Related papers: The turnpike theorems for Markov games

The paper is concerned with two-person dynamic zero-sum games. We investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity, and the limit of value functions of…

We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformation, we frame the problem as an aggregative game. We…

Many real-world problems modeled by stochastic games have huge state and/or action spaces, leading to the well-known curse of dimensionality. The complexity of the analysis of large-scale systems is dramatically reduced by exploiting mean…

An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint…

Definable zero-sum stochastic games involve a finite number of states and action sets, reward and transition functions that are definable in an o-minimal structure. Prominent examples of such games are finite, semi-algebraic or globally…

Examples of games between two partners with mixed strategies, calculated by the use of the probability amplitude as some vector in Hilbert space are given. The games are macroscopic, no microscopic quantum agent is supposed. The reason for…

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

Shapley (1953) introduced two-player zero-sum discounted stochastic games, henceforth stochastic games, a model where a state variable follows a two-controlled Markov chain, the players receive rewards at each stage which add up to $0$, and…

This paper presents, using dynamical system theory, a framework for investigating the turnpike property in nonlinear optimal control. First, it is shown that a turnpike-like property appears in general dynamical systems with hyperbolic…

We prove a Tauberian theorem for nonexpansive operators, and apply it to the model of zero-sum stochastic game. Under mild assumptions, we prove that the value of the lambda-discounted game v_{lambda} converges uniformly when lambda goes to…

We characterize the shape of spatial externalities in a continuous time and space differential game with transboundary pollution. We posit a realistic spatiotemporal law of motion for pollution (diffusion and advection), and tackle…

We establish some new common fixed point theorems of single-valued and multivalued mappings operating between complete ordered locally convex spaces under weaker assumptions. As an application, we prove a new minimax theorem of existence of…

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

In this article we consider zero and non-zero sum risk-sensitive average criterion games for semi-Markov processes with a finite state space. For the zero-sum case, under suitable assumptions we show that the game has a value. We also…

An interesting iterative procedure is proposed to solve a two-player zero-sum Markov games. Under suitable assumption, the boundedness of the proposed iterates is obtained theoretically. Using results from stochastic approximation, the…

Game Theory concepts have been successfully applied in a wide variety of domains over the past decade. Sports and games are one of the popular areas of game theory application owing to its merits and benefits in solving complex scenarios.…

In this paper, we study a generalization of Markov games and pseudo-games that we call Markov pseudo-games, which, like the former, captures time and uncertainty, and like the latter, allows for the players' actions to determine the set of…

This paper studies a multi-player, general-sum stochastic game characterized by a dual-stage temporal structure per period. The agents face uncertainty regarding the time-evolving state that is realized at the beginning of each period.…

We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function $f$, a finite collection $\mathcal{B}$ of Markov generators (or its convex hull), and a target distribution $\pi$. The…

The application of the methods of quantum mechanics to game theory provides us with the ability to achieve results not otherwise possible. Both linear superpositions of actions and entanglement between the players' moves can be exploited.…