Related papers: Infinite dimensional differential games with hybri…
The paper studies the open-loop saddle point and the open-loop lower and upper values, as well as their relationship for two-person zero-sum stochastic linear-quadratic (LQ, for short) differential games with deterministic coefficients. It…
In this paper, we revisit the two-player continuous-time infinite-horizon linear quadratic differential game problem, where one of the players can sample the state of the system only intermittently due to a sensing constraint while the…
In this paper, a large class of time-varying Riccati equations arising in stochastic dynamic games is considered. The problem of the existence and uniqueness of some globally defined solution, namely the bounded and stabilizing solution, is…
We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer…
Differential game theory offers an approach for modeling interactions between two or more agents that occur in continuous time. The goal of each agent is to optimize its objective cost functional. In this paper, we present two different…
We investigate the set of Nash equilibrium payoffs for two person differential games. The main result of the paper is the characterization of the set of Nash equilibrium payoffs in the terms of nonsmooth analysis. Also we obtain the…
In this paper, we study systems of nonlinear second-order variational inequalities with interconnected bilateral obstacles with non-local terms. They are of min-max and max-min types and related to a multiple modes zero-sum switching game…
Mixed extension has played an important role in game theory, especially in the proof of the existence of Nash equilibria in strategic form games. Mixed extension can be regarded as continuous relaxation of a strategic form game. Recently,…
In this paper we investigate a game of optimal stopping with incomplete information. There are two players of which only one is informed about the precise structure of the game. Observing the informed player the uninformed player is given…
Two-player games on graphs are widely studied in formal methods as they model the interaction between a system and its environment. The game is played by moving a token throughout a graph to produce an infinite path. There are several…
We study the asymptotic value of a frequency-dependent zero-sum game with separable payoff following a differential approach. The stage payoffs in such games depend on the current actions and on a linear function of the frequency of actions…
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. Moreover, each player can adjust her own stopping strategy by observing other…
We continue the investigation of finite-duration variants of infinite-duration games by extending known results for games played on finite graphs to those played on infinite ones. In particular, we establish an equivalence between pushdown…
We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs…
The main purpose of this paper is to approximate several non-local evolution equations by zero-sum repeated games in the spirit of the previous works of Kohn and the second author (2006 and 2009): general fully non-linear parabolic…
We study games with finitely many participants, each having finitely many choices. We consider the following categories of participants: (I) populations: sets of nonatomic agents, (II) atomic splittable players, (III) atomic non splittable…
For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some…
We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…
Transitions between metastable equilibria in the low-temperature phase of dynamical Ising game with activity spillover are studied in the infinite time limit. It is shown that exponential enhancement due to activity spillover, which takes…
This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…