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Stackelberg equilibria have become increasingly important as a solution concept in computational game theory, largely inspired by practical problems such as security settings. In practice, however, there is typically uncertainty regarding…

计算机科学与博弈论 · 计算机科学 2017-11-23 Christian Kroer , Gabriele Farina , Tuomas Sandholm

We study pricing and superhedging strategies for game options in an imperfect market with default. We extend the results obtained by Kifer in \cite{Kifer} in the case of a perfect market model to the case of an imperfect market with…

数理金融 · 定量金融 2017-07-04 Roxana Dumitrescu , Marie-Claire Quenez , Agnès Sulem

In this paper, we consider a zero-sum undiscounted stochastic game which has finite state space and finitely many pure actions. Also, we assume the transition probability of the undiscounted stochastic game is controlled by one player and…

最优化与控制 · 数学 2022-09-23 Purba Das , T. Parthasarathy , G Ravindran

Gameplay under various forms of uncertainty has been widely studied. Feldman et al. (2010) studied a particularly low-information setting in which one observes the opponent's actions but no payoffs, not even one's own, and introduced an…

计算机科学与博弈论 · 计算机科学 2024-04-02 Avrim Blum , Melissa Dutz

Value methods for solving stochastic games with partial observability model the uncertainty about states of the game as a probability distribution over possible states. The dimension of this belief space is the number of states. For many…

计算机科学与博弈论 · 计算机科学 2019-03-14 Karel Horák , Branislav Bošanský , Christopher Kiekintveld , Charles Kamhoua

The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…

计算机科学与博弈论 · 计算机科学 2015-12-11 Nicolas Loizou

The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…

最优化与控制 · 数学 2025-11-10 Mathieu Laurière

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

最优化与控制 · 数学 2025-09-24 Jérôme Taupin , Xavier Leturc , Christophe J. Le Martret

We study infinitely repeated games in settings of imperfect monitoring. We first prove a family of theorems that show that when the signals observed by the players satisfy a condition known as $(\epsilon, \gamma)$-differential privacy, that…

计算机科学与博弈论 · 计算机科学 2014-10-09 Mallesh M. Pai , Aaron Roth , Jonathan Ullman

A two-player one-round binary game consists of two cooperative players who each replies by one bit to a message that he receives privately; they win the game if both questions and answers satisfy some predetermined property. A game is…

量子物理 · 物理学 2011-06-22 Salman Beigi

In a two-player zero-sum graph game, the players move a token throughout a graph to produce an infinite play, which determines the winner of the game. Bidding games are graph games in which in each turn, an auction (bidding) determines…

形式语言与自动机理论 · 计算机科学 2025-07-02 Guy Avni , Suman Sadhukhan

We study the performance of Fictitious Play, when used as a heuristic for finding an approximate Nash equilibrium of a 2-player game. We exhibit a class of 2-player games having payoffs in the range [0,1] that show that Fictitious Play…

计算机科学与博弈论 · 计算机科学 2011-03-22 Paul W. Goldberg , Rahul Savani , Troels Bjerre Sorensen , Carmine Ventre

This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…

计算机科学与博弈论 · 计算机科学 2023-11-03 Yuksel Arslantas , Ege Yuceel , Yigit Yalin , Muhammed O. Sayin

Semidefinite programming can be considered over any real closed field, including fields of Puiseux series equipped with their nonarchimedean valuation. Nonarchimedean semidefinite programs encode parametric families of classical…

最优化与控制 · 数学 2018-02-22 Xavier Allamigeon , Stéphane Gaubert , Ricardo D. Katz , Mateusz Skomra

Cooperation in heterogeneous groups, where individuals differ in resources, productivity, and behavioural responsiveness, underpins collective action across many social and biological systems. Introspection dynamics, in which each player…

计算机科学与博弈论 · 计算机科学 2026-05-25 Harry Foster , Vincent A. Knight , Sebastian Krapohl

In this paper, we investigate the robustness of stationary mean-field equilibria in the presence of model uncertainties, specifically focusing on infinite-horizon discounted cost functions. To achieve this, we initially establish…

系统与控制 · 电气工程与系统科学 2026-04-10 Uğur Aydın , Naci Saldi

We study equilibrium finding in polymatrix games under differential privacy constraints. Prior work in this area fails to achieve both high-accuracy equilibria and a low privacy budget. To better understand the fundamental limitations of…

计算机科学与博弈论 · 计算机科学 2026-03-20 Mingyang Liu , Gabriele Farina , Asuman Ozdaglar

We explore a broad class of values for cooperative games in characteristic function form, known as \emph{compromise values\/}. These values efficiently allocate payoffs by linearly combining well-specified upper and lower bounds on payoffs.…

理论经济学 · 经济学 2025-10-15 Robert P. Gilles , René van den Brink

This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

最优化与控制 · 数学 2021-12-22 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We consider zero-sum repeated games with incomplete information on both sides, where the states privately observed by each player follow independent Markov chains. It generalizes the model, introduced by Aumann and Maschler in the sixties…

最优化与控制 · 数学 2014-01-23 Fabien Gensbittel , Jérôme Renault