Single-payoff farsighted stable sets in strategic games with dominant punishment strategies

We investigate farsighted stable sets in a class of strategic games with dominant punishment strategies. In this class of games, each player has a strategy that uniformly minimizes the other players’ payoffs for any given strategies chosen by these other players. We particularly investigate a special class of farsighted stable sets, each of which consists of strategy profiles yielding a single payoff vector. We call such a farsighted stable set as a single-payoff farsighted stable set. We propose a concept called an inclusive set that completely characterizes single-payoff farsighted stable sets in strategic games with dominant punishment strategies. We also show that the set of payoff vectors yielded by single-payoff farsighted stable sets is closely related to the strict \(\alpha \)-core in a strategic game. Furthermore, we apply the results to strategic games where each player has two strategies and strategic games associated with some market models.     

Non-cooperative games with minmax objectives

We consider noncooperative games where each player minimizes the sum of a smooth function, which depends on the player, and of a possibly nonsmooth function that is the same for all players. For this class of games we consider two approaches: one based on an augmented game that is applicable only to a minmax game and another one derived by a smoothing procedure that is applicable more broadly. In both cases, centralized and, most importantly, distributed algorithms for the computation of Nash equilibria can be derived.     

Finite termination games with tie

We consider the class of finite two-person games with perfect information in which the last player who can make a legal move either wins or ends the game in a tie. We define an equivalence relation over this class and exhibit a complete set of representatives for the equivalence classes defined in terms of one-pile Nim games. We are grateful to Dana Scott for suggesting this problem and this formulation of it.     

The modified stochastic game

We present a new tool for the study of multiplayer stochastic games, namely the modified game, which is a normal-form game that depends on the discount factor, the initial state, and for every player a partition of the set of states and a vector that assigns a real number to each element of the partition. We study properties of the modified game, like its equilibria, min–max value, and max–min value. We then show how this tool can be used to prove the existence of a uniform equilibrium in a certain class of multiplayer stochastic games.     

Power and potential maps induced by any semivalue: Some algebraic properties and computation by multilinear extensions

The notions of total power and potential, both defined for any semivalue, give rise to two endomorphisms of the vector space of cooperative games on any given player set where the semivalue is defined. Several properties of these linear mappings are stated and the role of unanimity games as eigenvectors is described. We also relate in both cases the multilinear extension of the image game to the multilinear extension of the original game. As a consequence, we derive a method to compute for any semivalue by means of multilinear extensions, in the original game and also in all its subgames, (a) the total power, (b) the potential, and (c) the allocation to each player given by the semivalue.     

Random Walk Analysis in Antagonistic Stochastic Games

Abstract

This article deals with two “antagonistic random processes” that are intended to model classes of completely noncooperative games occurring in economics, engineering, natural sciences, and warfare. In terms of game theory, these processes can represent two players with opposite interests. The actions of the players are manifested by a series of strikes of random magnitudes imposed onto the opposite side and rendered at random times. Each of the assaults is aimed to inflict damage to vital areas. In contrast with some strictly antagonistic games where a game ends with one single successful hit, in the current setting, each side (player) can endure multiple strikes before perishing. Each player has a fixed cumulative threshold of tolerance which represents how much damage he can endure before succumbing. Each player will try to defeat the adversary at his earliest opportunity, and the time when one of them collapses is referred to as the “ruin time”. We predict the ruin time of each player, and the cumulative status of all related components for each player at ruin time. The actions of each player are formalized by a marked point process representing (an economic) status of each opponent at any given moment of time. Their marks are assumed to be weakly monotone, which means that each opposite side accumulates damages, but does not have the ability to recover. We render a time-sensitive analysis of a bivariate continuous time parameter process representing the status of each player at any given time and at the ruin time and obtain explicit formulas for related functionals.     

Semi-marginalistic Values for Set Games

Concerning the solution theory for set games, the paper focuses on a family of values, each of which allocates to any player some type of marginalistic contribution with respect to any coalition containing the player. For any value of the relevant family, an axiomatization is given by means of three properties, namely one type of an efficiency property, the equal treatment property and one type of a monotonicity property. We present one proof technique which is based on the decomposition of any arbitrary set game into a union of simple set games, the value of which are much easier to determine. A simple set game is associated with an arbitrary, but fixed item of the universe.     

