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Simple stochastic exchange games are based on random allocation of finite resources. These games are Markov chains that can be studied either analytically or by Monte Carlo simulations. In particular, the equilibrium distribution can be…

Physics and Society · Physics 2009-11-13 Enrico Scalas , Ubaldo Garibaldi , Stefania Donadio

Stochastic games are a natural model for the synthesis of controllers confronted to adversarial and/or random actions. In particular, $\omega$-regular games of infinite length can represent reactive systems which are not expected to reach a…

Computer Science and Game Theory · Computer Science 2009-02-17 Florian Horn

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

Computer Science and Game Theory · Computer Science 2024-11-12 Xavier Allamigeon , Stéphane Gaubert , Ricardo D. Katz , Mateusz Skomra

We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…

Computer Science and Game Theory · Computer Science 2024-03-08 Natalie Collina , Eshwar Ram Arunachaleswaran , Michael Kearns

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…

Logic in Computer Science · Computer Science 2022-05-20 Pablo F. Castro , Pedro R. D'Argenio , Luciano Putruele , Ramiro Demasi

We present a new tool for the study of multiplayer stochastic games, namely the modified game, which is a normal-form game that depends on the discount factor, the initial state, and for every player a partition of the set of states and a…

Probability · Mathematics 2017-03-14 Eilon Solan

Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

Computational Complexity · Computer Science 2022-07-21 Tobias Winkler , Maximilian Weininger

Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

Computer Science and Game Theory · Computer Science 2021-09-20 Tobias Winkler , Maximilian Weininger

Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms…

Computer Science and Game Theory · Computer Science 2012-02-20 Kristoffer Arnsfelt Hansen , Michal Koucky , Niels Lauritzen , Peter Bro Miltersen , Elias Tsigaridas

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra

We consider infinite duration alternating move games. These games were previously studied by Roth, Balcan, Kalai and Mansour. They presented an FPTAS for computing an approximated equilibrium, and conjectured that there is a polynomial…

Computer Science and Game Theory · Computer Science 2013-04-25 Yaron Velner

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

Machine Learning · Computer Science 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

We introduce two-level discounted games played by two players on a perfect-information stochastic game graph. The upper level game is a discounted game and the lower level game is an undiscounted reachability game. Two-level games model…

Logic in Computer Science · Computer Science 2010-06-09 Krishnendu Chatterjee , Rupak Majumdar

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the properties that optimal solutions need to have, and devised a…

Data Structures and Algorithms · Computer Science 2026-03-11 Daniele Dell'Erba , Arthur Dumas , Sven Schewe

Graph games provide the foundation for modeling and synthesizing reactive processes. In the synthesis of stochastic reactive processes, the traditional model is perfect-information stochastic games, where some transitions of the game graph…

Logic in Computer Science · Computer Science 2016-04-22 Krishnendu Chatterjee , Laurent Doyen

We consider a class of two-player zero-sum stochastic games with finite state and compact control spaces, which we call stochastic shortest path (SSP) games. They are undiscounted total cost stochastic dynamic games that have a cost-free…

Optimization and Control · Mathematics 2014-12-31 Huizhen Yu

Stochastic optimal control and games have a wide range of applications, from finance and economics to social sciences, robotics, and energy management. Many real-world applications involve complex models that have driven the development of…

Optimization and Control · Mathematics 2024-03-12 Ruimeng Hu , Mathieu Laurière

Stochastic games are often used to model reactive processes. We consider the problem of synthesizing an optimal almost-sure winning strategy in a two-player (namely a system and its environment) turn-based stochastic game with both a…

Systems and Control · Computer Science 2015-11-03 Min Wen , Ufuk Topcu

Strategy iteration is a technique frequently used for two-player games in order to determine the winner or compute payoffs, but to the best of our knowledge no general framework for strategy iteration has been considered. Inspired by…

Logic in Computer Science · Computer Science 2022-12-14 Paolo Baldan , Richard Eggert , Barbara König , Tommaso Padoan

We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For…

Computer Science and Game Theory · Computer Science 2015-07-01 Kousha Etessami , Mihalis Yannakakis