Related papers: The Multi-player Nonzero-sum Dynkin Game in Contin…

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…

In this paper, we apply the idea of fictitious play to design deep neural networks (DNNs), and develop deep learning theory and algorithms for computing the Nash equilibrium of asymmetric $N$-player non-zero-sum stochastic differential…

We consider the problem of computing stationary points in min-max optimization, with a particular focus on the special case of computing Nash equilibria in (two-)team zero-sum games. We first show that computing $\epsilon$-Nash equilibria…

We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

We discuss stochastic dynamics of finite populations of individuals playing games. We review recent results concerning the dependence of the long-run behavior of such systems on the number of players and the noise level. In the case of…

In optimal stopping problems, a Markov structure guarantees Markovian optimal stopping times (first exit times). Surprisingly, there is no analogous result for Markovian stopping games once randomization is required. This paper addresses…

We consider autonomous racing of two cars and present an approach to formulate racing decisions as a non-cooperative non-zero-sum game. We design three different games where the players aim to fulfill static track constraints as well as…

We study nonzero-sum stochastic differential games with risk-sensitive ergodic cost criterion. Under certain conditions, using multi-parameter eigenvalue approach, we establish the existence of a Nash equilibrium in the space of stationary…

We prove that a deterministic n-person shortest path game has a Nash equlibrium in pure and stationary strategies if it is edge-symmetric (that is (u,v) is a move whenever (v,u) is, apart from moves entering terminal vertices) and the…

Let $T:X\to X $ and $S:Y \to Y$ be continuous maps defined on compact sets. Let $$\varphi_i(\mu,\nu)=\int_{X \times Y} A_i(x,y) d\mu(x) d\nu(y)\;\;{for} \;\; i=1,2,$$ where $\mu$ is $T$-invariant and $\nu$ is $S$-invariant, be pay-off…

In this paper we introduce and study {\em all-pay bidding games}, a class of two player, zero-sum games on graphs. The game proceeds as follows. We place a token on some vertex in the graph and assign budgets to the two players. Each turn,…

We present a quantum approach to a signaling game; a special kind of extensive games of incomplete information. Our model is based on quantum schemes for games in strategic form where players perform unitary operators on their own qubits of…

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Mean-payoff games on timed automata are played on the infinite weighted graph of configurations of priced timed automata between two players, Player Min and Player Max, by moving a token along the states of the graph to form an infinite…

In this paper, we consider a novel $M$-ary sequential hypothesis testing problem in which an adversary is present and perturbs the distributions of the samples before the decision maker observes them. This problem is formulated as a…

We derive sublinear-time quantum algorithms for computing the Nash equilibrium of two-player zero-sum games, based on efficient Gibbs sampling methods. We are able to achieve speed-ups for both dense and sparse payoff matrices at the cost…

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

The $N$-player quantum game is analyzed in the context of an Einstein-Podolsky-Rosen (EPR) experiment. In this setting, a player's strategies are not unitary transformations as in alternate quantum game-theoretic frameworks, but a classical…

In this short note we give an example of a four-person finite positional game with perfect information that has no positions of chance and no Nash equilibria in pure stationary strategies. The corresponding directed graph has only one…