Finding Subgame Perfect Extreme Equilibria

Prelegent(ci)

Krzysztof Żyndul

Afiliacja

MIMUW

Język referatu

polski

Termin

14 kwietnia 2026 10:15

Pokój

p. 4060

Tytuł w języku angielskim

Finding Subgame Perfect Extreme Equilibria

Seminarium

Seminarium "DeSeR: Dane, strumienie, rozpraszanie"

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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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