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In this paper, we extend the Descent framework, which enables learning and planning in the context of two-player games with perfect information, to the framework of stochastic games. We propose two ways of doing this, the first way…

Artificial Intelligence · Computer Science 2023-02-10 Quentin Cohen-Solal , Tristan Cazenave

In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with discount factor $\gamma\in(0,1)$ we provide an algorithm that…

Machine Learning · Computer Science 2019-08-30 Aaron Sidford , Mengdi Wang , Lin F. Yang , Yinyu Ye

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Optimization and Control · Mathematics 2024-05-15 Subrata Golui

The known results regarding two-player zero-sum games are naturally generalized in complex space and are presented through a complete compact theory. The payoff function is defined by the real part of the payoff function in the real case,…

Optimization and Control · Mathematics 2022-11-30 Nick Dimou

In this paper, we formulate a two-player zero-sum game under dynamic constraints defined by hybrid dynamical equations. The game consists of a min-max problem involving a cost functional that depends on the actions and resulting solutions…

Optimization and Control · Mathematics 2025-05-20 Santiago J. Leudo , Ricardo G. Sanfelice

We prove that optimal strategies exist in every perfect-information stochastic game with finitely many states and actions and a tail winning condition.

Computer Science and Game Theory · Computer Science 2013-11-20 Hugo Gimbert , Florian Horn

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…

Computer Science and Game Theory · Computer Science 2023-05-12 Ke Sun , Samir M. Perlaza , Alain Jean-Marie

Repeated games have a long tradition in the behavioral sciences and evolutionary biology. Recently, strategies were discovered that permit an unprecedented level of control over repeated interactions by enabling a player to unilaterally…

Populations and Evolution · Quantitative Biology 2016-10-25 Alex McAvoy , Christoph Hauert

We present a systematic investigation of the quantum games, constructed using a novel repeated game protocol, when played repeatedly ad infinitum. We focus on establishing that such repeated games -- by virtue of inherent quantum-mechanical…

Quantum Physics · Physics 2024-02-27 Archan Mukhopadhyay , Saikat Sur , Tanay Saha , Shubhadeep Sadhukhan , Sagar Chakraborty

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Computer Science and Game Theory · Computer Science 2021-02-19 Sam Ganzfried

We consider 2-players, 2-values minimization games where the players' costs take on two values, $a,b$, $a<b$. The players play mixed strategies and their costs are evaluated by unimodal valuations. This broad class of valuations includes…

Computer Science and Game Theory · Computer Science 2020-09-10 Chryssis Georgiou , Marios Mavronicolas , Burkhard Monien

In this paper we study how to play (stochastic) games optimally using little space. We focus on repeated games with absorbing states, a type of two-player, zero-sum concurrent mean-payoff games. The prototypical example of these games is…

Computer Science and Game Theory · Computer Science 2016-04-27 Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen , Michal Koucký

The Lipschitz constant of a finite normal-form game is the maximal change in some player's payoff when a single opponent changes his strategy. We prove that games with small Lipschitz constant admit pure {\epsilon}-equilibria, and pinpoint…

Combinatorics · Mathematics 2013-09-24 Yaron Azrieli , Eran Shmaya

This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…

Computer Science and Game Theory · Computer Science 2023-09-19 Mevan Wijewardena , Michael J. Neely

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

We consider 2-player zero-sum stochastic games where each player controls his own state variable living in a compact metric space. The terminology comes from gambling problems where the state of a player represents its wealth in a casino.…

Optimization and Control · Mathematics 2017-02-23 Rida Laraki , Jérôme Renault

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 this paper we introduce and study {\em all-pay bidding games}, a class of two player, zero-sum games on graphs. The game proceeds as follows. We place a token on some vertex in the graph and assign budgets to the two players. Each turn,…

Computer Science and Game Theory · Computer Science 2019-11-20 Guy Avni , Rasmus Ibsen-Jensen , Josef Tkadlec

We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin games.

Probability · Mathematics 2015-07-28 Erhan Bayraktar , Zhou Zhou

We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…

Optimization and Control · Mathematics 2025-05-13 Magnus Perninge