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In this paper, we study a class of zero-sum two-player stochastic differential games with the controlled stochastic differential equations and the payoff/cost functionals of recursive type. As opposed to the pioneering work by Fleming and…

Probability · Mathematics 2021-05-21 Jinniao Qiu , Jing Zhang

This paper studies sequential quantum games under the assumption that the moves of the players are drawn from groups and not just plain sets. The extra group structure makes possible to easily derive some very general results characterizing…

Quantum Physics · Physics 2025-03-14 Theodore Andronikos

We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…

Computer Science and Game Theory · Computer Science 2024-03-08 Natalie Collina , Eshwar Ram Arunachaleswaran , Michael Kearns

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

Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…

Computer Science and Game Theory · Computer Science 2023-06-07 Daniel J. Calderone , Benjamin J. Chasnov , Samuel A. Burden , Lillian J. Ratliff

We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…

Optimization and Control · Mathematics 2018-02-26 Fabien Gensbittel

Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…

Optimization and Control · Mathematics 2021-03-08 Aathira Prasad , Puduru Viswanadha Reddy

We study the computational complexity of finding stable outcomes in hedonic games, which are a class of coalition formation games. We restrict our attention to symmetric additively-separable hedonic games, which are a nontrivial subclass of…

Computer Science and Game Theory · Computer Science 2015-09-18 Martin Gairing , Rahul Savani

We consider two-player games played on finite graphs equipped with costs on edges and introduce two winning conditions, cost-parity and cost-Streett, which require bounds on the cost between requests and their responses. Both conditions…

Logic in Computer Science · Computer Science 2015-07-01 Nathanaël Fijalkow , Martin Zimmermann

We study a robust Dynkin game over a set of mutually singular probabilities. We first prove that for the conservative player of the game, her lower and upper value processes coincide (i.e. She has a value process $V $ in the game). Such a…

Probability · Mathematics 2016-09-13 Erhan Bayraktar , Song Yao

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…

Probability · Mathematics 2015-01-20 Daniel Hernandez-Hernandez , Robert S. Simon , Mihail Zervos

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

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…

Computer Science and Game Theory · Computer Science 2025-09-04 Guangzheng Zhong , Yang Liu , Jiming Liu

We consider perfect-information reachability stochastic games for 2 players on infinite graphs. We identify a subclass of such games, and prove two interesting properties of it: first, Player Max always has optimal strategies in games from…

Computer Science and Game Theory · Computer Science 2011-06-10 Václav Brožek

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

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.…

Optimization and Control · Mathematics 2017-02-23 Rida Laraki , Jérôme Renault

In a two-player zero-sum graph game the players move a token throughout a graph to produce an infinite path, which determines the winner or payoff of the game. Traditionally, the players alternate turns in moving the token. In {\em bidding…

Theoretical Economics · Economics 2020-12-22 Guy Avni , Ismaël Jecker , Đorđe Žikelić

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

This paper considers a class of reinforcement-based learning (namely, perturbed learning automata) and provides a stochastic-stability analysis in repeatedly-played, positive-utility, finite strategic-form games. Prior work in this class of…

Computer Science and Game Theory · Computer Science 2019-01-29 Georgios C. Chasparis