相关论文: One simple remark concerning the uniform value

We study the problem of online dynamic pricing with two types of fairness constraints: a "procedural fairness" which requires the proposed prices to be equal in expectation among different groups, and a "substantive fairness" which requires…

A seminal result in game theory is von Neumann's minmax theorem, which states that zero-sum games admit an essentially unique equilibrium solution. Classical learning results build on this theorem to show that online no-regret dynamics…

Various social dilemma games that follow different strategy updating rules have been studied on many networks.The reported results span the entire spectrum, from significantly boosting,to marginally affecting,to seriously decreasing the…

Covering and packing problems can be modeled as games to encapsulate interesting social and engineering settings. These games have a high Price of Anarchy in their natural formulation. However, existing research applicable to specific…

The uniform distribution is an important counterexample in game theory as many of the canonical game dynamics have been shown not to converge to the equilibrium in certain cases. In particular none of the canonical game dynamics converge to…

We consider a team formation setting where agents have varying levels of expertise in a global set of required skills, and teams are ranked with respect to how well the expertise of teammates complement each other. We model this setting as…

The desirable gambles framework provides a foundational approach to imprecise probability theory but relies heavily on linear utility assumptions. This paper introduces function-coherent gambles, a generalization that accommodates…

This paper investigates the application of game-theoretic principles combined with advanced Kalman filtering techniques to enhance maritime target tracking systems. Specifically, the paper presents a two-player, imperfect information,…

In this paper, we study the notion of adversarial Stackelberg value for two-player non-zero sum games played on bi-weighted graphs with the mean-payoff and the discounted sum functions. The adversarial Stackelberg value of Player 0 is the…

In this work we show that, given a linear map from a general operator space into the dual of a C$^*$-algebra, its completely bounded norm is upper bounded by a universal constant times its $(1,cb)$-summing norm. This problem is motivated by…

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001). By studying the asymptotic behavior of its capital process, we…

We consider deterministic totally-ordered-time games. We present three axioms for strategies. We show that for any tuple of strategies that satisfy the axioms, there exists a unique complete history that is consistent with the strategy…

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

We consider a variation on the classical finance problem of optimal portfolio design. In our setting, a large population of consumers is drawn from some distribution over risk tolerances, and each consumer must be assigned to a portfolio of…

We study algorithms for solving parity, mean-payoff and energy games. We propose a systematic framework, which we call Fast value iteration, for describing, comparing, and proving correctness of such algorithms. The approach is based on…

This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…