Related papers: Exact Algorithms for Solving Stochastic Games

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

The Shapley value is the prevalent solution for fair division problems in which a payout is to be divided among multiple agents. By adopting a game-theoretic view, the idea of fair division and the Shapley value can also be used in machine…

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…

This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…

This paper studies the last-iterate convergence properties of the exponential weights algorithm with constant learning rates. We consider a repeated interaction in discrete time, where each player uses an exponential weights algorithm…

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…

Pursuit-Evasion Games (in discrete time) are stochastic games with nonnegative daily payoffs, with the final payoff being the cumulative sum of payoffs during the game. We show that such games admit a value even in the presence of…

We propose the study of computing the Shapley value for a new class of cooperative games that we call budgeted games, and investigate in particular knapsack budgeted games, a version modeled after the classical knapsack problem. In these…

We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…

We revisit classic algorithmic search and optimization problems from the perspective of competition. Rather than a single optimizer minimizing expected cost, we consider a zero-sum game in which an optimization problem is presented to two…

Computing the Nash equilibrium (NE) for N-player non-zerosum stochastic games is a formidable challenge. Currently, algorithmic methods in stochastic game theory are unable to compute NE for stochastic games (SGs) for settings in all but…

This paper introduces an explicit algorithm for computing perfect public equilibrium (PPE) payoffs in repeated games with imperfect public monitoring, public randomization, and discounting. The method adapts the established framework by…

We devise a policy-iteration algorithm for deterministic two-player discounted and mean-payoff games, that runs in polynomial time with high probability, on any input where each payoff is chosen independently from a sufficiently random…

This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…

Generating payoff matrices of normal-form games at random, we calculate the frequency of games with a unique pure strategy Nash equilibrium in the ensemble of $n$-player, $m$-strategy games. These are perfectly predictable as they must…

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…

We study two-player zero-sum concurrent stochastic games with finite state and action space played for an infinite number of steps. In every step, the two players simultaneously and independently choose an action. Given the current state…

In this paper, we propose and analyse two game theoretical models useful to design marketing channels attribution mechanisms based on cooperative TU games and bankruptcy problems, respectively. First, we analyse the Sum Game, a coalitional…

We investigate the Sprague-Grundy sequences for two normal-play impartial games based on arithmetic functions, first described by Iannucci and Larsson in \cite{sum}. In each game, the set of positions is N (natural numbers). In saliquant,…

The paper is concerned with two-person zero-sum mean-field linear-quadratic stochastic differential games over finite horizons. By a Hilbert space method, a necessary condition and a sufficient condition are derived for the existence of an…