Stochastic game
View article: The Geometry of Escape: Antifragility, Convexity, and the Dissolution of the Bateson Game
The Geometry of Escape: Antifragility, Convexity, and the Dissolution of the Bateson Game Open
Human interaction frequently unfolds under conditions of deepuncertainty about how one party interprets the behavior of the other.When individuals cannot reliably infer the interpretive frame throughwhich their actions are evaluated, even …
View article: The Geometry of Escape: Antifragility, Convexity, and the Dissolution of the Bateson Game
The Geometry of Escape: Antifragility, Convexity, and the Dissolution of the Bateson Game Open
Human interaction frequently unfolds under conditions of deepuncertainty about how one party interprets the behavior of the other.When individuals cannot reliably infer the interpretive frame throughwhich their actions are evaluated, even …
View article: The Mechanism of Manipulation: Dynamically-Stabilized Certainty Traps and Strategic Frame Control
The Mechanism of Manipulation: Dynamically-Stabilized Certainty Traps and Strategic Frame Control Open
This paper develops a general mechanism by which a strategic actor can actively engineer and sustain dynamically-stabilized certainty traps (DSCTs) against an adaptive, prediction-error learner. When a sender can choose pa…
View article: The Mechanism of Manipulation: Dynamically-Stabilized Certainty Traps and Strategic Frame Control
The Mechanism of Manipulation: Dynamically-Stabilized Certainty Traps and Strategic Frame Control Open
This paper develops a general mechanism by which a strategic actor can actively engineer and sustain dynamically-stabilized certainty traps (DSCTs) against an adaptive, prediction-error learner. When a sender can choose pa…
View article: The Geometry of Escape: Antifragility, Convexity, and the Dissolution of the Bateson Game
The Geometry of Escape: Antifragility, Convexity, and the Dissolution of the Bateson Game Open
Human interaction frequently unfolds under conditions of deepuncertainty about how one party interprets the behavior of the other.When individuals cannot reliably infer the interpretive frame throughwhich their actions are evaluated, even …
View article: The Mechanism of Manipulation: Dynamically-Stabilized Certainty Traps and Strategic Frame Control
The Mechanism of Manipulation: Dynamically-Stabilized Certainty Traps and Strategic Frame Control Open
This paper develops a general mechanism by which a strategic actor can actively engineer and sustain dynamically-stabilized certainty traps (DSCTs) against an adaptive, prediction-error learner. When a sender can choose pa…
View article: Does joint liability reduce cheating in contests with agency problems? Theory and experimental evidence
Does joint liability reduce cheating in contests with agency problems? Theory and experimental evidence Open
Contest participants often have strong incentives to engage in cheating. Sanctions serve as a common deterrent against such conduct. Often, other agents on the contestant's team (e.g., a coach of an athlete) or a company (a manager of an R…
View article: From Discrete Intuition to Computational Revolution in the Context of American Chooser Option
From Discrete Intuition to Computational Revolution in the Context of American Chooser Option Open
This paper illustrates the valuation of chooser options within the broader intellectual lineage of modern option pricing theory, providing both a theoretical and methodological framework. Our analysis is anchored in the discrete-time valua…
View article: A game theoretic approach with pricing and cooperative advertisement and warranty period in a two-level supply chain
A game theoretic approach with pricing and cooperative advertisement and warranty period in a two-level supply chain Open
Cooperative advertisement is one of the market strategies in which the manufacturer pays for a part of the retailer’s local advertisements. Offering warranty period to customers is another market strategy for improving company market share…
View article: The Dual-Token Cybernetic Economy: Formal Modeling of Mass Utility and Mass Reflection Tokens within AEON
The Dual-Token Cybernetic Economy: Formal Modeling of Mass Utility and Mass Reflection Tokens within AEON Open
This paper formalizes the design and stability foundations of AEON’s dual-token system, composed of the Mass Utility Token (MUT) and the Mass Reflection Token (MRT). It presents a rigorous, control-theoret…
View article: Bang-Bang Evasion: Its Stochastic Optimality and a Terminal-Set-Based Implementation
Bang-Bang Evasion: Its Stochastic Optimality and a Terminal-Set-Based Implementation Open
We address the problem of optimal evasion in a planar endgame engagement, where a target with bounded lateral acceleration seeks to avoid interception by a missile guided by a linear feedback law. Contrary to existing approaches, that assu…
View article: The Dual-Token Cybernetic Economy: Formal Modeling of Mass Utility and Mass Reflection Tokens within AEON
The Dual-Token Cybernetic Economy: Formal Modeling of Mass Utility and Mass Reflection Tokens within AEON Open
This paper formalizes the design and stability foundations of AEON’s dual-token system, composed of the Mass Utility Token (MUT) and the Mass Reflection Token (MRT). It presents a rigorous, control-theoretic framework in which MUT and MRT …
View article: The Mechanism of Manipulation: Dynamically-Stabilized Certainty Traps and Strategic Frame Control
The Mechanism of Manipulation: Dynamically-Stabilized Certainty Traps and Strategic Frame Control Open
This paper develops a general mechanism by which a strategic actor can actively engineer and sustain dynamically-stabilized certainty traps (DSCTs) against an adaptive, prediction-error learner. When a sender can choose payoff frames ex po…
View article: Constrained deep learning for pricing and hedging european options in incomplete markets
Constrained deep learning for pricing and hedging european options in incomplete markets Open
In incomplete financial markets, pricing and hedging European options lack a unique no-arbitrage solution due to unhedgeable risks. This paper introduces a constrained deep learning approach to determine option prices and hedging strategie…
View article: Expectation-enforcing strategies for repeated games
