相关论文: Nash's Existence Theorem for Non-compact Strategy …

In the game theory literature, there appears to be little research on equilibrium selection for normal-form games with an infinite strategy space and discontinuous utility functions. Moreover, many existing selection methods are not…

We study stochastic mean-field games among finite number of teams with large finite as well as infinite number of decision makers. For this class of games within static and dynamic settings, we establish the existence of a Nash equilibrium,…

We develop a constrained bimatrix game framework that can be used to model many practical problems in many disciplines, including jamming in packetized wireless networks. In contrast to the widely used zero-sum framework, in bimatrix games…

This paper aims to formulate and study the inverse problem of non-cooperative linear quadratic games: Given a profile of control strategies, find cost parameters for which this profile of control strategies is Nash. We formulate the problem…

We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…

In this paper we use the minimax inequalities obtained by S. Park (2011) to prove the existence of weighted Nash equilibria and Pareto Nash equilibria of a multiobjective game defined on abstract convex spaces.

The equivalence between von Neumann's Minimax Theorem for zero-sum games and the LP Duality Theorem connects cornerstone problems of the two fields of game theory and optimization, respectively, and has been the subject of intense scrutiny…

We study $n$-player turn-based games played on a finite directed graph. For each play, the players have to pay a cost that they want to minimize. Instead of the well-known notion of Nash equilibrium (NE), we focus on the notion of subgame…

The goal of the paper is to develop the theory of finite state mean field games with major and minor players when the state space of the game is finite. We introduce the finite player games and derive a mean field game formulation in the…

In this paper, we study deterministic mean field games for agents who operate in a bounded domain. In this case, the existence and uniqueness of Nash equilibria cannot be deduced as for unrestricted state space because, for a large set of…

We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

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…

We investigate a time-inconsistent, non-Markovian finite-player game in continuous time, where each player's objective functional depends non-linearly on the expected value of the state process. As a result, the classical Bellman optimality…

In this paper, a general hybrid fixed point theorem for the contractive mappings in generalized Banach spaces is proved via measure of weak non-compactness and it is further applied to fractional integral equations for proving the existence…

We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function $f$, a finite collection $\mathcal{B}$ of Markov generators (or its convex hull), and a target distribution $\pi$. The…

In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…

We prove some regularity properties (convexity, closedness, compactness and preservation of upper hemicontinuity) for distribution and regular conditional distribution of correspondences under the nowhere equivalence condition. We show the…

We present some regularity properties (convexity, weak/weak* compactness and preservation of weak/weak* upper hemicontinuity) for Bochner/Gelfand conditional expectation of Banach valued correspondences under the nowhere equivalence…