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Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization and Control · Mathematics 2014-09-16 Subhamay Saha

We consider multiplayer stochastic games in which the payoff of each player is a bounded and Borel-measurable function of the infinite play. By using a generalization of the technique of Martin (1998) and Maitra and Sudderth (1998), we show…

Optimization and Control · Mathematics 2022-08-26 János Flesch , Eilon Solan

A game has approximate equilibria if for every $\epsilon >0$ there is an $\epsilon$-equilibrium. We show that there is a stochastic game that lacks approximate equilibria. This game has finitely many players and actions, their payoffs are…

Functional Analysis · Mathematics 2023-10-23 Robert Samuel Simon

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…

Optimization and Control · Mathematics 2007-05-23 Rida Laraki , Eilon Solan

We show that every two-player stochastic game with finite state and action sets and bounded, Borel-measurable, and shift-invariant payoffs, admits an $\ep$-equilibrium for all $\varepsilon>0$.

Optimization and Control · Mathematics 2022-03-29 János Flesch , Eilon Solan

Using methods from the statistical mechanics of disordered systems we analyze the properties of bimatrix games with random payoffs in the limit where the number of pure strategies of each player tends to infinity. We analytically calculate…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg

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…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

We suggest a new algorithm for two-person zero-sum undiscounted stochastic games focusing on stationary strategies. Given a positive real $\epsilon$, let us call a stochastic game $\epsilon$-ergodic, if its values from any two initial…

Computer Science and Game Theory · Computer Science 2015-08-17 Endre Boros , Khaled Elbassioni , Vladimir Gurvich , Kazuhisa Makino

We consider some well-known families of two-player, zero-sum, perfect information games that can be viewed as special cases of Shapley's stochastic games. We show that the following tasks are polynomial time equivalent: - Solving simple…

Computer Science and Game Theory · Computer Science 2008-12-03 Vladimir Gurvich , Peter Bro Miltersen

We consider the behaviour of $\lambda$-discounted zero-sum games as the discount factor $\lambda$ approaches 0 (that is, the players are more and more patient), in the context of games with stage duration. In stochastic games with stage…

Optimization and Control · Mathematics 2024-07-25 Ivan Novikov

We provide a direct, elementary proof for the existence of $\lim_{\lambda\to 0} v_{\lambda}$, where $v_{\lambda}$ is the value of a $\lambda$-discounted finite two-person zero-sum stochastic game.

Optimization and Control · Mathematics 2013-01-14 Miquel Oliu-Barton

This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies such that the expected average payoff at any point in the game…

Optimization and Control · Mathematics 2024-12-02 Thomas Ragel , Bruno Ziliotto

We consider zero sum stochastic games. For every discount factor $\lambda$, a time normalization allows to represent the game as being played on the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of…

Optimization and Control · Mathematics 2018-12-21 Sylvain Sorin , Guillaume Vigeral

We prove that every two-player nonzero-sum stopping game in discrete time admits an \epsilon-equilibrium in randomized strategies for every \epsilon >0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the…

Probability · Mathematics 2007-05-23 Eran Shmaya , Eilon Solan

Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…

Computer Science and Game Theory · Computer Science 2021-02-02 Pranav Ashok , Krishnendu Chatterjee , Jan Kretinsky , Maximilian Weininger , Tobias Winkler

We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin games.

Probability · Mathematics 2015-07-28 Erhan Bayraktar , Zhou Zhou

Quantitative games are two-player zero-sum games played on directed weighted graphs. Total-payoff games (that can be seen as a refinement of the well-studied mean-payoff games) are the variant where the payoff of a play is computed as the…

Computer Science and Game Theory · Computer Science 2015-07-15 Thomas Brihaye , Gilles Geeraerts , Axel Haddad , Benjamin Monmege

In a zero-sum stochastic game, at each stage, two adversary players take decisions and receive a stage payoff determined by them and by a controlled random variable representing the state of nature. The total payoff is the normalized…

Optimization and Control · Mathematics 2022-05-06 Olivier Catoni , Miquel Oliu-Barton , Bruno Ziliotto

We study two-player zero-sum concurrent stochastic games with finite state and action space played for an infinite number of steps. In every step, the two players simultaneously and independently choose an action. Given the current state…

Computer Science and Game Theory · Computer Science 2024-10-10 Ali Asadi , Krishnendu Chatterjee , Raimundo Saona , Jakub Svoboda
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