相关论文: Statistical equilibrium in simple exchange games I

In this paper we model basketball plays as episodes from team-specific non-stationary Markov decision processes (MDPs) with shot clock dependent transition probabilities. Bayesian hierarchical models are employed in the modeling and…

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

One of the most classical games for stochastic processes is the zero-sum Dynkin (stopping) game. We present a complete equilibrium solution to a general formulation of this game with an underlying one-dimensional diffusion. A key result is…

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

We study a class of linear-quadratic stochastic differential games in which each player interacts directly only with its nearest neighbors in a given graph. We find a semi-explicit Markovian equilibrium for any transitive graph, in terms of…

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

The game dynamical equations are derived from Boltzmann-like equations for individual pair interactions by assuming a certain kind of imitation behavior, the so-called proportional imitation rule. They can be extended to a stochastic…

We extend the construction of equilibria for linear-quadratic and mean-variance portfolio problems available in the literature to a large class of mean-field time-inconsistent stochastic control problems in continuous time. Our approach…

Colonel Blotto games with discrete strategy spaces effectively illustrate the intricate nature of multidimensional strategic reasoning. This paper studies the equilibrium set of such games where, in line with prior experimental work, the…

In this paper I give a brief introduction to a family of simple but non-trivial models designed to increase our understanding of collective processes in markets, the so-called Minority Games, and their non-equilibrium statistical…

Evolutionary game theory is a common framework to study the evolution of cooperation, where it is usually assumed that the same game is played in all interactions. Here, we investigate a model where the game that is played by two…

In this manuscript, we develop and analyze a continuous version of the well-known Bennati-Dragulescu-Yakovenko (BDY) dollar-exchange discrete model. Starting from the conservative BDY exchange mechanism, we rely on kinetic theory for…

Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometric challenges to further improve both model solution and…

We model evolution according to an asymmetric game as occurring in multiple finite populations, one for each role in the game, and study the effect of subjecting individuals to stochastic strategy mutations. We show that, when these…

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…