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According to Shapley's game-theoretical result, there exists a unique game value of finite cooperative games that satisfies axioms on additivity, efficiency, null-player property and symmetry. The original setting requires symmetry with…

Computer Science and Game Theory · Computer Science 2013-08-29 Ales Antonin Kubena , Peter Franek

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…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann

Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…

Computer Science and Game Theory · Computer Science 2017-10-10 Paul Hunter , Arno Pauly , Guillermo A. Pérez , Jean-François Raskin

We show that any cooperative game can be represented by an assignment of costly facilities to players, in which it is intuitively obvious how to allocate the total cost in an equitable manner. This equitable solution turns out to be the…

Theoretical Economics · Economics 2024-01-19 Pradeep Dubey

The class of totally balanced games is a class of transferable-utility coalitional games providing important models of cooperative behavior used in mathematical economics. They coincide with market games of Shapley and Shubik and every…

Combinatorics · Mathematics 2021-03-01 Tomáš Kroupa , Milan Studený

Traditionally social sciences are interested in structuring people in multiple groups based on their individual preferences. This pa- per suggests an approach to this problem in the framework of a non- cooperative game theory. Definition of…

Optimization and Control · Mathematics 2017-05-02 Dmitry Levando

Zero-sum and non-zero-sum (aka general-sum) games are relevant in a wide range of applications. While general non-zero-sum games are computationally hard, researchers focus on the special class of monotone games for gradient-based…

Computer Science and Game Theory · Computer Science 2025-12-03 Ruichen Luo , Sebastian U. Stich , Krishnendu Chatterjee

We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of…

Optimization and Control · Mathematics 2021-12-20 Magnus Perninge

We consider two-player zero-sum games on graphs. These games can be classified on the basis of the information of the players and on the mode of interaction between them. On the basis of information the classification is as follows: (a)…

Computer Science and Game Theory · Computer Science 2015-05-19 Krishnendu Chatterjee , Laurent Doyen , Hugo Gimbert , Thomas A. Henzinger

We consider a stochastic differential equation that is controlled by means of an additive finite-variation process. A singular stochastic controller, who is a minimizer, determines this finite-variation process, while a discretionary…

Probability · Mathematics 2015-01-20 Daniel Hernandez-Hernandez , Robert S. Simon , Mihail Zervos

We show that equilibria of a sequential semi-anonymous nonatomic game (SSNG) can be adopted by players in corresponding large but finite dynamic games to achieve near-equilibrium payoffs. Such equilibria in the form of random…

Economics · Quantitative Finance 2016-06-23 Jian Yang

We study a two-player discounted zero-sum stochastic game model for dynamic operational planning in military campaigns. At each stage, the players manage multiple commanders who order military actions on objectives that have an open line of…

Computer Science and Game Theory · Computer Science 2024-03-04 Joseph E. McCarthy , Mathieu Dahan , Chelsea C. White

We introduce a formal notion of masking fault-tolerance between probabilistic transition systems using stochastic games. These games are inspired in bisimulation games, but they also take into account the possible faulty behavior of…

Logic in Computer Science · Computer Science 2023-09-15 Pablo F. Castro , Pedro R. D'Argenio , Ramiro Demasi , Luciano Putruele

The Shapley value, which is arguably the most popular approach for assigning a meaningful contribution value to players in a cooperative game, has recently been used intensively in explainable artificial intelligence. Its meaningfulness is…

Machine Learning · Computer Science 2024-01-31 Patrick Kolpaczki , Viktor Bengs , Maximilian Muschalik , Eyke Hüllermeier

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2022-07-21 Jan Kretinsky , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

In statistical decision theory involving a single decision-maker, an information structure is said to be better than another one if for any cost function involving a hidden state variable and an action variable which is restricted to be…

Optimization and Control · Mathematics 2021-01-07 Ian Hogeboom-Burr , Serdar Yüksel

Shapley values have become increasingly popular in the machine learning literature thanks to their attractive axiomatisation, flexibility, and uniqueness in satisfying certain notions of `fairness'. The flexibility arises from the myriad…

Machine Learning · Statistics 2021-03-09 Daniel Vidali Fryer , Inga Strümke , Hien Nguyen

In this paper, we investigate a partially observable zero sum games where the state process is a discrete time Markov chain. We consider a general utility function in the optimization criterion. We show the existence of value for both…

Optimization and Control · Mathematics 2022-11-16 Arnab Bhabak , Subhamay saha

We study a class of zero-sum stochastic games between a stopper and a singular-controller, previously considered in [Bovo and De Angelis (2025)]. The underlying singularly-controlled dynamics takes values in…

Optimization and Control · Mathematics 2025-06-25 Andrea Bovo , Alessandro Milazzo

We study a class of zero-sum games between a singular-controller and a stopper over finite-time horizon. The underlying process is a multi-dimensional (locally non-degenerate) controlled stochastic differential equation (SDE) evolving in an…

Optimization and Control · Mathematics 2023-10-31 Andrea Bovo , Tiziano De Angelis , Elena Issoglio
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