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Related papers: Dynkin games in a general framework

200 papers

We develop a finite-state automata approach, implemented in a Maple package {\tt ToadsAndFrogs} available from our websites, for conjecturing, and then rigorously proving, values for large families of positions in Richard Guy's…

Dynamical Systems · Mathematics 2007-10-29 Thotsaporn ``Aek'' Thanatipanonda , Doron Zeilberger

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

Optimization and Control · Mathematics 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam

We define a general framework of partition games for formulating two-player pebble games over finite structures. We show that one particular such game, which we call the invertible-map game, yields a family of polynomial-time approximations…

Logic in Computer Science · Computer Science 2015-03-20 Anuj Dawar , Bjarki Holm

We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…

Probability · Mathematics 2018-07-05 David Criens , Kathrin Glau

In this paper we study mean field games with possibly multiple mean field equilibria. Instead of focusing on the individual equilibria, we propose to study the set of values over all possible equilibria, which we call the set value of the…

Optimization and Control · Mathematics 2024-03-19 Melih Iseri , Jianfeng Zhang

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

Optimization and Control · Mathematics 2025-12-05 P. Jameson Graber , Kyle Rosengartner

This paper establishes an equilibrium existence result for a class of Mean Field Games involving Reflected Stochastic Differential Equations. The proof relies on the framework of relaxed controls and martingale problems.

Probability · Mathematics 2026-03-09 Imane Jarni , Ayoub Laayoun , Badr Missaoui

The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…

Optimization and Control · Mathematics 2022-06-30 Alekos Cecchin , François Delarue

We introduce and study Minkowski games. These are two player games, where the players take turns to chose positions in $\mathbb{R}^d$ based on some rules. Variants include boundedness games, where one player wants to keep the positions…

Computer Science and Game Theory · Computer Science 2016-11-28 Stéphane Le Roux , Arno Pauly , Jean-François Raskin

We consider time-dependent viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming…

Analysis of PDEs · Mathematics 2017-04-14 Marco Cirant , Daniela Tonon

Combinatorial Game Theory is a branch of mathematics and theoretical computer science that studies sequential 2-player games with perfect information. Normal play is the convention where a player who cannot move loses. Here, we generalize…

Computer Science and Game Theory · Computer Science 2023-10-31 Prem Kant , Urban Larsson , Ravi K. Rai , Akshay V. Upasany

We analyze a two-player, nonzero-sum Dynkin game of stopping with incomplete information. We assume that each player observes his own Brownian motion, which is not only independent of the other player's Brownian motion but also not…

Probability · Mathematics 2025-04-16 Georgy Gaitsgori , Richard Groenewald

We propose an implementable, neural network-based structure preserving probabilistic numerical approximation for a generalized obstacle problem describing the value of a zero-sum differential game of optimal stopping with asymmetric…

Numerical Analysis · Mathematics 2025-01-28 Ľubomír Baňas , Giorgio Ferrari , Tsiry Avisoa Randrianasolo

We consider a class of Mean Field Games in which the agents may interact through the statistical distribution of their states and controls. It is supposed that the Hamiltonian behaves like a power of its arguments as they tend to infinity,…

Analysis of PDEs · Mathematics 2020-06-24 Z Kobeissi

We propose a unifying additive theory for standard conventions in Combinatorial Game Theory, including normal-, mis\`ere- and scoring-play, studied by Berlekamp, Conway, Dorbec, Ettinger, Guy, Larsson, Milley, Neto, Nowakowski, Renault,…

Combinatorics · Mathematics 2021-07-07 Urban Larsson , Richard J. Nowakowski , Carlos P. Santos

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

In the paper we present a model of discrete-time mean-field game with several populations of players. Mean-field games with multiple populations of the players have only been studied in the literature in the continuous-time setting. The…

Optimization and Control · Mathematics 2023-04-07 Piotr Więcek

In this paper we introduce a new type of norms for semimartingales, under both linear and nonlinear expectations. Our norm is defined in the spirit of quasimartingales, and it characterizes square integrable semimartingales. This work is…

Probability · Mathematics 2012-11-01 Triet Pham , Jianfeng Zhang

Multiplayer games on graphs are at the heart of theoretical descriptions of key evolutionary processes that govern vital social and natural systems. However, a comprehensive theoretical framework for solving multiplayer games with an…

Computer Science and Game Theory · Computer Science 2025-06-11 Chaoqian Wang , Matjaž Perc , Attila Szolnoki

Tournaments are competitions between a number of teams, the outcome of which determines the relative strength or rank of each team. In many cases, the strength of a team in the tournament is given by a score. Perhaps, the most striking…

Probability · Mathematics 2025-10-17 Gaoyue Guo , Nicolas Juillet , Wenpin Tang