English
Related papers

Related papers: Exact Algorithms for Solving Stochastic Games

200 papers

Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…

Optimization and Control · Mathematics 2021-08-31 Renfei Tan , Qi Su , Bin Wu , Long Wang

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

Probability · Mathematics 2011-06-15 Christine Grün

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

Modeling strategic conflict from a game theoretical perspective involves dealing with epistemic uncertainty. Payoff uncertainty models are typically restricted to simple probability models due to computational restrictions. Recent…

Computer Science and Game Theory · Computer Science 2019-05-13 Juan Leni , John Levine , John Quigley

In this paper we introduce a new two-player zero-sum game whose value function approximates the level set formulation for the geometric evolution by mean curvature of a hypersurface. In our approach the game is played with symmetric rules…

Analysis of PDEs · Mathematics 2026-03-11 Irene Gonzalvez , Alfredo Miranda , Julio D. Rossi , Jorge Ruiz-Cases

Zero-determinant strategies are a class of strategies in repeated games which unilaterally control payoffs. Zero-determinant strategies have attracted much attention in studies of social dilemma, particularly in the context of evolution of…

Statistical Mechanics · Physics 2024-11-11 Masahiko Ueda

We present a new approach to solving games with a countably or uncountably infinite number of players. Such games are often used to model multiagent systems with a large number of agents. The latter are frequently encountered in economics,…

Computer Science and Game Theory · Computer Science 2025-01-17 Carlos Martin , Tuomas Sandholm

We introduce two min-max problems: the first problem is to minimize the supremum of finitely many rational functions over a compact basic semi-algebraic set whereas the second problem is a 2-player zero-sum polynomial game in randomized…

Optimization and Control · Mathematics 2009-12-16 Rida Laraki , Jean B. Lasserre

This paper extends Berge's maximum theorem for possibly noncompact action sets and unbounded cost functions to minimax problems and studies applications of these extensions to two-player zero-sum games with possibly noncompact action sets…

Optimization and Control · Mathematics 2017-09-14 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an…

Probability · Mathematics 2012-02-23 Pierre Cardaliaguet , Catherine Rainer

We consider Dynkin games for Markov processes associated with semi-Dirichlet forms. Dynkin games are the optimal stopping games introduced as the models of zero-sum games by two players. We prove that the solution to the certain variational…

Probability · Mathematics 2023-04-26 Takumu Ooi , Toshihiro Uemura

Parity games are two player games with omega-winning conditions, played on finite graphs. Such games play an important role in verification, satisfiability and synthesis. It is therefore important to identify algorithms that can efficiently…

Logic in Computer Science · Computer Science 2018-09-11 Lisette Sanchez , Wieger Wesselink , Tim A. C. Willemse

We introduce a notion of subgames for stochastic timing games and the related notion of subgame-perfect equilibrium in possibly mixed strategies. While a good notion of subgame-perfect equilibrium for continuous-time games is not available…

Optimization and Control · Mathematics 2018-05-23 Frank Riedel , Jan-Henrik Steg

We study the computation of approximate pure Nash equilibria in Shapley value (SV) weighted congestion games, introduced in [19]. This class of games considers weighted congestion games in which Shapley values are used as an alternative (to…

Computer Science and Game Theory · Computer Science 2017-11-28 Matthias Feldotto , Martin Gairing , Grammateia Kotsialou , Alexander Skopalik

Probabilistic model checking for stochastic games enables formal verification of systems that comprise competing or collaborating entities operating in a stochastic environment. Despite good progress in the area, existing approaches focus…

Logic in Computer Science · Computer Science 2019-07-09 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…

Computer Science and Game Theory · Computer Science 2015-12-11 Nicolas Loizou

Shapley operators of undiscounted zero-sum two-player games are order-preserving maps that commute with the addition of a constant. We characterize the fixed point sets of Shapley operators, in finite dimension (i.e., for games with a…

Optimization and Control · Mathematics 2023-07-07 Marianne Akian , Stephane Gaubert , Sara Vannucci

A Nash equilibrium has become important solution concept for analyzing the decision making in Game theory. In this paper, we consider the problem of computing Nash equilibria of a subclass of generic finite normal form games. We define…

Computer Science and Game Theory · Computer Science 2015-03-17 Samaresh Chatterji , Ratnik Gandhi

Weighted timed games are zero-sum games played by two players on a timed automaton equipped with weights, where one player wants to minimise the accumulated weight while reaching a target. Weighted timed games are notoriously difficult and…

Computer Science and Game Theory · Computer Science 2018-12-05 Damien Busatto-Gaston , Benjamin Monmege , Pierre-Alain Reynier

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

Optimization and Control · Mathematics 2009-04-20 Jérôme Renault