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Continuous time finite state mean field games [PDF]
Applied Mathematics & Optimization, 2012 In this paper we consider symmetric games where a large number of players can be in any one of d states. We derive a limiting mean field model and characterize its main properties.
Gomes, Diogo A. +2 more
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Multi-player stopping games in continuous time [PDF]
SSRN Electronic Journal, 2015 We consider multi-player stopping games in continuous time. Unlike Dynkin games, in our games the payoff of each player is revealed after all the players stop.
Zhou, Zhou
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Approximate solutions of continuous-time stochastic games [PDF]
SIAM Journal on Control and Optimization, 2016 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 model game.
Averboukh, Yurii
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Continuous-Time Games of Timing [PDF]
Journal of Economic Theory, 2005 We address the question of existence of equilibrium in general timing games of complete information. Under weak assumptions, any two-player timing game has a subgame perfect e-equilibrium, for each e > 0. This result is tight.
Eilon, SOLAN +2 more
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Stopping games in continuous time [PDF]
, 2002 We study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing literature, we do
Laraki, Rida, Solan, Eilon
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Advances in deep reinforcement learning enable better predictions of human behavior in time-continuous tasks. [PDF]
PLoS ONEHumans have to respond to everyday tasks with goal-directed actions in complex and time-continuous environments. However, modeling human behavior in such environments has been challenging.
Sabine Haberland +2 more
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The effect of continuous vs. intermittent protocols during small-sided games in soccer on physiological, physical, technical and tactical performance [PDF]
Frontiers in Sports and Active LivingSmall-sided games (SSG) are a common part of the soccer practice and coaching regularly utilize continuous (CSSG) or intermittent games (ISSG). Interestingly, players enjoy the CSSG format to a greater extent, whilst experiencing greater individual ...
Michael C. Rumpf +4 more
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Games with Imperfectly Observable Actions in Continuous Time [PDF]
Econometrica, 2007 This paper investigates a new class of two-player games in continuous time, in which the players' observations of each other's actions are distorted by Brownian motions. These games are analogous to repeated games with imperfect monitoring in which the players take actions frequently.
Yuliy Sannikov
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Reputation Effects and Equilibrium Degeneracy in Continuous Time Games [PDF]
, 2007 We study a class of continuous-time reputation games between a large player and a population of small players in which the actions of the large player are imperfectly observable. The large player is either a normal type, who behaves strategically, or a behavioral type, who is committed to playing a certain strategy.
Eduardo Faingold, Yuri Sannikov
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Games, 2021 Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games—in which the pure strategy space is (potentially uncountably) infinite—is far more challenging.
Sam Ganzfried
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