相关论文: Statistical equilibrium in simple exchange games I

The optimal value computation for turned-based stochastic games with reachability objectives, also known as simple stochastic games, is one of the few problems in $NP \cap coNP$ which are not known to be in $P$. However, there are some…

A variety of social, economic, and political interactions have long been modelled after Blotto games. In this paper, we introduce a general model of dynamic $n$-player Blotto contests. The players have asymmetric resources, and the…

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

This paper introduces a novel class of multi-stage resource allocation games that model real-world scenarios in which profitability depends on the balance between supply and demand, and where higher resource investment leads to greater…

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with countably many states are analyzed. For the discounted-cost game, we prove the existence of Nash equilibrium…

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida-Malliavin calculus, forward integrals and the…

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 study stochastic Mean Field Games on networks with sticky transition conditions. In this setting, the diffusion process governing the agent's dynamics can spend finite time both in the interior of the edges and at the vertices. The…

We discuss stochastic dynamics of populations of individuals playing games. Our models possess two evolutionarily stable strategies: an efficient one, where a population is in a state with the maximal payoff (fitness) and a risk-dominant…

We study evolutionary game dynamics in a well-mixed populations of finite size, N. A well-mixed population means that any two individuals are equally likely to interact. In particular we consider the average abundances of two strategies, A…

In this paper we study stochastic dynamic games with many players; these are a fundamental model for a wide range of economic applications. The standard solution concept for such games is Markov perfect equilibrium (MPE), but it is well…

We show that computing approximate stationary Markov coarse correlated equilibria (CCE) in general-sum stochastic games is computationally intractable, even when there are two players, the game is turn-based, the discount factor is an…

Evolutionary game theory is a framework to formalize the evolution of collectives ("populations") of competing agents that are playing a game and, after every round, update their strategies to maximize individual payoffs. There are two…

We provide here an epistemic analysis of arbitrary strategic games based on the possibility correspondences. Such an analysis calls for the use of transfinite iterations of the corresponding operators. Our approach is based on Tarski's…

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

We construct a diffusion approximation of a repeated game in which agents make bets on outcomes of i.i.d. random vectors and their strategies are close to an asymptotically optimal strategy. This model can be interpreted as trading in an…

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…