On stochastic games with additive reward and transition structure

In this paper, we introduce a new class of two-person stochastic games with nice properties. For games in this class, the payoffs as well as the transitions in each state consist of a part which depends only on the action of the first player and a part dependent only on the action of the second player.For the zero-sum games in this class, we prove that the orderfield property holds in the infinite-horizon case and that there exist optimal pure stationary strategies for the discounted as well as the undiscounted payoff criterion. For both criteria also, finite algorithms are given to solve the game. An example shows that, for nonzero sum games in this class, there are not necessarily pure stationary equilibria. But, if such a game possesses a stationary equilibrium point, then there also exists a stationary equilibrium point which uses in each state at most two pure actions for each player.     

Strategic stability in repeated signaling games

This paper extends selection rules now used in the signaling literature (such as the Intuitive Criterion of Cho and Kreps (1987)) to a class of repeated signaling games, where each player can exchange the messages conditioned on his private information. STABAC (STAbility and BACkward induction) is defined as a procedure whereby forward induction arguments (Kohlberg and Mertens (1986)) are applied in combination with the backward induction process. We specify the conditions under which any strategically stable outcome of a repeated signaling game includes an equilibrium that induces a stable equilibrium outcome in every subform, whence STABAC does not eliminate any stable outcome of the repeated signaling game.     

Cores and related solution concepts for multi-choice games

A multi-choice game is a generalization of a cooperative game in which each player has several activity levels. Cooperative games form a subclass of the class of multi-choice games.This paper extends some solution concepts for cooperative games to multi-choice games. In particular, the notions of core, dominance core and Weber set are extended. Relations between cores and dominance cores and between cores and Weber sets are extensively studied. A class of flow games is introduced and relations with non-negative games with non-empty cores are investigated.     

An Approach to Fuzzy Noncooperative Nash Games

Systems that involve more than one decision maker are often optimized using the theory of games. In the traditional game theory, it is assumed that each player has a well-defined quantitative utility function over a set of the player decision space. Each player attempts to maximize/minimize his/her own expected utility and each is assumed to know the extensive game in full. At present, it cannot be claimed that the first assumption has been shown to be true in a wide variety of situations involving complex problems in economics, engineering, social and political sciences due to the difficulty inherent in defining an adequate utility function for each player in these types of problems. On the other hand, in many of such complex problems, each player has a heuristic knowledge of the desires of the other players and a heuristic knowledge of the control choices that they will make in order to meet their ends.In this paper, we utilize fuzzy set theory in order to incorporate the players' heuristic knowledge of decision making into the framework of conventional game theory or ordinal game theory. We define a new approach to N-person static fuzzy noncooperative games and develop a solution concept such as Nash for these types of games. We show that this general formulation of fuzzy noncooperative games can be applied to solve multidecision-making problems where no objective function is specified. The computational procedure is illustrated via application to a multiagent optimization problem dealing with the design and operation of future military operations.     

Combat games

We propose a mathematical formulation of a combat game between two opponents with offensive capabilities and offensive objectives. Resolution of the combat involves solving two differential games with state constraints. Depending on the game dynamics and parameters, the combat can terminate in one of four ways: (i) the first player wins, (ii) the second player wins, (iii) a draw (neither wins), or (iv) joint capture. In the first two cases, the optimal strategies of the two players are determined from suitable zero-sum games, whereas in the latter two the relevant games are nonzero-sum. Further, to avoid certain technical difficulties, the concept of a -combat game is introduced.Dedicated to G. LeitmannThe first author wishes to acknowledge the friendship and guidance of George Leitmann, beginning in the author's student days at Berkeley and continuing to the present time. All the authors thank George Leitmann for many recent fruitful discussions on differential games.on sabbatical leave from Technion, Israel Institute of Technology, Haifa, Israel.     

Impartial achievement and avoidance games for generating finite groups

We study two impartial games introduced by Anderson and Harary and further developed by Barnes. Both games are played by two players who alternately select previously unselected elements of a finite group. The first player who builds a generating set from the jointly selected elements wins the first game. The first player who cannot select an element without building a generating set loses the second game. After the development of some general results, we determine the nim-numbers of these games for abelian and dihedral groups. We also present some conjectures based on computer calculations. Our main computational and theoretical tool is the structure diagram of a game, which is a type of identification digraph of the game digraph that is compatible with the nim-numbers of the positions. Structure diagrams also provide simple yet intuitive visualizations of these games that capture the complexity of the positions.     

