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The long-run average payoff per transition (mean payoff) is the main tool for specifying the performance and dependability properties of discrete systems. The problem of constructing a controller (strategy) simultaneously optimizing several…

Artificial Intelligence · Computer Science 2024-12-19 David Klaška , Antonín Kučera , Vojtěch Kůr , Vít Musil , Vojtěch Řehák

Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Computer Science and Game Theory · Computer Science 2023-08-17 Zailin Ma , Jiansheng Yang , Zhihua Zhang

A zero-sum two-person Perfect Information Semi-Markov game (PISMG) under limiting ratio average payoff has a value and both the maximiser and the minimiser have optimal pure semi-stationary strategies. We arrive at the result by first…

Computer Science and Game Theory · Computer Science 2023-02-15 S. Sinha , K. G. Bakshi

A novel Policy Gradient (PG) algorithm, called $\textit{Matryoshka Policy Gradient}$ (MPG), is introduced and studied, in the context of fixed-horizon max-entropy reinforcement learning, where an agent aims at maximizing entropy bonuses…

Machine Learning · Computer Science 2024-10-10 François Ged , Maria Han Veiga

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

Optimal policies in standard MDPs can be obtained using either value iteration or policy iteration. However, in the case of zero-sum Markov games, there is no efficient policy iteration algorithm; e.g., it has been shown that one has to…

Machine Learning · Computer Science 2023-10-31 Anna Winnicki , R. Srikant

Exploding predictive AI has enabled fast yet effective evaluation and decision-making in modern chip physical design flows. State-of-the-art frameworks typically include the objective of minimizing the mean square error (MSE) between the…

Machine Learning · Computer Science 2024-02-12 Haoyu Yang , Anthony Agnesina , Haoxing Ren

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

Optimization and Control · Mathematics 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

The optimal offloading of tasks in heterogeneous edge-computing scenarios is of great practical interest, both in the selfish and fully cooperative setting. In practice, such systems are typically very large, rendering exact solutions in…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-09 Kai Cui , Mustafa Burak Yilmaz , Anam Tahir , Anja Klein , Heinz Koeppl

We address a central (and classical) issue in the theory of infinite games: the reduction of the memory size that is needed to implement winning strategies in regular infinite games (i.e., controllers that ensure correct behavior against…

Computer Science and Game Theory · Computer Science 2011-02-22 Marcus Gelderie , Michael Holtmann

Proficient game agents with diverse play styles enrich the gaming experience and enhance the replay value of games. However, recent advancements in game AI based on reinforcement learning have predominantly focused on improving proficiency,…

Artificial Intelligence · Computer Science 2025-09-23 Lingfeng Li , Yunlong Lu , Yongyi Wang , Wenxin Li

This study presents a rigorous mathematical approach to the optimization of round and betting policies in Blackjack, using Markov Decision Processes (MDP) and Expected Utility Theory. The analysis considers a direct confrontation between a…

Optimization and Control · Mathematics 2025-05-05 Lucas Bordeu , Javier Castro

This paper presents a technique for approximating, up to any precision, the set of subgame-perfect equilibria (SPE) in discounted repeated games. The process starts with a single hypercube approximation of the set of SPE. Then the initial…

Computer Science and Game Theory · Computer Science 2010-02-10 Andriy Burkov , Brahim Chaib-draa

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

Analysis of PDEs · Mathematics 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

Artificial Intelligence · Computer Science 2025-10-07 Gon Buzaglo , Noah Golowich , Elad Hazan

An average-time game is played on the infinite graph of configurations of a finite timed automaton. The two players, Min and Max, construct an infinite run of the automaton by taking turns to perform a timed transition. Player Min wants to…

Computer Science and Game Theory · Computer Science 2020-01-16 Marcin Jurdzinski , Ashutosh Trivedi

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

Computer Science and Game Theory · Computer Science 2014-02-13 John Fearnley , Martin Gairing , Paul Goldberg , Rahul Savani

Simple stochastic games are two-player zero-sum stochastic games with turn-based moves, perfect information, and reachability winning conditions. We present two new algorithms computing the values of simple stochastic games. Both of them…

Computer Science and Game Theory · Computer Science 2015-07-01 Hugo Gimbert , Florian Horn

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

Iterated coopetitive games capture the situation when one must efficiently balance between cooperation and competition with the other agents over time in order to win the game (e.g., to become the player with highest total utility).…

Computer Science and Game Theory · Computer Science 2022-03-11 Shivakumar Mahesh , Nicholas Bishop , Le Cong Dinh , Long Tran-Thanh