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We study a class of two-player zero-sum stochastic games known as \textit{blind stochastic games}, where players neither observe the state nor receive any information about it during the game. A central concept for analyzing long-duration…

Optimization and Control · Mathematics 2025-11-24 Krishnendu Chatterjee , David Lurie , Raimundo Saona , Bruno Ziliotto

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

We consider planning problems for graphs, Markov decision processes (MDPs), and games on graphs. While graphs represent the most basic planning model, MDPs represent interaction with nature and games on graphs represent interaction with an…

Data Structures and Algorithms · Computer Science 2018-04-20 Krishnendu Chatterjee , Wolfgang Dvořák , Monika Henzinger , Alexander Svozil

Reachability games are two-player games played on a graph, where the objective of $\texttt{REACH}$ player is to reach the target set whereas the objective of $\texttt{SAFE}$ player is to stay away from the target set. Reachability games…

Artificial Intelligence · Computer Science 2026-05-12 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Maximilian Seeliger , Đorđe Žikelić

Games on graphs provide a natural model for reactive non-terminating systems. In such games, the interaction of two players on an arena results in an infinite path that describes a run of the system. Different settings are used to model…

Computer Science and Game Theory · Computer Science 2011-06-08 Krishnendu Chatterjee , Nathanaël Fijalkow

We study nondeterministic strategies in parity games with the aim of computing a most permissive winning strategy. Following earlier work, we measure permissiveness in terms of the average number/weight of transitions blocked by the…

Logic in Computer Science · Computer Science 2013-01-14 Patricia Bouyer , Nicolas Markey , Jörg Olschewski , Michael Ummels

We study a class of stochastic target games where one player tries to find a strategy such that the state process almost-surely reaches a given target, no matter which action is chosen by the opponent. Our main result is a geometric dynamic…

Probability · Mathematics 2015-02-03 Bruno Bouchard , Marcel Nutz

We study general-sum, multi-player stochastic games with transferable utility, motivated by settings where agents can use side payments to make cooperation individually rational. Building on the Harsanyi--Shapley (HS) value for normal-form…

Computer Science and Game Theory · Computer Science 2026-05-12 Yixin Chen , Jeffrey Richley , Darleen Perez-Lavin , Jessica Singh Syal , Solmaz Kia , Alan Kuhnle

Stochastic optimization via Stochastic Gradient Descent (SGD) is a fundamental problem in statistics and optimization. This paper revisits Stochastic Gradient Descent (SGD) for strongly convex objectives, establishing tight, uniform-in-time…

Optimization and Control · Mathematics 2026-03-19 Kang Chen , Yasong Feng , Tianyu Wang

Stochastic games are fundamental in various applications, including the control of cyber-physical systems (CPS), where both controller and environment are modeled as players. Traditional algorithms typically aim to determine a single…

Systems and Control · Electrical Eng. & Systems 2025-10-17 Kittiphon Phalakarn , Sasinee Pruekprasert , Ichiro Hasuo

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

We study the complexity of computing the commuting-operator value $\omega^*$ of entangled XOR games with any number of players. We introduce necessary and sufficient criteria for an XOR game to have $\omega^* = 1$, and use these criteria to…

Quantum Physics · Physics 2019-02-12 Adam Bene Watts , Aram W. Harrow , Gurtej Kanwar , Anand Natarajan

Traditionally quantitative games such as mean-payoff games and discount sum games have two players -- one trying to maximize the payoff, the other trying to minimize it. The associated decision problem, "Can Eve (the maximizer) achieve, for…

Logic in Computer Science · Computer Science 2014-04-21 Paul Hunter , Jean-François Raskin

We analyse the computational complexity of finding Nash equilibria in simple stochastic multiplayer games. We show that restricting the search space to equilibria whose payoffs fall into a certain interval may lead to undecidability. In…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games…

Computer Science and Game Theory · Computer Science 2020-09-30 Nathalie Bertrand , Nicolas Markey , Suman Sadhukhan , Ocan Sankur

The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…

Optimization and Control · Mathematics 2019-08-05 Jinlong Lei , Uday V. Shanbhag

We study observation-based strategies for two-player turn-based games on graphs with omega-regular objectives. An observation-based strategy relies on imperfect information about the history of a play, namely, on the past sequence of…

Logic in Computer Science · Computer Science 2015-07-01 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger , <br> Jean-Francois Raskin

We consider simple stochastic games $\mathcal G$ with energy-parity objectives, a combination of quantitative rewards with a qualitative parity condition. The Maximizer tries to avoid running out of energy while simultaneously satisfying a…

Computer Science and Game Theory · Computer Science 2023-07-13 Mohan Dantam , Richard Mayr

A two-player finite horizon linear-quadratic Stackelberg differential game is considered. The feature of this game is that the control cost of a follower in the cost functionals of both players is small, which means that the game under…

Optimization and Control · Mathematics 2025-12-11 Valery Y. Glizer , Vladimir Turetsky

Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…

Systems and Control · Computer Science 2021-02-02 Pranav Ashok , Jan Křetínský , Maximilian Weininger