Qualitative analysis of secured outcome regions for two-target games

Qualitative (game of kind) outcomes of two-target games are analyzed in this paper, under both the zero-sum and nonzero-sum preference ordering of outcomes by the players. The outcome regions of each player are defined from a security standpoint. The secured draw and mutual-kill regions of a player depend explicitly on his preference ordering of outcomes and should be constructed separately for each player, especially in a nonzero-sum game. General guidelines are presented for identifying the secured outcome regions of players in a class of two-target games that satisfy an Isaacs-like condition, in terms of the qualitative solutions of the two underlying single-target pursuit-evasion games. A construction has been proposed for obtaining the qualitative solution of a large class of two-target games. Illustrative examples are included.This work was done while the first author was a Research Associate in the Department of Electrical Engineering at the Indian Institute of Science, Bangalore, and was financially supported by the Council of Scientific and Industrial Research, Delhi, India.     

Games played by Boole and Galois

We define an infinite class of 2-pile subtraction games, where the amount that can be subtracted from both piles simultaneously is an extended Boolean function f of the size of the piles, or a function over GF(2). Wythoff's game is a special case. For each game, the second player winning positions are a pair of complementary sequences. Sample games are presented, strategy complexity questions are discussed, and possible further studies are indicated. The motivation stems from the major contributions of Professor Peter Hammer to the theory and applications of Boolean functions.     

Formulating an <Emphasis Type="Italic">n</Emphasis>-person noncooperative game as a tensor complementarity problem

In this paper, we consider a class of n-person noncooperative games, where the utility function of every player is given by a homogeneous polynomial defined by the payoff tensor of that player, which is a natural extension of the bimatrix game where the utility function of every player is given by a quadratic form defined by the payoff matrix of that player. We will call such a problem the multilinear game. We reformulate the multilinear game as a tensor complementarity problem, a generalization of the linear complementarity problem; and show that finding a Nash equilibrium point of the multilinear game is equivalent to finding a solution of the resulted tensor complementarity problem. Especially, we present an explicit relationship between the solutions of the multilinear game and the tensor complementarity problem, which builds a bridge between these two classes of problems. We also apply a smoothing-type algorithm to solve the resulted tensor complementarity problem and give some preliminary numerical results for solving the multilinear games.     

Differential games with fixed terminal time and estimation of the instability degree of sets in these games

This paper contributes to the theory of differential games. A game problem of bringing a conflict-controlled system to a compact target set is analyzed. Sets in the position space that terminate on the target set and are not stable bridges are considered. The notion of stability defect of these sets is examined. It is demonstrated how the notion of stability defect can be used to construct sets with relatively good geometry that are at the same time convenient for the first player to play the game successfully.     

Cycle games and cycle cut games

Two players play a game on a connected graphG. Each player in his turn occupies an edge ofG. The player who occupies a set of edges that contains a cycle, before the other does it, wins. This game may end in a draw. We call this game the normal cycle game. We define furthermore three similar games, which are called the misère cycle game, the normal cycle cut game and the misère cycle cut game. We characterize the above four games.     

A <Emphasis Type="Italic">q</Emphasis>-player impartial avoidance game for generating finite groups

We study a q-player variation of the impartial avoidance game introduced by Anderson and Harary, where q is a prime. The game is played by the q players taking turns selecting previously-unselected elements of a finite group. The losing player is the one who selects an element that causes the set of jointly-selected elements to be a generating set for the group, with the previous player winning. We introduce a ranking system for the other players to prevent coalitions. We describe the winning strategy for these games on cyclic, nilpotent, dihedral, and dicyclic groups.     

Variational inequality formulation for the games with random payoffs

We consider an n-player non-cooperative game with random payoffs and continuous strategy set for each player. The random payoffs of each player are defined using a finite dimensional random vector. We formulate this problem as a chance-constrained game by defining the payoff function of each player using a chance constraint. We first consider the case where the continuous strategy set of each player does not depend on the strategies of other players. If a random vector defining the payoffs of each player follows a multivariate elliptically symmetric distribution, we show that there exists a Nash equilibrium. We characterize the set of Nash equilibria using the solution set of a variational inequality (VI) problem. Next, we consider the case where the continuous strategy set of each player is defined by a shared constraint set. In this case, we show that there exists a generalized Nash equilibrium for elliptically symmetric distributed payoffs. Under certain conditions, we characterize the set of a generalized Nash equilibria using the solution set of a VI problem. As an application, the random payoff games arising from electricity market are studied under chance-constrained game framework.