Expectation-enforcing strategies for repeated games Open
Originating in evolutionary game theory, the class of "zero-determinant" strategies enables a player to unilaterally enforce linear payoff relationships in simple repeated games. An upshot of this kind of payoff constraint is that it can s…
View article: Unraveling the Axiomatic Core of Infinite Games
Unraveling the Axiomatic Core of Infinite Games Open
Infinite games, played over a transfinite number of moves, represent a profound interface between game theory, descriptive set theory, and the foundations of mathematics. This paper delves into the axiomatic underpinnings of infinite games…
View article: Realistic gossip in Trust Game on networks: the GODS model
Realistic gossip in Trust Game on networks: the GODS model Open
Gossip has been shown to be a relatively efficient solution to problems of cooperation in reputation-based systems of exchange, but many studies don't conceptualize gossiping in a realistic way, often assuming near-perfect information or b…
View article: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns
Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns Open
In this paper we study the cross-section of equilibrium returns on safe assets using a tractable asset pricing model with a micro-founded demand for liquidity and multiple safe assets with heterogeneous transaction costs. A key feature of …
View article: Mean-Square Bounded Consensus of Nonlinear Multi-Agent Systems with Time-Varying Delays via Impulsive Control Under Dual-Channel Stochastic Switching Deception Attacks
Mean-Square Bounded Consensus of Nonlinear Multi-Agent Systems with Time-Varying Delays via Impulsive Control Under Dual-Channel Stochastic Switching Deception Attacks Open
This paper presents a novel dual-channel stochastic deceptive attack scheme, designed for multi-agent systems (MASs) utilizing directional network structures. The scheme compromises both sensor-controller (S-C) and controller-actuator (C-A…
View article: Unraveling the Axiomatic Core of Infinite Games
Unraveling the Axiomatic Core of Infinite Games Open
Infinite games, played over a transfinite number of moves, represent a profound interface between game theory, descriptive set theory, and the foundations of mathematics. This paper delves into the axiomatic underpinnings of infinite games…
View article: Heterogeneous Mean Field Games and Local Well-posedness
Heterogeneous Mean Field Games and Local Well-posedness Open
Motivated by the recent interests in asymmetric mean field games, this paper provides a general framework of Heterogeneous Mean Field Game (HMFG) that subsumes different formulations of graphon mean field games. The key feature of the HMFG…
View article: Bayesian Persuasion without Commitment
Bayesian Persuasion without Commitment Open
We introduce a model of persuasion in which a sender without any commitment power privately gathers information about an unknown state of the world and then chooses what to verifiably disclose to a receiver. The receiver does not know how …
View article: Bayesian Persuasion without Commitment
Bayesian Persuasion without Commitment Open
We introduce a model of persuasion in which a sender without any commitment power privately gathers information about an unknown state of the world and then chooses what to verifiably disclose to a receiver. The receiver does not know how …
View article: Analogies between phase transitions in potential games and quantum phase transitions
Analogies between phase transitions in potential games and quantum phase transitions Open
Potential games at population level has a very natural analogy with statistical mechanical systems. Here we show that there are clear analogies between quantum phase transitions at zero temperature and phase transitions in potential games …
View article: A Bayesian approach to the Machina paradox
A Bayesian approach to the Machina paradox Open
Variants of the Ellsberg urn experiments introduced by Machina (Am. Econ. Rev., 99(1), 385-392, 2009) have challenged several prominent models of ambiguity aversion. We show that our Bayesian hierarchical model -originally developed to ex…
View article: Simulation outputs for "Individual and collective gains from cooperation and reciprocity in a dynamic-network Prisoner's Dilemma driven by extraversion, openness, and agreeableness"
Simulation outputs for "Individual and collective gains from cooperation and reciprocity in a dynamic-network Prisoner's Dilemma driven by extraversion, openness, and agreeableness" Open
This record contains the full set of simulation outputs used in the article: Abián, D., Bernad, J., & Ilarri, S. (2025).Individual and collective gains from cooperation and reciprocity in a dynamic-network Prisoner’s Dilemma driven by extr…
View article: Prior-Free Information Design
Prior-Free Information Design Open
This paper introduces a prior-free framework for information design based on partial identification and applies it to robust causal inference. The decision maker observes the distribution of signals generated by an information structure an…
View article: Competition among seaports through Mean Field Games and real-world data
Competition among seaports through Mean Field Games and real-world data Open
This paper presents a Mean Field Game (MFG) model for maritime traffic flow, treating the navigation of ships between seaports as a large-scale stochastic control problem. The MFG framework enables the modeling of agents at a microscopic l…
View article: Prior-Free Information Design
Prior-Free Information Design Open
This paper introduces a prior-free framework for information design based on partial identification and applies it to robust causal inference. The decision maker observes the distribution of signals generated by an information structure an…
View article: Robustness via Strategic Learning: A Game-Theoretic Framework for Adversarial Multi-Agent Systems
Robustness via Strategic Learning: A Game-Theoretic Framework for Adversarial Multi-Agent Systems Open
This paper introduces a game-theoretic framework to enhance the robustness of multi-agent systems (MAS) operating in adversarial environments. The proliferation of MAS in critical domains, such as autonomous driving and critical infrastruc…