English
Related papers

Related papers: Repeated games of incomplete information with larg…

200 papers

Recent results of Ye and Hansen, Miltersen and Zwick show that policy iteration for one or two player (perfect information) zero-sum stochastic games, restricted to instances with a fixed discount rate, is strongly polynomial. We show that…

Optimization and Control · Mathematics 2013-10-21 Marianne Akian , Stéphane Gaubert

We study a two player repeated zero-sum game with asymmetric information introduced by Renault in which the underlying state of the game undergoes Markov evolution (parameterized by a transition probability $\frac 12\le p\le 1$). H\"orner,…

Optimization and Control · Mathematics 2017-03-16 Xavier Bressaud , Anthony Quas

We study the long-term behavior of the fictitious play process in repeated extensive-form games of imperfect information with perfect recall. Each player maintains incorrect beliefs that the moves at all information sets, except the one at…

Computer Science and Game Theory · Computer Science 2025-04-28 Jason Castiglione , Gürdal Arslan

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

Probability · Mathematics 2022-06-08 Tiziano De Angelis , Nikita Merkulov , Jan Palczewski

We demonstrate that parallel repetition of the multiplayer anchored optimal value, $\omega \big( G_{\bot} \big)^{\otimes n}$, decays exponentially. Central to our approach are several probabilistic computations, pertaining to: (1) the…

Quantum Physics · Physics 2025-08-14 Pete Rigas

The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…

Computer Science and Game Theory · Computer Science 2021-04-22 János Flesch , Arkadi Predtetchinski , Ville Suomala

We consider zero-sum stochastic games with finite state and action spaces, perfect information, mean payoff criteria, without any irreducibility assumption on the Markov chains associated to strategies (multichain games). The value of such…

Optimization and Control · Mathematics 2012-08-03 Marianne Akian , Jean Cochet-Terrasson , Sylvie Detournay , Stéphane Gaubert

n infinite two-player zero-sum game with a Borel winning set, in which the opponent's actions are monitored eventually but not necessarily immediately after they are played, is determined. The proof relies on a representation of the game as…

Logic · Mathematics 2011-07-06 Eran Shmaya

We propose the study of quantum games from the point of view of quantum information theory and statistical mechanics. Every game can be described by a density operator, the von Neumann entropy and the quantum replicator dynamics. There…

Quantum Physics · Physics 2016-12-12 Esteban Guevara Hidalgo

A basic question for zero-sum repeated games consists in determining whether the mean payoff per time unit is independent of the initial state. In the special case of "zero-player" games, i.e., of Markov chains equipped with additive…

Optimization and Control · Mathematics 2015-10-20 Marianne Akian , Stéphane Gaubert , Antoine Hochart

Infinite games with imperfect information are known to be undecidable unless the information flow is severely restricted. One fundamental decidable case occurs when there is a total ordering among players, such that each player has access…

Computer Science and Game Theory · Computer Science 2016-07-19 Dietmar Berwanger , Anup Basil Mathew , Marie van den Bogaard

Infinite games where several players seek to coordinate under imperfect information are deemed to be undecidable, unless the information is hierarchically ordered among the players. We identify a class of games for which joint winning…

Computer Science and Game Theory · Computer Science 2015-07-29 Dietmar Berwanger , Anup Basil Mathew

This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. The types of players are…

Computer Science and Game Theory · Computer Science 2017-11-08 Lichun Li , Cedric Langbort , Jeff Shamma

Kuhn's Theorem shows that extensive games with perfect recall can equivalently be analyzed using mixed or behavioral strategies, as long as players are expected utility maximizers. This note constructs an example that illustrate the limits…

Economics · Quantitative Finance 2014-11-25 Gaurab Aryal , Ronald Stauber

Infinite games where several players seek to coordinate under imperfect information are known to be intractable, unless the information flow is severely restricted. Examples of undecidable cases typically feature a situation where players…

Logic in Computer Science · Computer Science 2014-05-01 Dietmar Berwanger , Anup Basil Mathew

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…

Statistics Theory · Mathematics 2007-06-13 Peter D. Grunwald , A. Philip Dawid

We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy…

Optimization and Control · Mathematics 2019-03-19 Galit Ashkenazi-Golan , Catherine Rainer , Eilon Solan

Infinitely repeated games support equilibrium concepts beyond those present in one-shot games (e.g., cooperation in the prisoner's dilemma). Nonetheless, repeated games fail to capture our real-world intuition for settings with many…

Computer Science and Game Theory · Computer Science 2025-05-22 Henry Fleischmann , Kiriaki Fragkia , Ratip Emin Berker

Mertens, Neyman and Rosenberg [MOR, 2009] used the Mertens and Neyman theorem [IJGT, 1981] to prove the existence of uniform value for absorbing games with finite state space and compact action sets. We provide an analogous proof for…

Optimization and Control · Mathematics 2016-04-14 Xiaoxi Li , Sylvain Sorin

We study the asymptotic macroscopic properties of the mixed majority-minority game, modeling a population in which two types of heterogeneous adaptive agents, namely ``fundamentalists'' driven by differentiation and ``trend-followers''…

Statistical Mechanics · Physics 2009-11-10 A. De Martino , I. Giardina , G. Mosetti