Related papers: The value of Repeated Games with an informed contr…
We present a systematic investigation of the quantum games, constructed using a novel repeated game protocol, when played repeatedly ad infinitum. We focus on establishing that such repeated games -- by virtue of inherent quantum-mechanical…
We consider a stochastic differential equation that is controlled by means of an additive finite-variation process. A singular stochastic controller, who is a minimizer, determines this finite-variation process, while a discretionary…
Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…
This paper investigates mixed strategies in dynamic games with perfect information. We present an example to show that a player may obtain higher payoff by playing mixed strategy. By contrast, the main result of the paper shows that every…
Infinite games where several players seek to coordinate under imperfect information are known to be intractable, unless the information flow is severely restricted. Examples of undecidable cases typically feature a situation where players…
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 study a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get private information on the pair, before engaging in repeated…
Two-player zero-sum "graph games" are a central model, which proceeds as follows. A token is placed on a vertex of a graph, and the two players move it to produce an infinite "play", which determines the winner or payoff of the game.…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
We consider two-player zero-sum games on graphs. These games can be classified on the basis of the information of the players and on the mode of interaction between them. On the basis of information the classification is as follows: (a)…
We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…
We consider 2-player zero-sum stochastic games where each player controls his own state variable living in a compact metric space. The terminology comes from gambling problems where the state of a player represents its wealth in a casino.…
We study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing…
This paper analyzes a simple game with $n$ players. We fix a mean, $\mu$, in the interval $[0, 1]$ and let each player choose any random variable distributed on that interval with the given mean. The winner of the zero-sum game is the…
We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…
We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…
The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…
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…
We study a game where one player selects a random function, and the other has to guess that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to…
We consider two person zero-sum games where the players control, at discrete times {tn} induced by a partition $\Pi$ of R + , a continuous time Markov state process. We prove that the limit of the values v$\Pi$ exist as the mesh of $\Pi$…