Finding Subgame Perfect Extreme Equilibria
- Speaker(s)
- Krzysztof Żyndul
- Affiliation
- MIMUW
- Language of the talk
- Polish
- Date
- April 14, 2026, 10:15 a.m.
- Room
- room 4060
- Title in English
- Finding Subgame Perfect Extreme Equilibria
- Seminar
- Seminarium "DeSeR: Dane, strumienie, rozpraszanie"
When modeling multi-agent systems using simple stochastic games on graphs, standard Nash equilibria ignore how differently players perceive risk. The recently introduced Extreme Risk-Sensitive Equilibria (XRSE) addresses this through the concepts of optimists and pessimists: players who perceive their reward as either the maximum or minimum payoff achievable with non-zero probability. However, XRSE inherits a flaw from traditional Nash equilibria: it allows for irrational behaviors, such as non-credible threats. We refine this model and study Subgame Perfect Extreme (Risk-Sensitive) Equilibria (SPXE). In this talk, I will unpack these core concepts and show the computational complexity lower bounds and memory requirements for SPXE.
Joint work with Léonard Brice, Thomas A. Henzinger, and K. S. Thejaswini.
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