Window-Games between TCP Flows
SAGT '08 Proceedings of the 1st International Symposium on Algorithmic Game Theory
Effective solutions for real-world Stackelberg games: when agents must deal with human uncertainties
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Two-terminal routing games with unknown active players
Artificial Intelligence
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IJCAI'07 Proceedings of the 20th international joint conference on Artifical intelligence
Execution costs in financial markets with several institutional investors
FEA '07 Proceedings of the Fourth IASTED International Conference on Financial Engineering and Applications
Sequential Bidding in the Bailey-Cavallo Mechanism
WINE '09 Proceedings of the 5th International Workshop on Internet and Network Economics
Wardrop Equilibria with Risk-Averse Users
Transportation Science
NET-COOP'07 Proceedings of the 1st EuroFGI international conference on Network control and optimization
Window-games between TCP flows
Theoretical Computer Science
Methods and algorithms for infinite Bayesian Stackelberg security games
GameSec'10 Proceedings of the First international conference on Decision and game theory for security
TECHNICAL NOTE---Robust Newsvendor Competition Under Asymmetric Information
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Discounted Robust Stochastic Games and an Application to Queueing Control
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Dynamic robust power allocation games under channel uncertainty and time delays
Computer Communications
The 10th International Conference on Autonomous Agents and Multiagent Systems - Volume 3
Robust Adversarial Risk Analysis: A Level-k Approach
Decision Analysis
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Operations Research Letters
Journal of Global Optimization
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SDP reformulation for robust optimization problems based on nonconvex QP duality
Computational Optimization and Applications
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Proceedings of the fourteenth ACM conference on Electronic commerce
Security games with interval uncertainty
Proceedings of the 2013 international conference on Autonomous agents and multi-agent systems
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We present a distribution-free model of incomplete-information games, both with and without private information, in which the players use a robust optimization approach to contend with payoff uncertainty. Our ``robust game'' model relaxes the assumptions of Harsanyi's Bayesian game model, and provides an alternative distribution-free equilibrium concept, which we call ``robust-optimization equilibrium,'' to that of the ex post equilibrium. We prove that the robust-optimization equilibria of an incomplete-information game subsume the ex post equilibria of the game and are, unlike the latter, guaranteed to exist when the game is finite and has bounded payoff uncertainty set. For arbitrary robust finite games with bounded polyhedral payoff uncertainty sets, we show that we can compute a robust-optimization equilibrium by methods analogous to those for identifying a Nash equilibrium of a finite game with complete information. In addition, we present computational results.