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In this paper we introduce a new two-player zero-sum game whose value function approximates the level set formulation for the geometric evolution by mean curvature of a hypersurface. In our approach the game is played with symmetric rules…

Analysis of PDEs · Mathematics 2026-03-11 Irene Gonzalvez , Alfredo Miranda , Julio D. Rossi , Jorge Ruiz-Cases

This paper studies a language-based opacity enforcement in a two-player, zero-sum game on a graph. In this game, player 1 (P1) wins if it can achieve a secret temporal goal described by the language of a finite automaton, no matter what…

Systems and Control · Electrical Eng. & Systems 2023-04-05 Chongyang Shi , Abhishek N. Kulkarni , Hazhar Rahmani , Jie Fu

We study a finite-horizon differential game of pursuit-evasion like, between a single player and a mass of agents. The player and the mass directly control their own evolution, which for the mass is given by a first order PDE of transport…

Optimization and Control · Mathematics 2025-02-28 Fabio Bagagiolo , Rossana Capuani , Luciano Marzufero

Differential games with asymmetric information were introduced by Cardaliaguet (2007). As in repeated games with lack of information on both sides (Aumann and Maschler (1995)), each player receives a private signal (his type) before the…

Optimization and Control · Mathematics 2014-03-31 Miquel Oliu-Barton

We introduce and analyze a natural game formulated as follows. In this one-person game, the player is given a random permutation $A=(a_1,\dots, a_n)$ of a multiset $M$ of $n$ reals that sum up to $0$, where each of the $n!$ permutation…

Discrete Mathematics · Computer Science 2024-11-21 Adrian Dumitrescu , Arsenii Sagdeev

This paper studies a simple class of zero-sum games played by two competing quantum players: each player sends a mixed quantum state to a referee, who performs a joint measurement on the two states to determine the players' payoffs. We…

Quantum Physics · Physics 2008-08-21 Rahul Jain , John Watrous

The paper is concerned with a variant of the continuous-time finite state Markov game of control and stopping where both players can affect transition rates, while only one player can choose a stopping time. We use the dynamic programming…

Optimization and Control · Mathematics 2022-08-09 Yurii Averboukh

In this paper, we consider a zero-sum undiscounted stochastic game which has finite state space and finitely many pure actions. Also, we assume the transition probability of the undiscounted stochastic game is controlled by one player and…

Optimization and Control · Mathematics 2022-09-23 Purba Das , T. Parthasarathy , G Ravindran

In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…

Optimization and Control · Mathematics 2024-10-14 Antoine Zolome , Brahim El Asri

Zero-sum Dynkin games under Poisson constraints, where players can only stop at the event times of a Poisson process, have been studied widely in the recent literature. The constraint can be modelled in two ways: either both players share…

Optimization and Control · Mathematics 2025-12-09 David Hobson , Gechun Liang , Edward Wang

We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of…

Optimization and Control · Mathematics 2021-12-20 Magnus Perninge

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

We study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…

Optimization and Control · Mathematics 2025-10-21 Utsav Sadana , Puduru Viswanadha Reddy , Georges Zaccour

Given a bounded $\mathcaligr{C}^2$ domain $G\subset{\mathbb{R}}^m$, functions $g\in\mathcaligr{C}(\partial G,{\mathbb{R}})$ and $h\in\mathcaligr {C}(\bar{G},{\mathbb{R}}\setminus\{0\})$, let $u$ denote the unique viscosity solution to the…

Probability · Mathematics 2010-10-05 Rami Atar , Amarjit Budhiraja

We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…

Probability · Mathematics 2024-05-16 José Luis Pérez , Neofytos Rodosthenous , Kazutoshi Yamazaki

This paper proposes a game-theoretic approach to address the problem of optimal sensor placement against an adversary in uncertain networked control systems. The problem is formulated as a zero-sum game with two players, namely a malicious…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Anh Tung Nguyen , Sribalaji C. Anand , André M. H. Teixeira

Zero-determinant strategies are a class of strategies in repeated games which unilaterally control payoffs. Zero-determinant strategies have attracted much attention in studies of social dilemma, particularly in the context of evolution of…

Statistical Mechanics · Physics 2024-11-11 Masahiko Ueda

We study the value of a two-player zero-sum game on a random matrix $M\in \mathbb{R}^{n\times m}$, defined by $v(M) = \min_{x\in\Delta_n}\max_{y\in \Delta_m}x^T M y$. In the setting where $n=m$ and $M$ has i.i.d. standard Gaussian entries,…

Probability · Mathematics 2026-01-13 Romain Cosson , Laurent Massoulié

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Optimization and Control · Mathematics 2024-05-15 Subrata Golui

In this paper, we consider a linear quadratic stochastic two-person zero-sum differential game. The controls for both players are allowed to appear in both drift and diffusion of the state equation. The weighting matrices in the performance…

Optimization and Control · Mathematics 2014-01-21 Jingrui Sun , Jiongmin Yong