相关论文: Geometry of Dependency Equilibria

We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…

We provide a unified variational inequality framework for the study of fundamental properties of the Nash equilibrium in network games. We identify several conditions on the underlying network (in terms of spectral norm, infinity norm and…

Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…

Based on the compatible pair theory of principal bundle constraint systems, this paper discovers and establishes a complete Spencer differential degeneration theory. We prove that when symmetric tensors satisfy a $\lambda$-dependent kernel…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

We consider a class of hierarchical noncooperative $N$-player games where the $i$th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC) with the caveat that the implicit form of the $i$th…

We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…

We consider generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate of a payoff-based approach intended to learn a variational…

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…

Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but not its rivals' types, and Bayesian Nash equilibrium (BNE) is…

This paper proposes a new lens for studying threshold games played on networks when the thresholds are heterogeneous. These are games where agents have two possible actions, and prefer action 1 if and only if enough of their neighbours…

We study the algebraic varieties defined by the conditional independence statements of Bayesian Networks. A complete algebraic classification is given for Bayesian Networks on at most five random variables. Hidden variables are related to…

We consider a finite horizon repeated game with $N$ selfish players who observe their types privately and take actions, which are publicly observed. Their actions and types jointly determine their instantaneous rewards. In each period,…

We exhibit the rich structure of the set of correlated equilibria by analyzing the simplest of polynomial games: the mixed extension of matching pennies. We show that while the correlated equilibrium set is convex and compact, the structure…

We consider ordinary differential equations on the unit simplex of $\RR^n$ that naturally occur in population games, models of learning and self reinforced random processes. Generalizing and relying on an idea introduced in \cite{DF11}, we…

This paper is about computing constrained approximate Nash equilibria in polymatrix games, which are succinctly represented many-player games defined by an interaction graph between the players. In a recent breakthrough, Rubinstein showed…

In a graphical game agents play with their neighbors on a graph to achieve an appropriate state of equilibrium. Here relevant problems are characterizing the equilibrium set and discovering efficient algorithms to find such an equilibrium…

The range of a payoff function for an $n$-player finite strategic game is investigated using a novel approach, the notion of extreme points of a non-convex set. The shape of a noncooperative payoff region can be estimated using extreme…

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…