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Related papers: Submixing and Shift-invariant Stochastic Games

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We study nonzero-sum stochastic switching games. Two players compete for market dominance through controlling (via timing options) the discrete-state market regime $M$. Switching decisions are driven by a continuous stochastic factor $X$…

General Economics · Economics 2018-07-23 Liangchen Li , Michael Ludkovski

This paper considers an infinitely repeated three-player Bayesian game with lack of information on two sides, in which an informed player plays two zero-sum games simultaneously at each stage against two uninformed players. This is a…

Theoretical Economics · Economics 2023-03-10 Lucas Pahl

We devise a policy-iteration algorithm for deterministic two-player discounted and mean-payoff games, that runs in polynomial time with high probability, on any input where each payoff is chosen independently from a sufficiently random…

Computer Science and Game Theory · Computer Science 2024-02-07 Bruno Loff , Mateusz Skomra

Gameplay under various forms of uncertainty has been widely studied. Feldman et al. (2010) studied a particularly low-information setting in which one observes the opponent's actions but no payoffs, not even one's own, and introduced an…

Computer Science and Game Theory · Computer Science 2024-04-02 Avrim Blum , Melissa Dutz

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

Computer Science and Game Theory · Computer Science 2026-01-29 Daniel Ablin , Alon Cohen

This paper studies a duopoly investment model with uncertainty. There are two alternative irreversible investments. The first firm to invest gets a monopoly benefit for a specified period of time. The second firm to invest gets information…

Optimization and Control · Mathematics 2019-03-01 Kristina Rognlien Dahl , Espen Stokkereit

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

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

We study two-player concurrent stochastic games on finite graphs, with B\"uchi and co-B\"uchi objectives. The goal of the first player is to maximize the probability of satisfying the given objective. Following Martin's determinacy theorem…

Computer Science and Game Theory · Computer Science 2022-11-28 Benjamin Bordais , Patricia Bouyer , Stéphane Le Roux

We consider multi-player stopping games in continuous time. Unlike Dynkin games, in our games the payoff of each player is revealed after all the players stop. Moreover, each player can adjust her own stopping strategy by observing other…

Optimization and Control · Mathematics 2015-09-15 Zhou Zhou

Originating in evolutionary game theory, the class of "zero-determinant" strategies enables a player to unilaterally enforce linear payoff relationships in simple repeated games. An upshot of this kind of payoff constraint is that it can…

Theoretical Economics · Economics 2025-11-26 Nikos Dimou , Alex McAvoy

It was shown in Flesch and Solan (2022) with a rather involved proof that all two-player stochastic games with finite state and action spaces and shift-invariant payoffs admit an $\epsilon$-equilibrium, for every $\epsilon>0$. Their proof…

Optimization and Control · Mathematics 2022-08-25 Galit Ashkenazi-Golan , János Flesch , Eilon Solan

The best-response dynamics is an example of an evolutionary game where players update their strategy in order to maximize their payoff. The main objective of this paper is to study a stochastic spatial version of this game based on the…

Probability · Mathematics 2014-07-28 Stephen Evilsizor , Nicolas Lanchier

Subgame perfect equilibria are specific Nash equilibria in perfect information games in extensive form. They are important because they relate to the rationality of the players. They always exist in infinite games with continuous…

Computer Science and Game Theory · Computer Science 2015-10-01 Stephane Le Roux

In two-player games on graphs, the simplest possible strategies are those that can be implemented without any memory. These are called positional strategies. In this paper, we characterize objectives recognizable by deterministic B\"uchi…

Computer Science and Game Theory · Computer Science 2024-09-04 Patricia Bouyer , Antonio Casares , Mickael Randour , Pierre Vandenhove

Consider a two-player zero-sum stochastic game where the transition function can be embedded in a given feature space. We propose a two-player Q-learning algorithm for approximating the Nash equilibrium strategy via sampling. The algorithm…

Machine Learning · Computer Science 2019-06-04 Zeyu Jia , Lin F. Yang , Mengdi Wang

We give an algorithm for solving stochastic parity games with almost-sure winning conditions on lossy channel systems, for the case where the players are restricted to finite-memory strategies. First, we describe a general framework, where…

Computer Science and Game Theory · Computer Science 2013-06-14 Parosh Aziz Abdulla , Lorenzo Clemente , Richard Mayr , Sven Sandberg

Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and…

Artificial Intelligence · Computer Science 2019-01-09 Jordi Grau-Moya , Felix Leibfried , Haitham Bou-Ammar

Multi-dimensional mean-payoff and energy games provide the mathematical foundation for the quantitative study of reactive systems, and play a central role in the emerging quantitative theory of verification and synthesis. In this work, we…

Computer Science and Game Theory · Computer Science 2014-11-04 Krishnendu Chatterjee , Mickael Randour , Jean-François Raskin

We study stochastic zero-sum games on graphs, which are prevalent tools to model decision-making in presence of an antagonistic opponent in a random environment. In this setting, an important question is the one of strategy complexity: what…

Computer Science and Game Theory · Computer Science 2024-02-14 Patricia Bouyer , Youssouf Oualhadj , Mickael Randour , Pierre Vandenhove