Présidents de session
Game theory and equilibrium: Contributed talks
- Bernardo Pagnoncelli (SKEMA Business School)
In this study, we examine multistage problems involving multiple agents, commonly known as stochastic dynamic games. Solving such problems is particularly challenging in real-world scenarios with a large number of interacting agents. We present a general formulation and focus on an incomplete market, heterogeneous agent model with aggregate uncertainty—the Krusell-Smith model. Our numerical...
When learning to play an imperfect information game, it is often easier to first start with the basic mechanics of the game rules.
For example, one can play several example rounds with private cards revealed to all players to better understand the basic actions and their effects. Building on this intuition, this paper introduces {\it progressive hiding}, an algorithm that learns to play...
An extension of robust optimization to extensive-form games with payoff uncertainty yields robust extensive-form games. To compute Nash equilibria in behavioral strategies for robust extensive-form games with perfect recall, we acquire from a characterization a polynomial system as a necessary and sufficient condition of Nash equilibrium in robust extensive-form games. As a result of this...
In this paper, we consider a non-collaborative game where each player faces two types of uncertainties: aleatoric uncertainty arising from inherent randomness of underlying data in its own decision-making problem and epistemic uncertainty arising from lack of knowledge and statistical information on the rivals' risk preferences. By assuming that players are risk-averse against aleatoric...
