibrium (QRE) built on a simple premise: some actions are more focal than others. In our model, which we call the Focal Quantal Response Equilibrium (Focal QRE), each player plays a…

We study the problem of computing an $\epsilon$-Nash equilibrium in repeated games. Earlier work by Borgs et al. [2010] suggests that this problem is intractable. We show that if we make a slight change to their model---modeling the players…

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a…

In evolutionary game theory, evolutionarily stable states are characterised by the folk theorem because exact solutions to the replicator equation are difficult to obtain. It is generally assumed that the folk theorem, which is the…

We study an evolutionary game of chance in which the probabilities for different outcomes (e.g., heads or tails) depend on the amount wagered on those outcomes. The game is perhaps the simplest possible probabilistic game in which…

An axiomatic characterization of Nash equilibrium is provided for games in normal form. The Nash equilibrium correspondence is shown to be fully characterized by four simple and intuitive axioms, two of which are inspired by contraction and…

Feint actions refer to a set of deceptive actions, which enable players to obtain temporal advantages from their opponents. Such actions are regarded as widely-used tactic in most non-deterministic Two-player Games (e.g. boxing and…

Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.…

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Though ubiquitous as first-principles models for conservative phenomena, Hamiltonian systems present numerous challenges for model reduction even in relatively simple, linear cases. Here, we present a method for the projection-based model…

We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…

Thompson sampling, a Bayesian method for balancing exploration and exploitation in bandit problems, has theoretical guarantees and exhibits strong empirical performance in many domains. Traditional Thompson sampling, however, assumes…

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

We study the set of (stationary) feasible payoffs of overlapping generation repeated games that can be achieved by action sequences in which every generation of players plays the same sequence of action profiles. First, we completely…

Evolutionary game dynamics in finite populations is typically subject to noise, inducing effects which are not present in deterministic systems, including fixation and extinction. In the first part of this paper we investigate the…

In repeated-game applications where both the collusive and non-collusive outcomes can be supported as equilibria, researchers must resolve underlying selection questions if theory will be used to understand counterfactual policies. One…

We consider repeated games where the players behave according to cumulative prospect theory (CPT). We show that, when the players have calibrated strategies and behave according to CPT, the natural analog of the notion of correlated…

We analyze grand-canonical minority games with infinite and finite score memory and different updating timescales (from `on-line' games to `batch' games) in detail with various complementary methods, both analytical and numerical. We focus…