相关论文: Variational optimization of probability measure sp…

We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…

In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…

Although mixed extensions of finite games always admit equilibria, this is not the case for countable games, the best-known example being Wald's pick-the-larger-integer game. Several authors have provided conditions for the existence of…

Optimization problems have been the subject of statistical physics approximations. A specially relevant and general scenario is provided by optimization methods considering tradeoffs between cost and efficiency, where optimal solutions…

In many cases the Nash equilibria are not predictive of the experimental players' behaviour. For some games of Game Theory it is proposed here a method to estimate the probabilities with which the different options will be actually chosen…

Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…

In this paper, we study a game with positive or plus infinite expectation and determine the optimal proportion of investment for maximizing the limit expectation of growth rate per attempt. With this objective, we introduce a new pricing…

This paper develops some mathematical models arising in behavioral sciences, particularly in psychology, which are formalized via general preferences with variable ordering structures. Our considerations are based on the recent variational…

Solutions to multi-objective optimization problems can generally not be compared or ordered, due to the lack of orderability of the single objectives. Furthermore, decision-makers are often made to believe that scaled objectives can be…

The paper [Ras15a] introduced distribution-valued games. This game-theoretic model uses probability distributions as payoffs for games in order to express uncertainty about the payoffs. The player's preferences for different payoffs are…

Simple stochastic games are two-player zero-sum stochastic games with turn-based moves, perfect information, and reachability winning conditions. We present two new algorithms computing the values of simple stochastic games. Both of them…

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

The Monty Hall puzzle has been solved and dissected in many ways, but always using probabilistic arguments, so it is considered a probability puzzle. In this paper the puzzle is set up as an orthodox statistical problem involving an unknown…

We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…

Game theory has emerged as a powerful framework for modeling a large range of multi-agent scenarios. Many algorithmic solutions require discrete, finite games with payoffs that have a closed-form specification. In contrast, many real-world…

For the iterated Prisoner's Dilemma, there exist Markov strategies which solve the problem when we restrict attention to the long term average payoff. When used by both players these assure the cooperative payoff for each of them. Neither…

We consider two-player partial-observation stochastic games on finite-state graphs where player 1 has partial observation and player 2 has perfect observation. The winning condition we study are \omega-regular conditions specified as parity…

Evolutionary game theory has impacted many fields of research by providing a mathematical framework for studying the evolution and maintenance of social and moral behaviors. This success is owed in large part to the demonstration that the…

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

We study the problem of finding robust equilibria in multiplayer concurrent games with mean payoff objectives. A $(k,t)$-robust equilibrium is a strategy profile such that no coalition of size $k$ can improve the payoff of one its member by…