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Related papers: Definable zero-sum stochastic games

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We study some ergodicity property of zero-sum stochastic games with a finite state space and possibly unbounded payoffs. We formulate this property in operator-theoretical terms, involving the solvability of an optimality equation for the…

Optimization and Control · Mathematics 2018-11-15 Antoine Hochart

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

We consider some well-known families of two-player, zero-sum, perfect information games that can be viewed as special cases of Shapley's stochastic games. We show that the following tasks are polynomial time equivalent: - Solving simple…

Computer Science and Game Theory · Computer Science 2008-12-03 Vladimir Gurvich , Peter Bro Miltersen

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

We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative.…

Optimization and Control · Mathematics 2016-04-22 Xavier Venel

In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

Logic in Computer Science · Computer Science 2025-02-26 Pablo F. Castro , Pedro D'Argenio

Mean payoff stochastic games can be studied by means of a nonlinear spectral problem involving the Shapley operator: the ergodic equation. A solution consists in a scalar, called the ergodic constant, and a vector, called bias. The…

Optimization and Control · Mathematics 2016-05-17 Antoine Hochart

Zero-sum stochastic games provide a rich model for competitive decision making. However, under general forms of state uncertainty as considered in the Partially Observable Stochastic Game (POSG), such decision making problems are still not…

Artificial Intelligence · Computer Science 2016-06-23 Auke J. Wiggers , Frans A. Oliehoek , Diederik M. Roijers

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

Computer Science and Game Theory · Computer Science 2022-03-29 Hugo Gimbert , Edon Kelmendi

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

Optimization and Control · Mathematics 2019-05-17 Jérôme Renault

In this paper the set of value functions of all-possible zero-sum differential games with terminal payoff is characterized. The necessary and sufficient condition for a given function to be a value of some differential game with terminal…

Optimization and Control · Mathematics 2008-11-12 Yurii Averboukh

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

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…

Systems and Control · Electrical Eng. & Systems 2019-12-25 Dhruva Kartik , Ashutosh Nayyar

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…

Optimization and Control · Mathematics 2022-09-23 Purba Das , T. Parthasarathy , G Ravindran

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…

Optimization and Control · Mathematics 2025-11-24 Krishnendu Chatterjee , David Lurie , Raimundo Saona , Bruno Ziliotto

We consider a zero-sum stochastic game for continuous-time Markov chain with countable state space and unbounded transition and pay-off rates. The additional feature of the game is that the controllers together with taking actions are also…

Optimization and Control · Mathematics 2020-09-01 Chandan Pal , Subhamay Saha

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization and Control · Mathematics 2014-09-16 Subhamay Saha

We study a finite-horizon two-person zero-sum risk-sensitive stochastic game for continuous-time Markov chains and Borel state and action spaces, in which payoff rates, transition rates and terminal reward functions are allowed to be…

Optimization and Control · Mathematics 2021-03-09 Junyu Zhang , Xianping Guo , Li Xia

In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in…

Computer Science and Game Theory · Computer Science 2010-04-26 Noah D. Stein , Asuman Ozdaglar , Pablo A. Parrilo

We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and…

Optimization and Control · Mathematics 2013-11-15 Guillaume Vigeral
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